Introduction to Probability and Statistical Inference

Compulsory prerequisites: High school mathematics or equivalent.

Recommended prerequisites (any of the below or equivalent):
MATH.APP.111 Introductory Calculus,
OR

MATH.APP.160 Differential and Integral Calculus,
OR
DATA.STAT.110 Introduction to Statistics.

In this course, the student learns the basic rules of calculating the probabilities and the basics of combinatorics. He or she understands the concept of a random variable and knows the properties of expectation and variance. The student is familiar with the most often used discrete and continuous probability distributions and is able to perform probability calculations under these distributions. The student understands the concept of joint probability distribution and knows the properties of covariance and correlation. The student obtains an understanding how random sampling is used in statistical inference, and why the concept of sample statistic and the distribution of the statistic are important in inference. The student learns the basic principles of estimation and hypothesis testing theory and is able to calculate confidence interval estimates and to perform statistical hypotheses testing especially in situations of one and two groups. The student understands the limitations of the testing theory and is able to calculate different effect size measures.

This course belongs to the SEFI 2 level of engineering mathematics.