First Course in Probability and Statistics

Recommended prerequisites: University level mathematics course, for example MS-A000X Matrix algebra or MS-A010X Differential and integral calculus 1.

After course the student

• can compute probabilities of composite events by applying operations of set theory
• is familiar with the most important discrete and continuous probability distributions and recognizes situations that can modeled with them
• can apply joint distributions to compute statistics of random vectors and to recognize when two random variables are stochastically independent
• knows methods for estimating the parameters of a statistical model
• can compute posterior distributions and make conclusions based on them
• can explain what can and what cannot be concluded from a p-value of chosen statistical test
• can use a computer to investigate data sets and probability distributions

Teaching Language: English

Teaching Period: 2024-2025 Spring III
2025-2026 Spring III