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Probability and Statistics B

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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marijaapostolova9
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23 views1 page

Probability and Statistics B

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.

Uploaded by

marijaapostolova9
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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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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