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 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
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
Study programmes containing that course