Probability Theory, 7.5 credits

Course Leader: Anders Grimvall
Phone: tel. +46-(0)13-28 14 82
E-mail: anders.grimvall@liu.se

Target group

Ph.D. candidates in statistics and other disciplines where knowledge of statistics is essential

Prerequisites

Undergraduate courses in probability theory

Objectives

The course aims to make provide the student with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses

Contents

Multivariate random variables and conditioning
Transforms
Order variables
The multivariate normal distribution
Convergence

Textbook

Gut, A. (2001). An Intermediate Course in Probability, Spinger-Verlag

Examination

Active participation in classes
Oral presentation of assignments from the textbook
Written examination testing the ability solve problems

Schedule