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 ...

Let F be a probability distribution on R. Then there exist symmetric (about zero) random variables X and Y whose sum has distribution F if and only if F has mean zero or no mean (finite or infinite).

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

Discover what a log-normal distribution is, its financial applications, and how to calculate it, including using Excel for ...

(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 ...