M31A - Mathematical Statistics - Probability Theory |  |
This course uses the following course codes:
- MATH 3110
- M31A
Number of credits: 4
This course has the following prerequisites:
This course has no corequisites.
The assessment for the course is as follows:
This course has coursework assessment.
In course assignments weight: 40%
Final exam: 60%
Course syllabus
- Basic Probability rules, Invluding Bayes' rule, theorem on total probability
- Conditional Probability
- Random Variable
- Mathematical Expectation, means, variance
- Covariance of variables, Variance of sum of n random variables
- Chebychev's theorem
- Standard density functions and mass functions
- Moment generating function
- Random Sample: some important statistics, sampling distributions
- Central limit theorem
- Transformations of several random variables
- Order Statistics
- Conditinoal expectation
- The bivariate and multivariate normal ditributions
