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Probability and statistics

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Vsebina predmeta

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.

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