Elements of Probability Theory

Course code

MLM6184.DT

old course code

Course title in Estonian

Tõenäosusteooria elemendid

Course title in English

Elements of Probability Theory

ECTS credits

4.0

approximate amount of contact lessons

32

Teaching semester

autumn

Assessment form

Examination

lecturer of 2019/2020 Autumn semester

õppejõud on määramata

lecturer of 2019/2020 Spring semester

lecturer not assigned

Course aims

The aim of the course is to introduce the basic concepts and methods of probability theory, learn to solve the problems, where the probability approach is required.

Brief description of the course

The basic concepts of probability theory. Computing classic probability. Relative frequency. Statistical probability. Geometric probability. Probability sum and product rule. Using combinatorics. Conditional probability, total probability formula and Bayes’ formula. Bernoulli’s formula. The most probable number of events in case of repeated experiments. The main principles of data processing. General population and representative sample. Variational series. Frequency table and distribution table. Data representation. Mean value. Median. Mode. Using different statistical averages. Variance and its uses. Distribution of the random variable. Probability density function. Mean value and standard deviation of the random variable. Normal distribution. Normal distribution as an approximation of binomial distribution. Moivre-Laplace formula. Correlation. Pearson correlation coefficient. Spearman's rank correlation coefficient.

Independent work

Elaborating the lectures and the study literature, solving problems. Solving home assignments and writing them up in proper format, It is assumed that the student takes part of classroom lectures.

Learning outcomes in the course

After passing this course, the student:

Is able to use the notions from the course and apply the formulas. Is able to solve problems of probability theory. Is able to compute mean value and standard deviation, use normal distribution, find Perason and Spearman’s correlation coefficients.

Is able to use the notions from the course and apply the formulas. Is able to solve problems of probability theory. Is able to compute mean value and standard deviation, use normal distribution, find Perason and Spearman’s correlation coefficients.

Assessment methods

Written exam.

Teacher

lekt Tõnu Tõnso

Study literature

Pärna, K.; Tõenäosusteooria algkursus, 2013, Tartu Ülikooli Kirjastus, Tartu.

Ross, S. M.; A First Course in Probability, 2002, Prentice-Hall Inc, New Jersey.

Õppematerjalid aadressilt:: www.tlu.ee/~tonu/tnt.

Ross, S. M.; A First Course in Probability, 2002, Prentice-Hall Inc, New Jersey.

Õppematerjalid aadressilt:: www.tlu.ee/~tonu/tnt.