Probability Theory 7,5 hp

Undervisningen bedrivs på engelska.

Kursinnehåll

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.

Förkunskapskrav

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

Utbildningsnivå: Forskarnivå XXX
Kurskod/Ladokkod: FJPRT30
Kursen ges vid: Jönköping International Business School