STA642 : Probability Distributions

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Course Info

Course Category

Probability & Statistics

Course Level

Graduate

Credit Hours

3

Pre-requisites

N/A

Instructor

Dr. Saleha Naghmi Habibullah
PhD
National College of Business Administration & Economics (NCBAE)

Course Contents

Axiomatic foundations, random variables, Distribution function, Probability mass function and probability density function. Joint and conditional distributions for two and more random variables, Marginal and conditional distributions, stochastic independence, Baye’s theorem, Mathematical expectation and its properties Conditional expectation, variance and moments, Probability generating function, Moment generating and characteristic functions and their properties, Relation between moments and cummulants, Probability distributions: Bernoulli, Binomial, Hypergeometric, Poisson, Negative binomial, Geometric, Multinomial distribution. Normal approximation to binomial & Poisson distribution, Normal distribution with moments and cummulants