Autumn 2020 STAT 30400

Course: STAT 30400

Title: Distribution Theory

Instructor(s):  Wei Biao Wu

Teaching Assistant(s): TBA

Class Schedule: Sec 01: MW 8:00 AM–10:00 AM in TBA

Textbook(s): Severini, Elements of Distribution Theory, 1st edition. Recommended, not required.

Description: This course is a systematic introduction to random variables and probability distributions. Topics include standard distributions (i.e. uniform, normal, beta, gamma, F, t, Cauchy, Poisson, binomial, and hypergeometric); properties of the multivariate normal distribution and joint distributions of quadratic forms of multivariate normal; moments and cumulants; characteristic functions; exponential families; modes of convergence; central limit theorem; and other asymptotic approximations.

Prerequisite(s): STAT 24500 or STAT 24510 and MATH 20500 or MATH 20510, or consent of instructor.