The course covers the probability, distribution theory and statistical inference needed for third year courses in statistics and econometrics. Michaelmas term: Events and their probabilities. Random ...

We then will study a number of basic random processes including Poisson Processes, Markov Chains and Gaussian Processes. The basics of estimation and filtering of random processes will also be covered ...

The course covers the probability and distribution theory needed for advanced courses in statistics and econometrics.: Topics covered: Probability. Conditional probability and independence. Random ...

This includes basic notions such as sets and functions: Properties of sets, definition and properties of functions; logarithms and exponentials: and their properties; basic series summations: ...