Probability and Statistics 2 (STA500)
Basic issues in probability. Presentation of a number of commonly used probability distributions. Short introduction to extreme-value statistic. Estimation, in particular the maximum likelihood principle,and confidence intervals in various situations. Brief introduction to Bayesian statistics. Introduction to stochastic processes, in particular Poisson processes and Markov processes. Theory and areas for applications of the various methods will be covered. Use of software (R).
Course description for study year 2023-2024. Please note that changes may occur.