MATH-UA 235 Probability and Statistics

Term: Spring 2022
Instructor: Dr. Antoine Cerfon
Level: Undergraduate

Topics

Outcomes, events, probability, combinatorics; Conditional probability and independence; Random variables; Expectation and variance; Computation with random variables, simulation;

Joint distributions and independence; Covariance and correlation; The Poisson process; The law of large numbers; The central limit theorem;

Exploratory data analysis, basic statistical models, samples; Estimation of parameters; Method of least squares, regression, confidence intervals; Testing hypotheses;