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Statistics

Topics

• Probability distribution

  • Normal distribution
  • Bivariate normal distribution
  • Truncated normal distribution
  • Exponential distribution

• Stochastic process

  • Markov chain?
  • Martingale
  • Brownian motion
  • Ornstein-Uhlenbeck process
  • Lévy process

• Sampling methods

• Asymptotic statistics

  • Stochastic order
  • Convergence of random variables?

• Linear and nonlinear filtering

  • Kalman filter