Measures: Caratheodory Extension Theorem. Measurable functions: Riesz Theorem, Slutsky Theorem. Integration: Fatou's lemma, MCT, DCT; Helly-Bray, Mann-Wald and Skorokhod theorems. Derivatives via signed measures. Measures and processes on products. Distribution and quantile functions. Independence and conditional distributions. Prerequisite: either MATH 424 and MATH 425, or MATH 574 and MATH 575.
Prefix
STAT
Number
559
Credits
3
Variable Credit?
No
Credit/no-credit only?
No
Joint Class?
No
Offered
Spring