Rutgers University 3 credits Statistics
Measures, measurable functions, and integration; limit theorems; Lebesgue measure; Riemann integral; Lebesgue-Stieltjes integral; measure extension, probability measures, and random variables; expectation, distribution, and independence. Borel-Cantelli lemma; zero-one law; convergence in distribution; convergence in probability; almost sure convergence; law of large numbers; Jensen, Holder, and Minkowski inequalities; convergence in mean; uniform integrability and spaces of functions. Prerequisite: 16:960:592.
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