Probability and Mathematical Statistics

STAT 501 - Probability and Mathematical Statistics (3-0-3)

Axioms and foundations of probability. Conditional probability and Bayes’ theorem. Independence. Random variables and distribution functions and moments. Characteristic functions. Laplace transforms and moment generating functions. Function of random variables. Random vectors and their distributions. Convergence of sequences of random variables. Laws of large numbers and the central limit theorem. Random samples, sample moments and their distributions. Order statistics and their distributions.