Multivariate & Limit Theorems
A 17-module path through multivariate & limit theorems, in study order from foundations to the frontier.
Modules
- Joint Distributions
- Marginal Distributions
- Conditional Distributions
- Independence of Random Variables
- Expectation of Functions of Several Random Variables
- Covariance and Correlation
- Variance of Sums of Random Variables
- The Tower Property and Conditional Variance
- Sums of Random Variables and Convolution
- The Bivariate Normal Distribution
- Markov and Chebyshev Inequalities
- Modes of Convergence of Random Variables
- The Weak Law of Large Numbers
- The Strong Law of Large Numbers
- Characteristic Functions
- The Central Limit Theorem
- Concentration Inequalities