Convergence of random variables: different types of convergence; characteristic functions, continuity theorem, laws of large numbers, central limit theorem, large deviations, infinitely divisible and stable distributions, uniform integrability. Conditional expectation.

Prerequisites: Prerequisites: PSTAT 213A, and either PSTAT 210 or Math 118 A-B-C

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 213C PSTAT 221C PSTAT 222C PSTAT 223A
Ruimeng Hu
4.3
4 reviews

Lecture

GIRV 2112
T R
09:30 AM - 10:45 AM
21 / 30

Sections

ILP 4207
M
14:00 PM - 14:50 PM
21 / 30
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PSTAT 213B Ichiba T Winter 2024 Total: 20
PSTAT 213B Feldman R Winter 2023 Total: 18
4
4.3
PSTAT171 . 1 Year, 7 Months Ago

This class is honestly no joke. The material doesn't seem impossible but then you get the exam and ur like...lol. But Hu is super nice and cares about her student plus there was a fatty curve so overall it was chill. Hard class but curve is huge and the professor and TAs know what they're talking about

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PSTAT171 . 1 Year, 8 Months Ago

The course has a reputation being difficult, but Ruimeng made it doable. She provided a lot of resources, ranging from review problems to annotated slides, to help you review for the exams. Her midterm was 5 multiple choices and her final was 10 ones. The homework were graded by two randomly chosen questions. Overall, it was a enjoyable course.

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PSTAT171 . 3 Years Ago

Professor Hu is so passionate and excited about the material that sometimes she goes too fast during lecture, if you ask her she will always slow down. Material is unbelievably hard but going to office hours helps a lot. Do the weekly homework and understand the concepts thoroughly, memorizing does not help. I would definitely take her class again

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PSTAT171 . 3 Years Ago

HW 25%, Midterm 25%, Final 25%. Professor Hu is very nice and a great prof, really doing her best. But the course is very formula-heavy and even with many examples it's unclear how to apply them in each situation. CLAS is necessary to pass (at least online), be ready for lots and lots of word problems

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