| STAT 333 |
CRN 1797, 24 Points (2009 1/3) |
| Coordinator: |
Prof Estate Khmaladze
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| Prerequisites: |
MATH 206, STAT 231 |
| Lectures: |
tba timetable |
| Tutorials: |
1 hour per week, to be arranged |
| Assignments: |
Weekly |
| Assessment: |
20% coursework, 80% final exam. |
| Recommended Reading: |
Shiryayev, A., Probability, Springer, New York; Taylor, H.M. and Karlin, S., An Introduction to Stochastic Modeling (3rd ed.), Academic Press.
Ross, S., Introduction to Probability Models (6th ed.), Academic Press; |
| Prescription: |
Conditional probability; properties of continuous and discrete distributions; generating functions; Poisson process; Markov chains; an introduction to time series and prediction; selected applications and examples. |
| Description: |
Topics will be chosen from: strong Laws of Large Numbers (LLN); properties of continuous and discrete univariate and multivariate distributions; conditional probability; Poisson processes and compound Poisson processes; Markov chains; elements of martingale theory; renewal theory. |
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