Probability Theory 7,5 Credits

Course Contents

This course deals with random variables in one and several dimensions, conditional distributions, moment generating functions and characteristic functions, multivariate normal distributions, quadratic forms, order statistics, convergence criteria for random variables, the Borel-Cantelli lemmas, convergence via transforms, the central limit theorem and strong law of large numbers.

Prerequisites

Admitted to a doctoral program in statistics or a related subject of a recognized business school or university.

Level of Education: XXX
Course code/Ladok code: FJPRT30
The course is conducted at: Jönköping International Business School Last modified 2022-11-25 07:55:15