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

approximate amount of contact lessons

78

Teaching semester

spring

Assessment form

Examination

lecturer of 2019/2020 Autumn semester

õppejõud on määramata

lecturer of 2019/2020 Spring semester

lecturer not assigned

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.

Independent work

Independent work (approximaltely 52 academic hours) includes work with the textbooks and lecture notes, solving the exercises.

Learning outcomes in the course

After passing this 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.

Assessment methods

Classroom tests and exam.

Teacher

A.Kivinukk, M.Zeltser

Prerequisite course 1

Study literature

Traat, I. Matemaatilise statistika põhikursus. Tartu : TÜ Kirjastus, 2006.

Lõhmus, A.; Petersen, I.; Roos, H. 1982 Kõrgema matemaatika ülesannete kogu.

Lõhmus, A.; Petersen, I.; Roos, H. 1982 Kõrgema matemaatika ülesannete kogu.

Replacement literature

J. Gurski, Tõenäosusteooria ja matemaatilise statistika elemendid (olemas ka vene k.). Tallinn, 1986.

Hiob, K. (1995). Matemaatiline statistika. Tallinn: Avita.

Käerdi H. (2003). (ka 2000). Statistika. Sisekaitseakadeemia

Tammeraid, I. Tõenäosusteooria ja matemaatiline statistika. TTÜ, 2004.

Hiob, K. (1995). Matemaatiline statistika. Tallinn: Avita.

Käerdi H. (2003). (ka 2000). Statistika. Sisekaitseakadeemia

Tammeraid, I. Tõenäosusteooria ja matemaatiline statistika. TTÜ, 2004.