TLÜ ÕIS

Theory of Probability and Mathematical Statistics I

Course code

MLM6005.DT

old course code

MLM6005

Course title in Estonian

Tõenäosusteooria ja matemaatiline statistika I

Course title in English

Theory of Probability and Mathematical Statistics I

ECTS credits

5.0

Assessment form

Examination

lecturer of 2024/2025 Autumn semester

Not opened for teaching. Click the study programme link below to see the nominal division schedule.

lecturer of 2024/2025 Spring semester

Not opened for teaching. Click the study programme link below to see the nominal division schedule.

Course aims

Mathematics and statistics focus subject. Objective is to give an overview of the main methods stemming from the theory of probability.

Brief description of the course

Random events and their probability. Elementary rules of probability. Total probability formula, Bayes´ theorem. Discrete random variable. Binomial distribution. Distribution and density function of a random variable. Geometric probability and uniform distribution. Expection, variance and standard deviation of a random variable. Random vector, its distribution and density function. Sum and product of two random variables, their expection and variance. Covariance. Poisson distribution. Normal distribution. The central limit theorem. Normal approximation to the binomial. Chebyshev inequality. Law of large numbers. Statistical probability. Population, sample, empirical distribution function. Estimation of a population parameter.

Learning outcomes in the course

Upon completing the course the student:
- is able to define the main notions of probability and statistics, knows main formulas and is able to prove theorems taught at the coursse;
- is able to solve exercises about probability;
- is able to find point estimates and interval estimates, distribution functions, density functions of the distribution, Pearson and Spearman correlation coefficents.

Teacher

lekt Tõnu Tõnso

The course is a prerequisite

Theory of Probability and Mathematical Statistics II (MLM7213.DT)
Theory of Probability and Mathematical Statistics II (MLM6213.DT)
Theory of Probability and Mathematical Statistics II (MLM6313.DT)

Study programmes containing that course