ST3133 Advanced statistics: distribution theory (half course)
Students may bring into the examination hall their own hand held electronic calculator. If calculators are used they must satisfy the requirements listed in Section 3, Assessment for the programme, of the Detailed Regulations.
Prerequisites (applies to degree students only)
ST104A Statistics 1 and ST104B Statistics 2.
Probability: Probability measure. Conditional probability. Bayes' theorem.
Distribution Theory; Distribution function. Mass and density. Expectation operator. Moments, moment generating functions, cumulant generating functions. Convergence concepts
Multivariate Distributions: Joint distributions. Conditional distributions, conditional moments. Functions of random variables.