Advanced Probability
Statistical Science 9657A
Description: The course studies various modes of convergence such as convergence in (i) distribution, (ii) probability, (iii) almost sure and (iv) $L_p$. Some relations and counter examples are discussed. Strong and weak laws of large numbers and the central limit theorem are studied and proved. Sigma fields and conditional expectation are also studied. Some tools needed to apply convergence in various statistical settings are discussed, such as Slutsky's Theorem and the Cramer-Wold device. The course is a non-measure theoretic introduction to these concepts.
Term: A
Outlines of this course offered in past school years