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STAT 5420: Theory of Probability and Statistics I

Credits: 4. Contact Hours: Lecture 4.

Sample spaces, basic probability results, conditional probability. Random variables, univariate distributions, moment generating functions. Joint distributions, conditional distributions and independence, correlation and covariance. Probability laws and transformations. Introduction to the multivariate normal distribution. Sampling distributions, normal theory, sums and order statistics. Convergence concepts, the law of large numbers, the central limit theorem and delta method. Basics of stochastic simulation. (Typically Offered: Fall)