STAT 620     Asymptotic Statistics    Spring 2018, TR 11:10-12:25, BLOC 411

• Syllabus   [Dec. 15, 2017, Feb. 15, 2018]


• Prerequisite: Advanced probability theory and measure theory (STAT 614 or equivalent).
  For reference, course topics of STAT 614 include:
  
  • Sigma-algebras, set functions, measure extension, measures
  • Lebesgue-Stieltjes measure, distribution functions
  • Measurable functions, (abstract) Lebesgue integral
  • Absolute continuity and Radon-Nikodym derivatives
  • Product spaces and Fubini’s theorem
  • Random variables, inequalities, independence
  • Basic convergence concepts and theorems
  • Laws of large numbers
  • Weak convergence, weak compactness
  • Characteristic functions, central limit theorem
  • Conditional expectations       [Dec. 4, 2017]


• The course material will be posted on eCampus   [Dec. 4]
• First day of classes: Tuesday January 16, 2018   [Dec. 4]

---

© UU Müller, Dec. 4, 2017; last update: Feb. 15, 2018