Theory of Probability and Mathematical Statistics II
Course code
MLM6213.DT
old course code
MLM6213
Course title in Estonian
Tõenäosusteooria ja matemaatiline statistika II
Course title in English
Theory of Probability and Mathematical Statistics II
ECTS credits
6.0
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
Elective subject for master study students, who passed diploma study. Objective is to deepening basic knowledge in theory of probabilities and mathematical statistics.
Brief description of the course
Random events and their probabilities. Classical, statistical and geometric probability. Independent events, formula of full probability, Bayes`s formula. Bernoulli` formula and theorems of Moivre`-Laplace`. Discrete and continuous random variables. Cumulative distribution and probability density functions. Mean, mode, median, variance, standard deviation. Binomial, normal, uniform, exponential and Poisson distributions. Markov`s and Chebyshev`s inequalities, Bernoulli` law of large numbers and Lyapunov`s theorem. Main concepts of mathematical statistics: population, sample, empiric distribution function, characteristics. Unbiased and effective estimates. Confidence intervals.
Teacher
vanemteadur Maria Zeltser
Prerequisite course 1