Statistics 330/600 (Spring 1999)

Advanced Probability

Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.

David Pollard
Tuesday, Thursday 2:30 - 3:45
24 Hillhouse Avenue

TA: Andrew Carter

Office hours: Tuesday 11:00 -- 12:00 (flexible)

Grading: Final grade based entirely on weekly homework sheets.

Notes: DP will write detailed lecture notes, which will be available to Yale students in pdf format. An earlier version of the notes is available for sale from the Statistics Department.

Homework


http://www.stat.yale.edu ---> Courses for 1998-99 ---> Statistics 600 [MORE COURSE INFORMATION]
DBP 10jan99