BIOS 6204 - STATISTICAL THEORY I

[3 Credits]

Three hours of lecture per week. Elementary concepts of probability; conditional probability, Bayes’ theorem; random variables and probability distributions, transformations of random variables; moments and moment generating functions; discrete and continuous random variables, common families of distributions; essential inequalities and identities; multivariate distributions, joint, conditional and marginal distributions; covariance and correlation, conditional expectation; basic concepts of random samples; convergence concepts, convergence in probability and in distribution, the law of large numbers, and the central limit theorem. Prerequisites: multivariable calculus and linear algebra.