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Curso Intermedio de Probabilidad

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Sections

Espacios de probabilidad
1.1. Espacios de probabilidad
1.2. σ-´algebras
1.3. Medidas de probabilidad
1.4. Independencia de eventos
1.5. Lema de Borel-Cantelli
1.6. Ejercicios
Variables aleatorias
2.1. Variables aleatorias
2.2. Funci´on de distribuci´on
2.3. Tipos de variables aleatorias
2.4. Integral de Riemann-Stieltjes
2.5. Caracter´ısticas num´ericas
2.6. Distribuciones discretas
2.7. Distribuciones continuas
2.8. Ejercicios
Vectores aleatorios
3.1. Vectores aleatorios
3.2. Distribuci´on conjunta
3.3. Densidad conjunta
3.4. Distribuci´on marginal
3.5. Distribuci´on condicional
3.6. Independencia
3.7. Esperanza de una funci´on de un vector
Teorema (Esperanza de una funci´on de un vector aleato-
3.8. Covarianza
3.9. Coeﬁciente de correlaci´on
3.10. Esperanza y varianza de un vector aleatorio
3.11. Distribuciones multivariadas discretas
3.12. Distribuciones multivariadas continuas
3.13. Ejercicios
Esperanza condicional
4.1. Esperanza condicional
4.2. Esperanza condicional: caso discreto
4.3. Algunas propiedades
4.4. Varianza condicional
4.5. Ejercicios
Transformaciones
5.1. Transformaci´on de una variable aleatoria
5.2. Transformaci´on de un vector aleatorio
5.3. Ejercicios
6.1. Distribuciones muestrales
6.2. Estad´ısticas de orden
6.3. Ejercicios
7.1. Tipos de convergencia
7.2. Relaciones entre los tipos de convergencia
7.3. Dos resultados importantes de convergencia
7.4. Ejercicios
Funciones generadoras
8.1. Funci´on generadora de probabilidad
8.2. Funci´on generadora de momentos

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