Subject 'Probability Theory and Mathematical Statistics'

Name in Estonian: Tõenäosusteooria ja matemaatiline statistika

Year:   2006/2007    2007/2008    2008/2009    2009/2010    2010/2011    

State codeI104
Study languageEstonian
Credit points 2.5 CP; 4 ECTS
Grading method Exam

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

Is taught in following curricula

2010: ISa  ISa-k  ISd  TS  
2009: IA  ISa  ISa-k  ISd  ISd-k  TS  
2008: IA  ISa  ISa-k  ISd  ISd-k  TS  
2007: IA  ISa  ISa-k  ISd  TS  
2006: IA  ISa  ISa-k  ISd  TS  
2005: IA  ISa  ISd  TS  
2004: IA  ISa  ISd  TS  
2003: IA  ISa  ISd  
2002: ISa  ISd  
2001: IS  
2000: IS  

Related subjects

I101 Mathematical Analysis