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Probability and statistics WM-I-RPS
Lectures (WYK) Winter semester 2022/23

Information on classes (common for all the groups)

Class hours: 30
Places limit: (no limit)
Bibliography:

Obligatory

1. Tikhonenko O., Tikhonenko A. Metody probabilistyczne. Wykłady i ćwiczenia dla informatyków. Oficyna Wyfawnicza EWSIE. Warszawa 2010.

2. Plucińska A., Pluciński E. Probabilistyka. Wydawnictwa Naukowo-Techniczne. Warszawa 2000.

Complementary

1. Tikhonenko O., Tikhonenko-Kędziak A. Metody probabilistyczne w naukach ekonomicznych i zarządzaniu. Oficyna Wyfawnicza EU. Warszawa 2013.

2. Hellwig Z. Elementy rachunku prawdopodobieństwa i statystyki matematycznej. Wydawnictwo Naukowe PWN. Warszawa 1995.

List of topics:

1. Discrete probability space, combinatorics formulae, discrete uniform probability, sampling with replacement and without replacement. Bernoulli sequence.

2. General probability space, probability axiomatics. Probability properties.

3. Conditional probability. Events independence. Total probability. Bayes formula.

4. Random variables. Distribution and distribution function. Distribution function properties. Main distributions. Discrete and continuous random variables. Probability density.

5. Random variables numerical characteristics: expectation, variance, standard deviation, moments, correlation coefficient. Chebyshev inequality.

6. Multivariate random variables, random variables independence, joint distributions, conditional and marginal distributions.

7. Types of covergence of random variable sequences: convergence in probability and convergence in distribution. Bernoulli, Chebyshev and Khinchyn laws of large numbers.

8. Moivre-Laplace and Poisson theorems and their applications. The central limit theorem.

9. Point estimation. Consistent, biased and unbiased estimators. Maximum likelihood and moments methods.

10. Point estimation. Consistent, biased and unbiased estimators. Maximum likelihood and moments methods.

11. Estimators comparison in the sense of mean square deviation. Estimators efficiency.

12. Main statistical distributions (chi-squqre, Student, Fisher).

13. Interval estimation. Exact and asymptotic confidence intervals. Confidence intervals for normal distribution parameters.

14. Hypotheses testing. First kind and second kind error. Power of a statistical test. Parametrrical hypotheses testing. Criterion chi-square.

15. Nonparametric hypotheses testing: chi-square like nonparametric kriterion, criterion omega-square. Kolmogorov criterion.

Class groups

see this on class schedule

Group Timeframe(s) Lecturers Places Number of students in group / places limit Actions
1 every Tuesday, 13:15 - 14:45, room 116
Oleg Tikhonenko 49/50 details
All lectures are taking place in this building:
(in Polish) Kampus Wóycickiego Bud. 21
Course descriptions are protected by copyright.
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ul. Dewajtis 5,
01-815 Warszawa
tel: +48 22 561 88 00 https://uksw.edu.pl
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