Probability ΙΙ (7,5 ECTS)

Course Code: 
Compulsory Courses

Joint random variables distribution, Conditional probability density, conditional mean value. Random variable functions, density transformations, distribution of sums of independent random variables, density convolution. Ordered samples. χ2, t, and F distributions. Multivariate distributions. The Multivariate Normal Distribution. Convergence in distribution.  The 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)