Statistics 620-21

Lectures

  • Laws of Large Numbers for Coin Tossing, Sept. 9-12, 2000
  • Probability Measures, Sept. 14-19, 2000
  • Weak Convergence, Jan. 8, 2001
  • More On Weak Convergence, Jan. 10, 2001
  • Characteristic Functions, Jan. 17, 2001
  • The Inversion Formula and Continuity Theorem, Jan. 22, 2001
  • The Central Limit Theorem, Jan. 29, 2001
  • Local Limit Theorem and Expansions, Feb. 5, 2001
  • Signed Measures and The Radon Nikodym Theorem, Feb. 7, 2001
  • Conditional Probability and Expectation, Feb. 12-14, 2001
  • Martingales, Feb. 19-21, 2001
  • The Martingale Central Limit Theorem, March 12, 2001
  • The Stationary Sequences and The Ergodic Theorem, March 14-21, 2001
  • Stochastic Process, April 4, 2001
  • Guassian Process, April 9, 2001
  • Stopping Times and the Strong Markov Property, April 16-18, 2001

    Problem Sets