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ST 779 Advanced Probability for Statistical Inference
厂罢听779听听Advanced Probability for Statistical Inference听听(3 credit hours)听听
Sets and classes, sigma-fields and related structures, probability measures and extensions, random variables, expectation and integration, uniform integrability, inequalities, L_p-spaces, product spaces, independence, zero-one laws, convergence notions, characteristic functions, simplest limit theorems, absolute continuity, conditional expectation and conditional probabilities, martingales.
Prerequisite: 厂罢听702
Typically offered in Spring only