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MA005 Eng

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13 views

MA005 Eng

Uploaded by

22520759
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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SYLLABUS

MA005_PROBABILITY AND STATISTICS

2. COURSE DESCRIPTION

Probability and statistics is a required (or elective) subject for students in some fields of
the information technology sector. This is one of the entrance exams for postgraduate
studies. This course presents concepts and methods related to: Probability theory
(Probability space; Random variables; Characteristic functions; Sequences of random
variables; Probability distribution laws; Limit theorems of probability distributions) and
Statistics (Random sampling; Point estimation and interval estimation; Hypothesis testing;
Correlation analysis and regression; Some issues regarding random processes).
Additionally, this course also introduces methods for recognizing, analyzing, and
processing real-world problems; processing statistical data; thereby helping users make
appropriate inferences (to support decision-making processes) ...

3. COURSE LEARNING OUTCOMES

No. Course Learning Outcome


G2.1 Mastering foundational knowledge of concepts and basic formulas
related to the fields of probability and statistics is essential. Specifically,
this includes understanding probability space, one-dimensional and
multi-dimensional random variables, probability distribution laws, as
well as point estimation, interval estimation, correlation analysis,
regression, and the process of hypothesis testing.
G3.1 Being able to interpret, reason, evaluate, comment, and analyze issues
related to probability is crucial. This includes finding probability
distribution functions, calculating the expected value and variance of
random variables, recognizing and applying common probability
distribution models. It also involves mastering the skills of predicting and
inferring problems, analyzing and processing statistical data,
understanding correlation and regression, and constructing statistical
hypothesis tests.

4. COURSE CONTENT, LESSON PLAN

a. Theory

Session Content Outcome


(3 periods)
1, 2 Chapter 1: PROBABILITY SPACE G2.1
1.1 Definition of probability according to axioms.
1.2 Types of events. Addition rule of probability.
1.3 Conditional probability. Multiplication rule of
probability.
1.4 Total probability formula. Bayes’ theorem.
2, 3, 4 Chapter 2: RANDOM VARIABLES G2.1
2.1 Discrete, continuous, and mixed types.
2.2 Random variables, probability density function, and
probability distribution function.
2.3 Expectation, variance, mode, and median of random
variables.
2.4 Some common probability distributions.
4, 5 Chapter 3: CHARACTERISTIC FUNCTIONS G2.1
3.1 Definition, properties.
3.2 Relationship between characteristic functions and
probability density functions.
3.3 Some useful inequalities.
3.4 Random vectors. Transformation of random vectors.
6, 7 Chapter 4: SEQUENCES OF RANDOM VARIABLES G2.1
4.1 Sum of independent identically distributed random
variables.
4.2 Law of large numbers. Central limit theorem.
4.3 Various forms of random convergence.
7, 8 Chapter 5: RANDOM SAMPLES G3.1
5.1 Some characteristics of samples. Glivenko-Cantelli
theorem.
5.2 Statistics and distributions of statistical quantities.
(𝒳 , 𝑇(𝑛), 𝐹(𝑛 , 𝑛 ))
5.3 The relationship between statistics and probability.
9, 10 Chapter 6: POINT ESTIMATION AND INTERVAL G3.1
ESTIMATION
6.1 Classification. Some methods for point estimation
(Maximum likelihood method, method of moments...).
6.2 Interval estimation (for mean, proportion, and variance)
in cases of large and small sample sizes.
10, 11, 12 Chapter 7: HYPOTHESIS TESTING G3.1
7.1 Basic concepts of hypothesis testing problems.
7.2 Methods of testing some basic problems: hypothesis
testing about mean, proportion, variance, testing for
distributional law, testing for homogeneity, ...
12, 13 Chapter 8: CORRELATION ANALYSIS AND G3.1
REGRESSION
8.1 Introduction to correlation analysis problem
8.2. Models and Regression Methods.
14 Chapter 9: GUIDELINES FOR COMPUTATIONAL G2.1
PRACTICE
Introduction to Matlab, Maple, S-Plus,SPSS, and R software.
14, 15 Chapter 10: SOME ISSUES IN RANDOM PROCESSES G2.1
10.1 Basic concepts of random processes.
10.2 Processes with independent increments: Wiener,
Poisson, etc.
10.3 Introduction to stochastic integration.
10.4 Stochastic differential equations.
10.5 Applications in finance and various technical and
engineering problems.

b. Practice: None

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