Probability Theory and Mathematical Statistics
Course No.: SMH1161001 Credit(s): 6
Course Description
Probability Theory and Mathematical Statistics is the mathematical disciplines that study the laws of quantity in random phenomena. This course is a basic course for the department of mathematics and the department of statistics of the national institutions of higher learning. It is also a required course for students of science and engineering and economic management. The task of this course is to attract readers with rich backgrounds, ingenious thinking and interesting conclusions, so that students can learn and grasp the basic concepts, basic methods and basic conclusions of probability theory and mathematical statistics in a strong interest.
Course Learning Outcomes
Through learning, students transfer the probability and statistics from the intuitive understanding to the rational understanding, and can use the random ideas and statistical ideas to think about the problems and deal with the problems. It not only meets the teaching needs of undergraduates, but also takes into account the needs of postgraduate entrance examination review, explains exercises extensively, and improves students' ability to solve complex problems.
Relationship to Other Courses
The prerequisite for this course is Calculus and Linear Algebra.
Textbook and Reading Lists
Textbook:
Xiaolong Pu, Yi Cheng and Shisong Mao, Probability Theory and Mathematical Statistics (2nd Edition). Higher Education Press, 2017.
Suggested reading lists:
Xianping Li, The Basis of the Theory of Probability (3rd Edition). Higher Education Press, 2010.4.
Xiru Chen, Probability Theory and Mathematical Statistics (1st Edition). University of Science & Technology China Press, 2009.2.
Sheldon M. Ross, The Basic Course of Probability Theory (9th Edition). Trans. Hangwei Tong and Bao Liang. Machinery Industry Press, 2016.
Chun Su, The Theory of Probability (2nd Edition). Science Press, 2010.8.
Zhou Sheng , ShiQian Xie , Chengyi Pan. Probability Theory and Mathematical Statistics. Higher Education Press, 2008.
Course Assessment
Item | Title | Weighting (%) |
1 | Task in home | 10% |
2 | Test and Questions in class | 10% |
3 | Final exam | 80% |
Course Schedule
Week | Topics | Text |
1-3 | Random Events, Probabilities and Conditional Probability | Chapters 1 |
4-6 | Random Variables and their Distribution | Chapters 2 |
7 -8 | Multidimensional Random Variable and Function of Multidimensional Random Variable | Chapters 3 |
9-11 | The Law of Large Numbers and the Central Limit Theorem | Chapters 4 |
12-13 | Statistic and Distribution | Chapters 5 |
14-16 | Point Estimation, Moment Estimation, Maximum Likelihood Estimation and Minimum Variance Unbiased Estimation | Chapter 6 |
17-18 | Hypothesis Test | Chapter 7 |
