Skip to main navigation Skip to search Skip to main content

2024-25 Fall - MAFS5020 - Advanced Probability and Statistics

Course

Description

Instructor(s)/Supervisor(s)/Coordinator(s): Shuaijie QIAN
Probability spaces, measurable functions and distributions, conditional probability, conditional expectations, asymptotic theorems, stopping times, martingales, Markov chains, Brownian motion, sampling distributions, sufficiency, statistical decision theory, statistical inference, unbiased estimation, method of maximum likelihood.
Course period1/09/2431/12/24
Course levelPG
Course formatLecture