STAT3321 | PROBABILITY THEORY

Probability and Univariate Distributions of the Discrete and Continuous Types. Expectation. Variance. Moment Generating Function. Chebyshev’s Inequality. Multivariate Distributions. Conditional Distributions and Expectations. Correlation Coefficient. Independent Random Variables. Distributions of Transformations of Variables of Discrete and Continuous Types using CDF Technique, Change-of-Variable Technique, and Moment-Generating-Function Technique. Some Special Distributions: Binomial Distribution, Poisson Distribution, Gamma Distribution, Chi-Square Distribution, Normal Distribution, Bivariate Normal Distribution. Beta Distribution, t Distribution, and F Distribution. Distributions of Order Statistics.