In the present paper a uniform asymptotic series is derived for the probability distribution of the sum of a large number of independent random variables. In contrast to the usual Edgeworth-type ...

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 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 ...