Probability II
Description
Joint discrete and continuous probability distributions, marginal distributions. Conditional distributions and independence of random variables. Generating functions and reproductive properties. Transformed random variables, chi-square, t, F distributions. Covariance and correlation coefficient. Special multivariate distributions, multinomial and bivariate normal. Markov’s and Tchebichev’s inequalities. Limit theorems, Laws of Large Numbers, Central Limit Theorem.
Division: Statistics, Probability and Operational Research