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MAT 271E - Probability and Statistics

Course Description

Combinatorial methods; product rule, permutation, combination. Probability; sigma algebra, probability axioms, conditional probability, Bayes formula. Random variable; distribution function, probability function, Chebyshev inequality. Discrete and continuous distributions; uniform, Bernoulli, Poisson, geometric, hypergeometric, normal, exponential, gamma and beta distributions. Generating functions. Decision theory. The notion of estimation. Hypothesis testing. Non-parametric testing. Correlation and regression.

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