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.
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.
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.
Assessment methods
Classroom tests and exam.
Teacher
A.Kivinukk, M.Zeltser
Study literature
Traat, I. Matemaatilise statistika põhikursus. Tartu : TÜ Kirjastus, 2006.
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.