Random variables and moment-generating functions, concepts of conditioning and correlation; laws of large numbers, central limit theorem; multivariate normal distribution; distributions of functions of random variables, sampling distributions, order statistics. Precludes additional credit for ECON 4002, STAT 3210, STAT 3508 and STAT 3608. Prerequisite(s): i) STAT 2655 with a grade of C- or higher; and ii) MATH 2000 with a grade of C- or higher, or (a grade of C+ or higher in MATH 2008 or MATH 2004, and permission of the instructor); or permission of the School. Lectures three hours a week, tutorial one hour a week.
Random variables and moment-generating functions, concepts of conditioning and correlation; laws of large numbers, central limit theorem; multivariate normal distribution; distributions of functions of random variables, sampling distributions, order statistics. Precludes additional credit for ECON 4002, STAT 3210, STAT 3508 and STAT 3608. Prerequisite(s): i) STAT 2655 with a grade of C- or higher; and ii) MATH 2000 with a grade of C- or higher, or (a grade of C+ or higher in MATH 2008 or MATH 2004, and permission of the instructor); or permission of the School. Lectures three hours a week, tutorial one hour a week.
