David A. Stephens

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.

Offered by: Mathematics and Statistics

• Fall
• Prerequisite: MATH 357 or equivalent

• Terms
  • Fall 2023
• Instructors
  • Masoud Asgharian