Sannolikhetsteori

Högskola och universitet hos Stockholms universitet, 7,5 högskolepoäng.

The course covers the foundations of probability theory in a mathematical and rigorous way. It addresses various axiom systems and probability spaces, multivariate distributions, transformations, conditional random variables, hierarchical models, characteristic functions, different forms of convergence and limit theorems. The course provides a solid base for research studies in statistics.