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.

Selection

Level of Education: Third cycle

Coursecode/Ladok code: FJPRT30

The course is conducted at: Jönköping International Business School

Label Value
Type of course Course, Third-cycle
Study type Normal teaching
Semester Spring 2026
Study period week 4 - week 23
Rate of study 25%
Language English
Location Jönköping
Time Day-time
Syllabus (PDF)
Application code HJ-FJ101