Probability and statistics
MATH-232 - Spring semester - Since: 2018-2019 til 2024-2025
Revision of basic set theory and combinatorics.
Elementary probability: random experiment; probability space; conditional probability; independence.
Random variables: basic notions; density and mass functions; examples including Bernoulli, binomial, geometric, Poisson, uniform, normal; mean, variance, correlation and covariance; moment-generating function; joint distributions, conditional and marginal distributions; transformations.
Many random variables: notions of convergence; laws of large numbers; central limit theorem; delta method; applications.
Statistical inference: different types of estimator and their properties and comparison; confidence intervals; hypothesis testing; likelihood inference and statistical modelling; Bayesian inference and prediction; examples.