Entry requirements

Probability theory MN1.

Content

Multidimensional stochastic variables and their

transformations. Conditioning and regression.

Multidimensional normal distribution. Transforms

and their use. The central limit theorems and

their applications.

Instruction

Lectures and problem solving sessions.

Assessment

Written and, possibly, supplementary oral

examination at the end of the course. Moreover,

compulsory assignments may be given during the

course.