EF SEB LU logo

Probability and statistics

course

Aims of the course

No description

Course syllabus

Probability
1. Events, probability, conditional probability, independence.
2. Random variables and their distributions.
3. Joint distributions, conditional distributions, independence.
4. Expectation and conditional expectation.
5. Approximation of distributions, central limit theorem.
6. Martingals.
Statistics
1. Sampling, standard error, confidence intervals.
2. Statistical models, parameters, estimation.
3. Estimation techniques, asymptotic properties.
4. Hypothesis testing, analysis of variance.
5. Linear regression and its generalizations.
6. Logit and probit models.
7. Vloga simulacije v statistiki.

Course director(s)

  •  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
  •  
 
To top of page