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    Probability and Statistics B

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    marijaapostolova9
    The document provides information about the course 'Probability and statistics B' including its lecturers, status, aims, outcomes, content, literature, hours, and assessment methods. The course covers limit theorems of probability theory, concepts of mathematical statistics, and applying probability and statistics methods to research.

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    Probability and Statistics B

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    marijaapostolova9
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    The document provides information about the course 'Probability and statistics B' including its lecturers, status, aims, outcomes, content, literature, hours, and assessment methods. The course covers limit theorems of probability theory, concepts of mathematical statistics, and applying probability and statistics methods to research.

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    The document provides information about the course 'Probability and statistics B' including its lecturers, status, aims, outcomes, content, literature, hours, and assessment methods. The course covers limit theorems of probability theory, concepts of mathematical statistics, and applying probability and statistics methods to research.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    15 views1 page

    Probability and Statistics B

    Uploaded by

    marijaapostolova9
    The document provides information about the course 'Probability and statistics B' including its lecturers, status, aims, outcomes, content, literature, hours, and assessment methods. The course covers limit theorems of probability theory, concepts of mathematical statistics, and applying probability and statistics methods to research.

    Copyright:

    © All Rights Reserved
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    Study programmes: BACHELOR STUDIES - Mathematics

    Course name: Probability and statistics B


    Lecturers: Pavle N. Mladenović
    Status: Compulsory for modules ML, MM, MR, MP and MA
    ECTS: 5
    Attendance prerequisites: No prerequisites.
    Course aims: Getting familiar with limit theorems of probability theory, basic concepts and
    typical problems of mathematical statistics, important distributions of mathematical statistics
    and possibilities of application methods of probability theory and mathematical statistics.
    Course outcome: The student got knowledge of the basic limit theorems of probability
    theory, basic concepts of mathematical statistics and is capable of applying the methods of
    probability theory and mathematical statistics in various researches.
    Course content: Characteristic function (definition, examples, properties). Bijection
    between probability distributions and characteristic functions and inversion formula for
    characteristic function. Convergence in probability. Borel-Cantelli lemma and almost sure
    convergence. Convergence in sqare mean. Convergence in distribution (connection with
    characteristic functions). Relationship between various types of convergence. Strong law of
    large numbers. Central limit theorem. Statistical model and task of mathematical statistics.
    Population, variable, sample. Order statistics. Empirical distribution function. Sample mean
    and sample variance and their numerical characteristics. Chi-squared distribution. Joint
    distribution of sample mean and sample variance for sample from normal distribution. T-
    distribution. Consistent estimators. Unbiased estimators. Comparison of estimators and Rao-
    Cramer inequality. Maximum likelihood method. Cofidence interval for probability of
    binomial distribution. Cofidence interval for mathematical expectation of normal
    distribution. Cofidence interval for variance of normal distribution. Statistical hypothesis
    testing. Cricital region. Level of significance. Power of a test. Neyman-Pearson lemma.
    Testing hypothesis about parameters of normal distribution. Pearson's chi-squared test.
    Literature:
    1. Pavle Mladenović: Elementaran uvod u verovatnoću i statistiku, Društvo
    matematičara Srbije, Beograd, 2001.
    2. Pavle Mladenović: Verovatnoća i statistika, četvrto izdanje, Matematički fakultet,
    Beograd, 2008.
    3. J. Vukmirović i P. Mladenović: Teorija verovatnoća, zadaci i problemi, Beograd,
    2013.
    Number of hours: 4 Lectures: 2 Tutorials: 2 Laboratory: - Research: -
    Teaching and learning methods: Frontal / Tutorial
    Assessment (maximal 100 points)
    Course assignments points Final exam points
    Lectures - Written exam -
    Exercises / Tutorials 10 Oral exam 40
    Colloquia 40 Written-oral exam -
    Essay / Project 10

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