Faculty of Science

Objectives

To introduce students to the application of probability and statistics to solving real world problems.

Contents

Revision of basic probability concepts such as, probability spaces, random variables and their characteristics, distribution functions; Statistical estimation and data analysis; Revision of Markov Chains in discrete time, Markov Chains in continuous time, examples; Markov Chains Monte Carlo Method for the simulation of unknown distributions; Coupling from the past algorithms; Basics of the R programming language with application.