Explores stochastic models for communications, covering mean, variance, characteristic functions, inequalities, various discrete and continuous random variables, and properties of different distributions.
Explores extreme values in random variables, applications in environmental factors, reliability modeling, block maxima distribution, and the Generalized Extreme Value distribution.
Covers methods to define the design storm, empirical distribution of rainfall maxima, Gumbel distribution, and intensity-duration-frequency relationships.
Explores maximum likelihood estimation in linear models, covering Gaussian noise, covariance estimation, and support vector machines for classification problems.
Explores fracture mechanics, crack growth, and the weakest link theory, emphasizing the statistical distribution of crack sizes and the significance of the largest crack in material failure.
Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.
Covers Generalized Linear Models, likelihood, deviance, link functions, sampling methods, Poisson regression, over-dispersion, and alternative regression models.
