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Course No.
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Course Title
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Theory
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Practice
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Credit
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Prerequisite(s)
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Stat 312
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Theory of Probability II
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3
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-
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3
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Stat211, Math203
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Objectives
Studding probability distributions of more than one random variable and finding the probability distributions of functions and sums of random variables.
Course Description:
- Bivariate probability distribution: Discrete and continuous, joint, marginal, and conditional distributions, Calculation of moments, independency, Covariance, and Coefficient of correlation.
- Probability generating function and moment generating function. Trinomial and bivariate normal distributions.
- Generalization of the above concepts to multivariate random variables.
- Probability distributions of functions of random variables using distribution function, moment generating function and transformation methods.
- Derivation of Chi-square, t and F distributions.
- Probability distributions of sum of independent random variables and their properties: the expected value, variance and covariance.
Main text books :
G.M. El-Sayyad: Theory of probability, 1990, Dar-Hafez
Subsidary books :
Blake, I.F. : An Introduction to Applied Probability, John Wiely, 1989.
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