Probability and Statistics IV - STA 2302 PROBABILITY AND...

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STA 2302PROBABILITY AND STATISTICS IV(45 Contact Hours)a)Course Purpose
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

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Term
Summer
Professor
NoProfessor
Tags
Statistics, Central Limit Theorem, Normal Distribution, Probability, Variance, Probability theory, Mathematical statistics

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