Foundations of Probability and Statistical Inference
This course aims at introducing, from an advanced point of view, the fundamental concepts of probability and statistical inference. Some proofs are sketched or omitted in order to have more time for examples, applications and exercises.
In particular, the course deals with the following topics:
- probability space, random variable, expectation, variance, cumulative distribution function, discrete and absolutely continuous distributions, random vector, joint and marginal distributions, joint cumulative distribution function, covariance,
In particular, the course deals with the following topics:
- probability space, random variable, expectation, variance, cumulative distribution function, discrete and absolutely continuous distributions, random vector, joint and marginal distributions, joint cumulative distribution function, covariance,