Probability and Mathematical Statistics

Course code

MLM6403.DT

old course code

Course title in Estonian

Tõenäosusteooria ja matemaatiline statistika

Course title in English

Probability and Mathematical Statistics

ECTS credits

6.0

Assessment form

Examination

lecturer of 2022/2023 Spring semester

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

lecturer of 2023/2024 Autumn semester

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

Course aims

The goal of the subject is:

to offer an introductory overview of the main probabilistic and statistical methods together with their most important applications; to teach students to use the most common probabilistic and statistical methods.

to offer an introductory overview of the main probabilistic and statistical methods together with their most important applications; to teach students to use the most common probabilistic and statistical methods.

Brief description of the course

Course covers decision theory, estimation, confidence intervals, and hypothesis testing. The course also introduces students to large sample theory. Other topics covered include asymptotic efficiency of estimates, exponential families, and sequential analysis.

Attending lectures is a prerequisite of the learning process.

Attending lectures is a prerequisite of the learning process.

Learning outcomes in the course

Upon completing the course the student:

- knows main notions of probabilistic and statistical methods;

- is familiar with the main methods and their applications;

- is able to solve the standard exercises.

- knows main notions of probabilistic and statistical methods;

- is familiar with the main methods and their applications;

- is able to solve the standard exercises.

Teacher

A.Kivinukk, M.Zeltser

Prerequisite course 1