开课单位:

意昂官网

课程代码:

MATH1212

课程名称:

概率论与数理统计I

英文名称:

Probability     and Statistics I

学分:

4

学时:

64

授课对象:

授课语言:

中英文

先修课程:

高等数学II

本课程的目的是使学生掌握概率论与数理统计的基本概念🧑‍🎨、基本理论与方法，为后续相关专业课程奠定必要的数学基础。

本课程主要讲授以下内容:

1. Introduction to Probability

1. Events, set theory and probability

2. Basic relations of probability

3. Conditional probability

4. Bayes’s Theorem

2. Random Variables and Distributions

1. Random variables and discrete distributions

2. Continuous distributions

3. Bivariate distributions and marginal distributions

4. Functions of random variables

3. Expectation

a.  The expectation     and conditional expectation

b.  Variance and     moments

c.  Covariance and     correlation

d.  Generating     functions 

4.Special Distributions

a.  The Bernoulli     and binomial distributions

b.  The geometric     distributions

c.  The normal     distributions and the multi normal distributions

d.  The Poisson     distribution and the exponential distribution

5.Large Random Samples

a.  The law of     large numbers

b.  The central     limit theorem

6.Estimations

a.  Parameter     estimation

b.  Interval     estimation

7. Hypothesis Testing

a.  Significance     level

b.  The t-test

c.  The     F-distributions

8. Linear Statistical Models (optional)

a.  The method of     least square

b.  Linear     regression

c.  Multiple     regression

d.  Analysis of     variance

书名

作者

译者

出版社

出版时间

ISBN

Probability and Statistics,     Fourth Edition

Morris H.De Groot, Mark J.     Schervish

书名

作者

译者

出版社

出版时间

ISBN

Probability and Statics for Engineers     and Scientists, Fourth Edition,

Sheldon Ross