Course Information

• Lecture
  • Time: Tue 16:20-18:10; Fri 14:00-16:00(even weeks)
  • Location: Teaching Building No.3, Room 302
• Tutorial
  • Time: Sat 14:00-16:00(every week)
  • Location: Teaching Building No.3, Room 401
• Instructor:
  • Gabrielle Mary JING:
    • Email: gmjing@sustech.edu.cn(no longer in use); gmjing@hku.cn
    • Office: Room 324, School of Business Building
• TA:
  • Jason Chen
    • Email: 12431105@mail.sustech.edu.cn
    • Office: Room 344, School of Business Building

Homework

• weekly; posted by Friday, due next Tuesday before class.
• We encourage discussion and collaboration, but students should mention the names of their collaborators in their submitted

Tutorial

References

• [Duxbury Advanced] John A. Rice - Mathematical Statistics and Data Analysis 3ed
• Distribution_Summary.
• Probability and Statistics for Engineering and the Sciences, 8th Edition (Jay L. Devore)
• 概率论与数理统计（第四版） (盛骤))

Grading scheme

Content

Chapter 1 Basic Concepts of Probability (7 hours)

• sample spaces, random events, probability measures, probability calculation, conditional probability, independent event, Bayesian formula

Chapter 2 Random variables (7 hours)

• discrete random variables: probability distribution function, Bernoulli random variables, Binomial distribution, geometric and negative binomial distribution, hypergeometric distribution, Poisson distribution
• Continuous random variables: probability density function, uniform distribution, exponential distribution, normal distribution

Chapter 3 Joint Distributions (8 hours)

• Random variable, discrete random variable, continuous random variable, independent random variable, joint distribution

Chapter 4 Expectation (6 hours)

• Expected value, variance, standard deviation, correlation, correction coefficient, conditional expected value

Chapter 5 Limit theorems (2 hours)

• The law of large numbers, central limit theorem

Chapter 6 Sampling distributions of estimates (4 hours)

• Basic concepts of statistics: sample set and sample, statistic assumption
• Sample distribution, commonly used statistics, t distribution, F distribution

Chapter 7 Parametric estimation problems (6 hours)

• Point estimation and interval estimation

Chapter 8 Testing hypothesis (6 hours)

• Basic principles, specification of the significance level and the concept of NULL Hypothesis and alternative hypothesis