Limit Theorems in Probability Theory
Objectives and Content
This course gives an introduction to asymptotic methods in statistics. Types of convergence such as convergence in probability, convergence with probability one and convergence in distribution are discussed. A version of the law of large numbers and the Lindeberg central limit theorem are proved. The theory applied to maximum likelihood.
The purpose of the course is to give the basics of asymptotic analysis in statistics and probability.
Recommended Previous Knowledge
Forms of Assessment
The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.