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Probability and Probability Distributions I & II: Course Outline for Probability and Probability Distributions II (STAT-406)

The course covers the transformation techniques which are useful for determining the sampling distribution of statistic.

Course Outline

  • Transformation Techniques.
  • Derivations of sample mean & variance with their independence.
  • Characteristic functions with properties.
  • Inversion Theorems for continuous and discrete random variables. 
  • Convolution of Distributions. 
  • Properties of Cauchy, Laplace, Weibull, Maxwell, Pareto, Rayleigh and Log normal distributions with applications in various fields.
  • Order Statistic.
  • Distribution of rth & sth order Statistics.
  • Distribution of median.
  • Range. 
  • Midrange and quantiles. 
  • Central and Non-central t. 
  • F and Chi-square distributions. 
  • Distribution of Quadratic Forms. 
  • Distributions under linear constraints. 
  • Truncated Distributions.

Text Book

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