STAT 620
Asymptotic Statistics
Spring 2018, TR 11:1012:25,
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:
 Sigmaalgebras, set functions, measure extension, measures
 LebesgueStieltjes measure, distribution functions
 Measurable functions, (abstract) Lebesgue integral
 Absolute continuity and RadonNikodym 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