Review of probability axioms and probability rules, including Bayes rule; special univariate distributions; multivariate, marginal & conditional distributions; independent random variables; functions of random variables, including random sums and order statistics; Expected values, covariance and correlation, conditional expectation and moment generating function; convergence of random sequences; introduction to stochastic process (Discrete time Markov chain); distribution derived from normal distribution to study sampling distributions of sample mean and the sample variance; introduction to estimation of parameters (MLE). -- Course Website
Prerequisites: <br/> 7062 (v.6)<br/> Mathematics 101<br/> <br/> or any previous version<br/> <br/> <br/><br/> <br/> OR<br/><br/> <br/> <br/> 10926 (v.5)<br/> Mathematics 103<br/> <br/> or any previous version<br/> <br/> <br/><br/> <br/> AND<br/><br/> <br/>
