CS115BKK
Introduction to Probability and Statistics
Faculty
Ivan Gonchar
Senior Data Scientist in ICE Ltd
Course length
Duration
Total hours
Credits
Language
Course type
Fee for single course
Fee for degree students
Skills you’ll learn
Overview
This introductory course covers essential topics in probability theory and statistics, and provides the foundation for advanced courses in data analysis and complex probability spaces. Starting with generic probabilistic concepts, we’ll learn to quantify probabilities of events in finite and infinite sample spaces, study different probability distributions and properties of random variables, and their use in probabilistic modelling in various applications. In the second part of the course, we’ll bridge from probability theory to statistical inference and learn the basics of data analysis and visualisation. We’ll study and apply methods of parametric estimation, hypothesis testing and regression analysis to real-word problems using modern Python tools
Learning highlights
- Learn the core concepts of probability theory
- Get familiarised with commonly used probability distributions and their properties
- Understand basic principles of statistical inference, data visualisation and hypothesis testing
- Practice application of Python tools to perform probabilistic modelling and statistical data analysis
Course outline
15 classes
Introduction
Probability, statistics and their applications
Foundation of Probability
Axioms. Events and their properties
Finite Probability Spaces
Counting rules and combinatorics
Conditional Probability
Independence. Bayes’ Rule
Random Variables
Expectation, variance and their properties
Discrete Probability Distributions
Bernoulli, Binomial, Poisson
Continuous Probability Distributions
Uniform, Normal, Exponential
Joint Distributions
Correlation and independence of random variables.
Limit Theorems and Concentration Inequalities
Limit Theorems and Concentration Inequalities
Statistical Analysis
Sampling, descriptive statistics, and EDA
Estimators and their Properties
Point and interval estimation
Maximum Likelihood Estimators
Maximum Likelihood Estimators
Hypothesis Testing
P-values, selected tests and applications
Regression analysis
Ordinary least squares
Final Exam
Final Exam
Prerequisites
Univariate and Multivariate Calculus
Basic Combinatorics
Basic Set Theory
Methodology
Lectures, seminars, homework assignments, and individual work
After and before each class students are expected to read materials on theory to deeply understand concepts of probability theory and statistics
Students are given homework assignments after each class to practise the skills obtained there
Grading
Awards
- Enhanceable state academic scholarship, Russia.
2014 – 2016
- Winner of the Contest for young researcher’s scientific projects
2015 - 58th MIPT Scientific Conference with international participation, section of biophysics and biotechnology, Dolgoprudny, Russia
- Nominal scholar of the Government of Moscow, Russia
2013 – 2015
- Scholarship from the Foundation for the Development of Innovation Education, Russia.
2012 – 2014
Ivan received both a BSc and a MSc in Applied Physics and Math from Moscow Institute of Physics and Technology (MIPT) and completed a graduate program in Biophysics at Center for Theoretical Problems of Physico-Chemical Pharmacology (CTP PCP).
He has a strong academic background with experience in cardiovascular physiology, single-molecule biophysics, and stochastic modelling. While pursuing his scientific career as a Researcher at CTP PCP, Ivan became more interested in the foundation of all modern research – proper data analysis – and has shifted his focus to industrial data science and machine learning. Currently, Ivan is a Senior Data Scientist at ICE Ltd developing analytical and forecasting solutions for the airline industry.
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Introduction to Probability and Statistics
by Ivan Gonchar
Total hours
45 Hours
Dates
Jul 10 - Jul 28, 2023
Fee for single course
€1500
Fee for degree students
€750
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FAQ
Will I receive a certificate after completion?
Yes. Upon completion of the course, you will receive a certificate signed by the director of the program your course belonged to.
Do I need a visa?
This depends on your case. Please check with the Spanish or Thai consulate in your country of residence about visa requirements. We will do our part to provide you with the necessary documents, such as the Certificate of Enrollment.
Can I get a discount?
Yes. The easiest way to enroll in a course at a discounted price is to register for multiple courses. Registering for multiple courses will reduce the cost per individual course. Please ask the Admissions Office for more information about the other kinds of discounts we offer and what you can do to receive one.