1 CONTENTS

Random variable, ............................................................................................................................................................ 2

distribution function, ...................................................................................................................................................... 2

quantile function, ............................................................................................................................................................ 2

Independence of random variables. ............................................................................................................................... 3

Transformation of random variables. ............................................................................................................................. 3

Random vector. ............................................................................................................................................................... 4

Central limit theorem...................................................................................................................................................... 4

Method of maximum like hood. ..................................................................................................................................... 4

10

Tests of hypotheses .................................................................................................................................................... 6

11

Events and probability. ............................................................................................................................................... 9

12

Independent events, ................................................................................................................................................. 10

13

conditional probability, ............................................................................................................................................. 11

14

Bayes' formula........................................................................................................................................................... 12

15

Law of large numbers................................................................................................................................................ 12

2 RANDOM VARIABLE,

3 DISTRIBUTION FUNCTION,

4 QUANTILE FUNCTION,

moments.

5 INDEPENDENCE OF RANDOM VARIABLES.

6 TRANSFORMATION OF RANDOM VARIABLES.

7 RANDOM VECTOR.

8 CENTRAL LIMIT THEOREM.

9 METHOD OF MAXIMUM LIKE HOOD.

10 TESTS OF HYPOTHESES

11 EVENTS AND PROBABILITY.

12 INDEPENDENT EVENTS,

13 CONDITIONAL PROBABILITY,

14 BAYES' FORMULA.

15 LAW OF LARGE NUMBERS