Probability ΙΙ (7,5 ECTS)

Course Code: 
Compulsory Courses

Joint distributions functions, conditional probability density, conditional average. Random variables functions, density transformations, independent random variables sums distributions, density convolutions. Ranked samples. χ2, t, and F distributions. Multivariate distributions - Multivariate normal distribution. Convergence in distribution. Central Limit Theorem.

Recommended Reading

  • Feller, W. (1968). An Introduction to Probability Theory and its Applications. Wiley, N.Y.
  • Hoel P., Port S., Stone C., «Εισαγωγή στη Θεωρία Πιθανοτήτων»,  ITE Παν/κές Εκδόσεις Κρήτης, 2009.
  • Hogg, R. and Graig, A. (1970). Introduction to Mathematical Statistics, Third Ed., The Macmillan Co., New York.
  • Hogg,R.V. and Tanis,E.A. (2000). Probability and Statistical Inference. Prentice Hall.
  • Mendenhall, W., Beavec R.J. & Beaver, B.M. (1999): Introduction to Probability & Statistics (10th edition), Duxbury Press.
  • Mood, A., Graybill, F. and Boes, D. (1974). Introduction of the Theory of Statistics. McGraw-Hill.
  • Ross, S. (1976). “A First Course in Probability”. Collier, Macmillan, New York.
  • Ross, S. (1983). “Introduction to Probability Models”. 2nd Ed. Academic Press, New York.
  • Roussas, G.G. (2003). An introduction to Probability and Statistical Inference. Academic Press.
  • Ε.Ξεκαλάκη, Ι.Πανάρετος (1998) Πιθανότητες και Στοιχεία Στοχαστικών Ανελίξεων».

(old title: Distribution Theory)