AMCS 243 Probability and Statistics



This course is an introduction to probability and statistic for students in statistics, applied mathematics, electrical engineering and computer science. This core course is intended to provide a solid general background in probability and statistics that will form the basis of more advanced courses in statistics. Content: (1) – Probability: Axioms of probability, Conditional probability and independence, Conditional probability and independence, Random variables, expectation, and moments, discrete random variables, Continuous random variables, Pairs of random variables, Limit theorems. (2) – Theory of Statistics: Estimators and properties, Optimality, Maximum likelihood, HypoThesis tests, Confidence intervals, Bayesian statistics. (3) – Methods of Statistics: Graphics and exploratory data analysis, Simple/multiple regression and least squares, Logistic regression, Analysis of variance, Robust and nonparametric statistics.
Course period09/1/13 → …
Course level200