The course covers the probability, distribution theory and statistical inference needed for advanced courses in statistics and econometrics. Michaelmas term: Probability. Conditional probability and ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...

The basic theory is developed in §9.1. In §9.2 I apply the theory to prove the existence of regular conditional probability distributions, and in §9.3 I use it to derive Donsker’s Invariance Principle ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...