At the end of this course, the students; 1) Will learn basic concepts relating to probability theory so as to constitute an infrastructure for mathematical statistics and other statistics course.
MODE OF DELIVERY
Face to face
PRE-REQUISITES OF THE COURSE
No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
There is no recommended optional programme component for this course.
COURSE DEFINITION
Discrete and continuous probability distributions; random variables; one and multi dimensional distributions, conditional probability; expected value; moments and moment generation functions, limit theorems. Parametrical statistics; likelihood function; methods for derivation of estimators; properties of estimators: interval estimation: hypothesis tests; Neyman-pearson Lemma and likelihood ratio test.
COURSE CONTENTS
WEEK
TOPICS
1st Week
Permutation, combination
2nd Week
Probability, probability function and properties, conditional probability, independence, Bayes theorem
3rd Week
Probability, probability function and properties, conditional probability, independence, Bayes theorem
4th Week
Probability, probability function and properties, conditional probability, independence, Bayes theorem
5th Week
Random variable, cumulative distribution function and its properties, joint probability and marginal probability functions
6th Week
Random variable, cumulative distribution function and its properties, joint probability and marginal probability functions
7th Week
Random variable, cumulative distribution function and its properties, joint probability and marginal probability functions
8th Week
MIDTERM
9th Week
Conditional probability functions, combining and transforming random variables
10th Week
Conditional probability functions, combining and transforming random variables
11th Week
Conditional probability functions, combining and transforming random variables
12th Week
Conditional probability functions, combining and transforming random variables
13th Week
Expected value, variance and its properties
14th Week
Expected value, variance and its properties
RECOMENDED OR REQUIRED READING
Larsen R. J. and Marx M. L., (2001), An Introduction to Mathematical Statistics and Its Application, 3rd edition, Prentice -Hall Inc.