Probability and Statistics

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Course
Theory of Probability and Statistics
Code
FIC 4
Credits (ECTS)
4
Instructor
Candidate of Mathematics, Assoc. Prof. Alexander Sharakshane
Classes
10 two-hour lectures, 14 two-hour practices
Aims
The course covers the essentials of Probability and Statistics, with an emphasis on the needs of
students of economics and business. The objectives of the course include acquiring fundamental
knowledge of the Probability Theory and basic probabilistic models, as well as the principles and
methods of mathematical statistics
The student will:
- study the principal probabilistic concepts and models;
- be able to apply probabilistic models to real-world situations;
- study the principles and essential methods of statistics;
- be able to apply the methods of statistics to problems in business.
Course Materials
1. Amir D. Aczel, Jayavel Saunderpandian. Complete Business Statistics. MacDraw-Hill/Irwin, 2009.
2. Richard L. Levin, David S. Rubin. Satistics for Management. Prentice-Hall, 2008.
3. Mark L. Berenson, David M. Levine, Timothy C. Krehbiel. Basic BusinesS Statistics. Pearson
Education 2004.
Assessment
One written examination, course work
Teaching
methods
Lectures, practice classes, home tasks, independent study
Weekly schedule:
Week
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
Lectures
Axioms of Probability. Classical Model.
Addition Rule. Complementary Events.
Conditional Probability. Product Rule. Bayes’
Rule.
Rules of counting. Binomial distribution.
Poisson Distribution.
Discrete Random Variables. Expectation,
Variance, Standard Deviation. Continuous
Random Variables. Probability density
function. Cumulative distribution function.
Uniform Distribution. Normal Distribution.
Chebyshev’s Inequality. Law of Large
Numbers. Joint Distributions. Marginal
distributions. Conditional Distribution,
Independence. Covariance, correlation
coefficient. Central Limit Theorem.
Estimation of Population parameters..
Regression.
Hypothesis Testing — Means.
Hypothesis Testing — Proportions.
Hypothesis Testing based on the Chi-squared
Distribution.
Practices
Tests
Total
2
2
4
2
2
4
2
2
4
2
2
4
2
2
4
2
2
2
2
2
2
2
2
2
2
4
4
6
6
2
2
2
6
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
Midterm Test
End-of-Term Test
Independent
Study
6
6
8
4
4
4
4
4
4
4
4
4
4
4
8
24
Final Exam
TOTAL
20
28
22
68
6
18
38
144
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