Axioms of probability. Probability law. Marginal and conditional probabilities. Random variables and distributions.



Expectation, moment generating functions. Central limit theorem. Markov and Chebyshev inequalities. Law of large numbers. Discrete and continuous distributions.



Distribution of joint random variables. Joint moment generating functions. Expectation and variance. Special multivariate distributions.



Sampling theory. Distributions of functions of random variables. Sampling distributions from normal population.











References:

1. Montgomery,