Autumn 2022 STAT 30400

Course: STAT 30400

Title:  Distribution Theory

Instructor(s): Yi Sun

Teaching Assistant(s): Sounak Paul

Class Schedule: Sec 1: TR 3:30 PM-4:50 PM in E133

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.