Let $Y_1, \cdots, Y_r$ be independent random variables, each uniformly distributed on $\mathscr{M} = \{1,2, \cdots, M\}$. It is shown that at most $N = 1 + M + \cdots ...

*Note: This course description is only applicable for the Computer Science Post-Baccalaureate program. Additionally, students must always refer to course syllabus for the most up to date information.

Fuzzy statistics and random variables represent a progressive fusion of traditional probability theory with the principles of fuzzy logic, enabling the treatment of imprecision and vagueness inherent ...

Brazilian Journal of Probability and Statistics, Vol. 35, No. 3 (2021), pp. 435-441 (7 pages) The aim of this note is to give an elegant proof of a result due to E. G. Olds which concerns the density ...

Forecasting for any small business involves guesswork. You know your business and its past performance, but you may not be comfortable predicting the future. Using Excel is a great way to perform what ...

Julie Young is an experienced financial writer and editor. She specializes in financial analysis in capital planning and investment management. Suzanne is a content marketer, writer, and fact-checker.

This course is available on the MSc in Quantitative Methods for Risk Management. This course is available with permission as an outside option to students on other programmes where regulations permit.