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TAIVCAN UNlVERSf 1Y OF TECHNOLOGY
Course Syllabuses
Course Name
Probability Theory B
Course CodeHoursCredits
36 2
Textbooks
Probability and Statistics
Faculty of Mathematics
Probability Theory B
COURSE DESCRIPTION:
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Prerequisites: Calculus,Linear Algebra
Corequisites: None
This course will introduce basics in probability theory and mathematical statistics, including probability, conditional probability, random variable, expectation and variance, special probability distributions, sampling distribution, point estimation, confidence interval, hypothesis testing, linear regression, ANOVA, etc.
COURSE OBJECTIVES:
Students should understand basic concepts in probability theory and mathematical statistics, learn commonly used probability distributions, and be able to conduct basic statistical inferences.
OUTLINE OF INSTRUCTION:
Chapter 1. The Basic Concept of Probability Theory
Chapter 2. Random Variables and Their Distribution
Chapter 3. Multidimensional Random Variables and Their Distributions
Chapter 4. The Digital Characteristics of Random Variables
Chapter 5. Law of Large Numbers and Central Limit Theorem
Chapter 6. Samples and Sampling Distribution
Chapter 7. Parameter Estimation
Chapter 8. Hypothetical Test
Chapter 9. Variance Analysis and Regression Analysis
Chapter 10. Stochastic Process and Its Statistical Description
Chapter 11. Markov chain
Chapter 12. Stationary random process
TEACHING METHODS:
Lecture
ASSESSMENT Items:
There will be a final examination
GRADING:
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Final Exam 80%
Exercises 20%
REFERENCE BOOKS:
and2nd1. Morris H. DeGroot and Mark Schervish (2001), Probability Statistics, Addison Wesley, 3 rd
and
2nd
2. John A. Rice (1994), Mathematical Statistics and Data Analysis, edition, Duxbury Press
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