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MATH 556 Mathematical Statistics 1 (4 unités)

Offert par : Math. et statistique (Sciences)

Vue d'ensemble

Mathematics & Statistics (Sci) : Distribution theory, stochastic models and multivariate transformations. Families of distributions including location-scale families, exponential families, convolution families, exponential dispersion models and hierarchical models. Concentration inequalities. Characteristic functions. Convergence in probability, almost surely, in Lp and in distribution. Laws of large numbers and Central Limit Theorem. Stochastic simulation.

Trimestres : Automne 2012

Chargés de cours : Johanna Neslehova (Automne)

  • Fall
  • Prerequisite: MATH 357 or equivalent