Objectives

On completion of this unit you should be able to

• derive in certain cases, distribution of a function of a random variable in general,
• you would get ideas to handle a probability distribution of sums of iid random variables,

* find out the sampling distribution of sample mean of x¯  and sample variance S ' in samples from a normal distribution,

* describe x², F and t and identify their distributions,

* state, interpret limit theorems and use them in simple problems, and

* use normal approximations to binomial, Poisson and hypergeonietric distributions.