This document outlines key concepts in probability and statistics including probability generating functions, moment generating functions, characteristic functions, types of convergence, laws of big numbers, the central limit theorem, stochastic processes, Markov properties, Markov chains, matrix of passage probabilities, statistical populations, confidence intervals, estimation functions, statistical hypotheses, critical regions, and regression methods.
This document outlines key concepts in probability and statistics including probability generating functions, moment generating functions, characteristic functions, types of convergence, laws of big numbers, the central limit theorem, stochastic processes, Markov properties, Markov chains, matrix of passage probabilities, statistical populations, confidence intervals, estimation functions, statistical hypotheses, critical regions, and regression methods.
This document outlines key concepts in probability and statistics including probability generating functions, moment generating functions, characteristic functions, types of convergence, laws of big numbers, the central limit theorem, stochastic processes, Markov properties, Markov chains, matrix of passage probabilities, statistical populations, confidence intervals, estimation functions, statistical hypotheses, critical regions, and regression methods.
2. Moment generating function 3. Characteristic function p 90 4. Types of convergence p 90 5. Laws of big numbers: Hincin Theorem Cebusev Theorem p 88 Markov Theorem p 89 Kolmogorov therem p 160 6. Central limit theorem. p 93 – 94 Lindberg-Feller Liapusev Cebusev theorem. 7. Law of iterated logarithm 8. Stochastic processes. p 95 Corelation function. 96 9. Markov property. p 101 Markov chain. 95 or 123 10. Matrix of passage probabilities. p 101 Matrix of passage probabilities after n steps. p 101 11. Statistical population. p 131 or 157 12. Confidence intervals. p 177 13. Estimation function. p 166 Likelihood function. p 166 Maximum likelihood estimation p 167 14. Statistical hypothesis. p 169 Types of statistical tests p 169 15. Critical regions. p 169 16. Regression method.