Probability Theory and Mathematical Statistics
BASIC DATA
course listing
A - main register
course code
ICY0006
course title in Estonian
Tõenäosusteooria ja matemaatiline statistika
course title in English
Probability Theory and Mathematical Statistics
course volume CP
-
ECTS credits
3.00
to be declared
yes
assessment form
Examination
teaching semester
autumn
language of instruction
Estonian
English
Study programmes that contain the course
code of the study programme version
course compulsory
IADB17/25
yes
Structural units teaching the course
IC - IT College
Course description link
Timetable link
View the timetable
Version:
VERSION SPECIFIC DATA
course aims in Estonian
1) Süvendad teadmisi juhuslike nähtuste seaduspärasuste kohta ning anda oskusi nende seaduspärasuste kindlakstegemiseks;
2) anda teadmisi andmete töötlemiseks matemaatilise statistika meetoditega.
course aims in English
1) To deepen knowledge about the laws of random phenomena and give ability to identify them;
2) to develop skills for data processing by means of methods of mathematical statistics.
learning outcomes in the course in Est.
Aine läbinud üliõpilane:
tunneb tõenäosusteooria põhimõisteid, tehteid sündmustega ja oskab arvutada vastavaid tõenäosusi;
tunneb juhusliku suuruse, selle jaotusfunktsiooni, arvkarakteristikute mõisteid nii üldisel kui ka klassikalistel erijuhtudel;
tunneb matemaatilise statistika põhimõisteid;
oskab leida punkt- ja vahemikhinnanguid
oskab kontrollida statistilisi hüpoteese;
oskab leida Pearsoni ja Spearmani korrelatsioonikordajaid;
oskab kasutada vähimruutude meetodit regressioonivõrrandite leidmisel.
learning outcomes in the course in Eng.
After completing the course student:
knows the principles of the theory of probability; operations with events, and is able to calculate the respective probabilities;
knows the content and meaning of random variable, its distribution function, numerical characteristics in general as well as classic exceptional cases;
knows basic terms of mathematical statistics;
can find point and interval estimations;
is able to verify statistical hypotheses;
can find Pearson and Spearman correlation coefficients;
can find the regression equation using the method of least squares.
brief description of the course in Estonian
https://moodle.hitsa.ee/course/view.php?id=21650

Juhuslikud sündmused; tõenäosuse mõiste ja selle arvutamise põhivõtted. Täistõenäosuse valem, Bayesi valem, Bernoulli valem. Süsteemi töökindlus. Juhuslik suurus. Jaotusfunktsioon. Tihedusfunktsioon. Arvkarakteristikud. Klassikalised jaotused. Tõenäosusteooria piirteoreemid. Empiiriline jaotusfunktsioon. Punkthinnangud. Vahemikhinnangud. Statistiliste hüpoteeside kontrollimine. Juhuslikud vektorid. Kovariatsioon ja korrelatsioon. Lineaarne regressioon. Vähimruutude meetod. Statistilised prognoosid. Multiregressioon. Mittelineaarne regressioon. Aegread.
brief description of the course in English
https://moodle.hitsa.ee/course/view.php?id=21650

Random events, the concept of probability. Total probability formula, Bayes' theorem, Bernoulli formula. Systems reliability. Random variable, its distribution and numerical characteristics. Classical distributions. Limit theorems of the probability theory. Empirical distribution. Point- and interval estimation of distribution characteristics. Statistical tests. Random vectors. Covariance and correlation. Linear regression. Least-squares method. Statistical forecasts. Multiple regression. Non-linear regression. Time series.
type of assessment in Estonian
-
type of assessment in English
-
independent study in Estonian
-
independent study in English
-
study literature
1. H. Käerdi. Statistika ja tõenäosusteooria alused. Tallinn, 1999.
2. J. Gurski. Tõenäosusteooria ja matemaatilise statistika elemendid. Tallinn, 1986
3. A. Jõgi. Tõenäosusteooria I, II. Tallinn, 2000.
4. K. Pärna. Tõenäosusteooria algkursus. Tartu, 2013.
5. A. Kiviste. Matemaatiline statistika MS Excel keskkonnas. Tallinn, 1999.
6. I. Tammeraid. Tõenäosusteooria ja matemaatiline statistika. Tallinn, 2004.
study forms and load
daytime study: weekly hours
2.0
session-based study work load (in a semester):
lectures
1.0
lectures
8.0
practices
1.0
practices
8.0
exercises
0.0
exercises
-
lecturer in charge
-
LECTURER SYLLABUS INFO
semester of studies
teaching lecturer / unit
language of instruction
Extended syllabus
2025/2026 autumn
Kristiina Hakk, IC - IT College
Estonian
    display more
    2024/2025 autumn
    Kristiina Hakk, IC - IT College
    Estonian
      2023/2024 autumn
      Kristiina Hakk, IC - IT College
      Estonian
        2022/2023 autumn
        Kristiina Hakk, IC - IT College
        Estonian
          2021/2022 autumn
          Kristiina Hakk, IC - IT College
          Estonian
            ICY0006_assessment-criteria.pdf 
            Margus Pihlak, LT - Department of Cybernetics
            English
              ICY0006_assessment-criteria.pdf 
              2020/2021 autumn
              Margarita Matson, IT - Department of Software Science
              English
                ICY0006_assessment-criteria.pdf 
                Kristiina Hakk, IC - IT College
                Estonian
                  ICY0006_assessment-criteria.pdf 
                  2019/2020 autumn
                  Kristiina Hakk, IC - IT College
                  Estonian
                    ICY0006_assessment-criteria.pdf 
                    Margarita Matson, IT - Department of Software Science
                    English
                      ICY0006_assessment-criteria.pdf 
                      2018/2019 autumn
                      Kristiina Hakk, IC - IT College
                      Estonian
                        ICY0006_assessment-criteria.pdf 
                        Margarita Matson, IT - Department of Software Science
                        English
                          ICY0006_assessment-criteria.pdf 
                          Course description in Estonian
                          Course description in English