STA 816
Probability and Distribution Theory
3
Course Description
Sample space; algebra of sets and events; axiomatic definition of probability and independence.
Course Outline
Sample space; algebra of sets and events; axiomatic definition of probability and independence; Bayes theorem; Random variables and their distributions; Moment; Cumulant and Probability Generating functions; Some special distributions and their properties; Multivariate continuous distribution: Marginal and Conditional Distribution; Distribution functions of random variables and some derived distributions; Limiting theorems and limiting distributions; Elements of stochastic processes