Mathematical Statistics

Department:
Department of Economics
Program:
МА «Финансовая экономика»; MA «Исследовательская экономика»
Semester:
1
Credits:
3

Course description

The course aims to familiarize students with the main problems of mathematical statistics. During the course the students will recall the basic notions of the probabilities theory and will confidently explain why the probability of meeting a dinosaur on the Nevsky avenue is not equal to 50%. The students will learn why one person’s behaviour is very difficult to predict, but it is possible to forecast well behaviour of large masses of people. They will master the notions of false positive and false negative test results and will be able to interpret results of testing of any statistical hypothesis. Main topics of the course include: basic notions of the probabilities theory; sample and its characteristics; point estimation; general scheme of statistical hypotheses verification; confidence intervals; nonparametric criteria.