Subject 'Probability Theory and Mathematical Statistics'Name in Estonian: Tõenäosusteooria ja matemaatiline statistika
General descriptionRandom 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 Is taught in following curricula2001: IS 2000: IS
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