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Probability Theory and Statistics
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Spring/Summer 2026
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Summary
This course aims to introduce basic topics in Discrete Probability Theory and Descriptive and Inferential Statistics.
Prerequisites: Knowledge of basic analysis and algebra.
Course information sheet: (ro) - (ai) - (en)
Administrative
Lecturers:
Olariu E. Florentin - C212, C building,
phone: 0232 20 15 46, emanuel dot olariu at info dot uaic ro
Zalinescu Adrian - C307, C building, adrian dot zalinescu at info dot uaic dot ro
Office Hours: weekly, better by e-mail appointment.
Grading:
- Seminars. The score comes from six small tests one on each seminar (15 minutes) - this score must be at least 30 (from a maximum of 6x10 = 60) points. Those who fail to receive at least 30 points cannot pass the course.
- Laboratories. The score comes from the exercises solved in the class (20 points), from homeworks (20 points, deadline in the 13th week), and from a test given in the final week (20 points). This score must be at least 30 (from a maximum of 20 + 20 + 20 = 60) points. Those who fail to receive at least 30 points cannot pass the course.
- For other details see the first lecture (ro) - (en) .
- There is no arrears and enhancements session exam.
Rules for uploading the homeworks:
- connect with VPN SFTP to hostname s-submit.info.local (OpenVPN is recommended);
- use the your credentials username/password @info.uaic.ro;
- each student has a homeDirectory /some/storage// in which can upload its homeworks;
- you can delete and/or upload the homeworks until 21 of May.
The statistics test from the last week is a written test (and will last for 20 minutes); you can use only the calculator from your phone. (The test will not contain exercises about the F test.)
Scores: seminars/laboratories
Final grades.
Bibliography:
- Bertsekas, D. P., J. N. Tsitsiklis, Introduction to Probability, Athena Scientific, Belmont, Massachusetts, 2002.
- Gordon, H., Discrete Probability, Springer Verlag, 2010.
- Lipschutz, S., Theory and Problems of Probability, Schaum's Outline Series, McGraw Hill, 1965.
- Ross, S. M., A First Course in Probability, Prentice Hall, 5th edition, 1998.
- Stone, C. J., A Course in Probability and Statistics, Duxbury Press, 1996.
- Freedman, D., R. Pisani, R. Purves, Statistics, W. W. Norton & Company, 4th edition, 2007.
- Johnson, R., P. Kuby, Elementary Statistics, Brooks/Cole, Cengage Learning, 11th edition, 2012.
- Shao, J., Mathematical Statistics, Springer Verlag, 1998.
- Spiegel, M. R., L. J. Stephens, Theory and Problems of Statistics, McGraw Hill, 3rd edition, 1999.
List of Topics (weekly updated):
- Introduction. Random experience.
- Random (elementary) events, probability function.
- Conditional probability, independent random events, conditional independence.
- Total probability formula, Bayes formula.
- Conditional version of the total probability formula. Multiplication formula. Probabilistic schemata: hypergeometric, Poisson, binomial, geometric.
- Distribution of a discrete random variable.
- Expectation and variance of a discrete random variable.
- Remarkable discrete distributions: uniform, Bernoulli, binomial, geometric, Poisson.
- Other remarkable discrete distributions: negative binomial, hypergeometric, Zipf.
- Joint probability distribution.
- Covariance and independence of random variables.
- Markov's and Chebyshev's inequalities.
- Chernoff's and Hoeffding's inequalities.
- Continuous random variables. Distribution and density functions. Remarkable continuous distributions.
- Fundamental laws: Chebyshev's and the Law of Large Numbers (LLN).
- Fundamental laws: Central Limit Theorem (CLT). Approximation of the binomial distribution using the normal distribution (de Moivre-Laplace theorem).
- Computer simulation. Illustrations of LLN and CLT.
- Computer simulation: Monte Carlo methods.
- Estimating lengths, areas, and volumes. Monte Carlo integration. Estimating probabilities.
- Randomized algorithms. Las Vegas and Monte Carlo algorithms.
- Probabilistic method: satisfiabilty problems applications.
- Vocabulary of statistics. Descriptive statistics, variable, graphical representations.
- Central tendency: mean, median, mode. Quartiles.
- Variability measures: variance, standard deviation, interquartile range. Outliers.
- Inferential statistics. Point and interval estimation - confidence intervals.
- Statistical hypotheses testing. Errors, significance level and, the power of the test.
- Proportions test. One- and two-tailed tests.
- Z-test for the mean of a population with known variance.
- T-test for the mean of a population with unknown variance.
- Chi-square test for googdness-of-fit.
- Chi-square test for statistical independence.
- F-test for the ratio of variances.
- Linear correlation. The correlation coefficient and the standard deviation line.
- Linear regression. Regression line.
Discrete Probability Theory Lectures:
- Lecture 1 on February 16, 2026: Introduction. Random experience and random events. Probability function.
- Lecture 2 on February 23, 2026: Conditional probability. Independence. Probabilistic formulas.
- Lecture 3 on March 2, 2026: Probabilistic formulas. Probabilistic schemata.
- Lecture 4 on March 9, 2026: Discrete random variables. Characteristics of discrete random variables. Remarkable discrete distributions.
- Lecture 5 on March 16, 2026: Other remarkable discrete distributions. Joint probability distributions. Covariance and independence of random variables.
- Lecture 6 on March 23, 2026: Inequalities. Continuous random variables. Fundamental theorems.
Statistics Lectures:
- Lecture 7 on March 30, 2026: Fundamental laws: Central Limit Theorem (CLT), de Moivre-Laplace theorem. Simulation of random variables.
- Lecture 8 on April 20, 2026 (week 9): Computer Simulation: Monte Carlo Methods.
- Lecture 9 on April 27, 2026 (week 10): Randomized Algorithms. Probabilistic Method.
- Lecture 10 on May 4, 2026 (week 11): Descriptive Statistics.
- Lecture 11 on May 11, 2026 (week 12): Confidence Intervals. Tests of Significance. Proportions Test.
- Lecture 12 on May 18, 2026 (week 13): Tests of Significance. Inferences for the mean of a population: Z-test and T-test. Chi-square tests. Inferences for two variances: F-test.
- Lecture 13 on May 25, 2026 (week 14): Linear Correlation. Linear Regression.