MATH 6360: Stochastic Processes (3)

Lecture: 3, Lab: 0, Other: 0

This course is a survey of random variables with both discrete and continuous distributions; including the uniform, Bernoulli, binomial and negative binomial, geometric and hypergeometric, Poisson, normal, exponential and gamma distributions. Transformations of distributions, bivariate distributions, limit distributions, Markov chains and moment generating functions are also covered.