Graduate

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
Course Instructor(s) Outline Term School Year
SS9657A001 Hao Yu PDF A 2018/2019
SS9657A001 Hao Yu PDF A 2016/2017
SS9657A001 Hristo Sendov PDF A 2015/2016
SS9657B001 Hristo Sendov PDF B 2014/2015
SS9657A001 Hao Yu PDF A 2013/2014
SS9657A001 Hao Yu PDF A 2012/2013
SS9657B001 Hao Yu PDF B 2011/2012

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