MATH 8365 Advanced Probability & Statistics
Topics in this course include conditional probability, random variables, discrete and continuous probability distributions, distribution and expectations of random variables, moment generating functions, the transformation of random variables, order statistics, central limit theorem, and limiting distributions. The course also covers measure theory and foundations of probability theory, zero-one laws, probability inequalities, weak and strong laws of large numbers, the central limit theorems, use of characteristic functions, introduction to martingales and random walks, modes of convergence, and the asymptotic properties of estimators and tests.
Prerequisite
Consent of Instructor.
Offered
As scheduled