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STA 2302PROBABILITY AND STATISTICS IV(45 Contact Hours)a)Course Purpose
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b)Course Objectivesi.State the central limit theorem, and apply it.ii.Define the conditional expectation of one random variable given the value of anotherrandom variable, and calculate such a quantity.iii.Show how the mean and variance of a random variable can be obtained from expectedvalues of conditional expected values, and apply this.iv.Derive the moment generating function of the sum of a random number of independent,identically distributed random variables (a compound distribution), and use the result tocalculate the mean and variance of such a distribution.c)Course DescriptionRandom and mean vectors. Covariance matrix and its properties. Linear combination of