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Curriculum subject

Theory of Probability, Statistics

Subject
Subject code RKE036
Subject name Theory of Probability, Statistics
Credit points 0 CP
Grading method Grade prelim
Curriculum subject
Curriculum 2004 GI
Study year 1
Semester Spring semester
Subject type Optional
Subject loads
Lecture 6
General description
1. Probability, Set Operations
2. Properties of Probability
3. Random Variables and Distributions
4. Functions of Random Variables, Convolution
5. Functions of Random Variables: Sum, Product, Ratio, Maximum, Change of Variables
6. Linear Transformations of Random Vectors
7. Mathematical Statistics
General aim
This course provides an elementary introduction to probability and statistics with applications.
Aim
Student should be able to use basic probability models; combinatorics; random variables; discrete and continuous probability distributions; statistical estimation and testing; confidence intervals; and linear regression.
Form description
This course features a full set of lecture notes, as well as assignments. Individual work - studying the given notes, solving exercises, preparing for tests and exam.
Literature
1. DeGroot, Morris H., and Mark J. Schervish. Probability and Statistics. 3rd ed. Boston, MA: Addison-Wesley, 2002.
2. Feller, William. An Introduction to Probability Theory and Its Applications. 3rd ed., rev. printing. New York, NY: Wiley, 1968.
Current rounds
None
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