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Curriculum subject

Probability Theory and Mathematical Statistics

Subject
Subject code I104
Subject name Probability Theory and Mathematical Statistics
Credit points 2.5 CP
Grading method Exam
Curriculum subject
Curriculum 2008 ISd
Study year 1
Semester Spring semester
Subject type Mandatory
Academicians
Pille Tartes
Subject loads
Lecture 32
Exercise 16
52
General description
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
Recommended
I101 Mathematical Analysis
Current rounds
None
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