Advaced Statistics: Distribution Theory LSE


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  • Probability measure.
  • Conditional probability.
  • Bayes’ theorem.

Distribution Theory:

  • Distribution function.
  • Mass and density.
  • Expectation operator.
  • Moments, moment generating functions, cumulant generating functions.
  • Convergence concepts

Multivariate Distributions:

  • Joint distributions.
  • Conditional distributions, conditional moments.
  • Functions of random variables.

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