Courses

Advanced Probability and Inference

Content

  • Mathematical background (limits, series, order relations and rates of convergence, continuity, sets)
  • Measure theoretic foundations of probability (probability triplets, random variables, independence, expected values, change of variable)
  • Stochastic convergence (almost sure convergence, convergence in probability, convergence in distribution, laws of large numbers, central limit theorems, non-iid stochastic variables)
  • Conditional probability and expectation
Course Data
University: 
Örebro
Offered: 
2009:2
Level: 
PhD
Credits (ECTS): 
12
Type of schedule: 
Travel friendly schedule

Pages