At the start of this course the student should have acquired the following competences:
an active knowledge of
specific prerequisites for this course
Knowledge of basic concepts of probability theory: random variable, distribution, density, characteristic function, expectation, covariance, covariance matrix, notions of convergence ...: univariate as well as multivariate.
Knowledge of basic concepts and notations of measure theory.
Students are able to work with classical well known distributions. For a generally defined distribution they can compute and interpret typical properties such as expectation, etc.