C_fakepathProbability_lectures
C_fakepathProbability_lectures
SYLLABUS
Confirmed by: Doctor of Mathematical Sciences, Prof. A. R. Aliev
(Head of Department)
Signature: _______________________________
Date: …
Number of Credits 7
Consulting hours:
Email: [email protected]
Topic 1 2
Introduction and outline of the course. Events and their
1. probabilities. Rules of probability
Computing probabilities of events 2
Assignment 1.
2. Topic 2 2
Equally likely outcomes. Combinatorics. Conditional
probability. Bayes rule. Rule of total probability
Quiz 1 2
3. Topic 3 2
Distribution of random variables. Independence of random
variables. Expectation and variance
Assignment 2. 2
4. Topic 4 2
Correlation and covariance. Chebyshev’s inequality.
Application to finance
Assignment 3. 2
5. Topic 5 2
Discrete distributions: Bernoulli, Binomial, Geometrical,
Negative Binomial, Poisson
Quiz 2 2
6. Topic 6 2
Continuous distributions. Joint and marginal densities.
Expectation and variance
Assignment 4.
7. Topic 7 2
Continuous distributions. Uniform, exponential, Gamma.
Gamma – Poisson formula
Assignment 5. 2
8. Topic 8 2
Normal distributions. Central limit theorem. Continuity
correction
Midterm 2
9. Topic 9 2
Computer simulations. Solving problems by Monte-Carlo
simulations
Assignment 6. 2
10. Topic 10 2
Working with Data. Descriptive statistics. Measures of
central tendency and variability. Handling missing values.
Quiz 3 2
11. Topic 11 2
Data visualization and pre-processing scatterplots. Bar
graphs. Transforming data sorting, flipping and merging
Assignment 7. 2
12. Topic 12 2
Chi distribution. Categorical Data Analysis. The Chi
goodness of fit test. Assumptions of the test.
Quiz 4 2
13. Topic 13 2
Comparing two means. Z-test, t-test
Assignment 8. 2
14. Topic 14 2
Comparing several means. Linear regression. ANOVA
Quiz 5 2
15. Topic 15 2
Bayesian statistics. Conclusion
Concluding assignment 2