Fundamental methods are developed for the derivation of the probability density function and moments of rational algebraic functions of independent random variables. Laplace and Mellin integral ...

The problem of finding the probability density function of the product of n identically distributed independent normal variables was solved by Springer and Thompson (1966). Their formulae for n ⩽ 7 ...

The course covers the probability, distribution theory and statistical inference needed for advanced courses in statistics and econometrics. Michaelmas term: Probability. Conditional probability and ...

(1) Généralités sur les probabilités; variables aléatoires (2) Théorie de l'addition des variables aléatoires (3) Random Variables and Probability Distributions (4) Les lois des grands ...