STA 802
Probability Theory I
3
Course Description
Introduction to measure theoretic probability; derivation and transformation of probability distributions; generating functions and characteristic functions; conditional expectation; sufficiency; and unbiased estimation; methods of large sample theory including laws of large numbers and central limit theorems; order statistics.
Course Outline
Introduction to measure theoretic probability; derivation and transformation of probability distributions; generating functions and characteristic functions; conditional expectation; sufficiency; and unbiased estimation; methods of large sample theory including laws of large numbers and central limit theorems; order statistics