First course in probability and statistics

Lecturer: Jukka Kohonen
Teaching assistant: Armando W. Gutiérrez

Content:

• Discrete and continuous distributions
• Expectation, sample mean, variance, sample variance
• Law of large numbers
• Normal approximation
• Stochastic dependence and correlation
• Description of data using statistics and histograms
• Parameter estimation of statistical models
• Confidence interval
• Prior distribution, likelihood function and posterior distribution
• Testing of statistical hypotheses

Study material:

• Ross, S. M. Introduction to Probability and Statistics for Engineers and Scientists (5th edition). Academic Press 2014