One-dimensional random variables |
Concept of random variable (RV). Classification.
Cumulative distribution function (CDF) and properties.
Discrete random variables: probability mass function.
Continuous random varriables: density function.
Functions of an RV. CDF and discrete RV.
Transformation of continuous RVs: fundamental theorem.
Mean and variance. |
Estimation and limit theorems |
Sample and population.
Estimators.
Estimation of mean and variance.
Sequences of RVs. Laws of large numbers.
Central limit theorem. |