Random events; the concept of probability. Total probability formula, Bayes' theorem, Bernoulli formula. Random variable, its distribution and numerical characteristics. Classical distributions. Limit theorems of the probability theory. Point- and interval estimation of distribution characteristics. Statistical tests. Random vectors. Covariance and correlation. Linear regression. Least-squares method. Confidence intervals for parameters. Statistical forecasts. Multiple regression. Non-linear regression. Time series.
Lecturer: Toomas Lepikult, PhD |