Infopaket

Probability Theory and Mathematical Statistics

ОK 12

Обов’язкова дисципліна для ОП

First

2023/2024

2 Semester

6

PLO 5. To apply analytical and methodical tools for substantiating proposals and making managerial decisions by various economic agents (individuals, households, enterprises and government authorities). PLO 8. To apply appropriate economic and mathematical methods and models for solving economic problems. PLO 12. To apply the acquired theoretical knowledge to solve practical problems and interpret the obtained results in a meaningful way.

Full-time form

1. Know: the basic concepts of higher mathematics, including methods for calculating the boundaries of numerical sequences and functions, the concept of numerical series, methods for studying the convergence of numerical series, methods for calculating integrals, set theory. 2. Have the skills to calculate the boundaries of numerical sequences, calculating integrals.

The course structure has two modules: Content module 1. “Probability Theory” that discusses the basic concepts of probability theory, axioms of probability theory, discrete random variables, continuous random variables, limit theorems of probability theory. Content module 2. “Mathematical Statistics”, that discusses the main tasks of mathematical statistics, descriptive statistics, statistical estimation of unknown distribution parameters, statistical hypothesis testing, least squares method, linear regression, elements of analysis of variance.

1. Ross S.M. Introduction to Probability Models, 12th Edition, Academic Press, 2019. - 842p. 2. Ross S.M. Introduction to Probability and Statistics for Engineers and Scientists, 6th Edition, Academic Press, 2020. - 704p. 3. Roussas G. G. An Introduction to Probability and Statistical Inference, Second Edition, Academic Press, 2015. - 606p. 4. Leekley R. M. Applied Statistics for Business and Economics, CRC Press, 2010. – 476p. 5. Holmes A., Illowsky B., Dean S. Introductory Business Statistics, OpenStax, 2017. – 642p. 6. Bertsekas, D.P. and Tsitsiklis, J.N. Introduction to Probability, 2nd Edition, Athena Scientific, 2008. 7. Grinstead, C.M. Grinstead and Snell’s Introduction to Probability, University Press of Florida, 2009.

Lecture, practical lesson, student’s self-study

1. Solving practical problems (LO 1.1-1.6) - 10 points / 6 points 2. Module test (2 Module tests, 20 points max. for each) (LO 1.1-1.6; 2.1-2.2; 4.1-4.2) – 40 points / 24 points; 3. The individual student’s self-study assignment (LO 1.1-1.6; 2.1-2.2; 4.1-4.2) – 25 points / 15 points; 4. Final test (РН 1.1-1.6; 2.1-2.2; 4.1-4.2) – 25 points / 15 points.

English