Table of Contents:
  • Part 1: Probability theory
  • 1. Random events
  • 2. Random variables
  • 3. Parameters of the distribution of a random variable
  • 4. Characteristic functions
  • 5. Some probability distributions
  • 6. Limit theorems
  • 7. Markov chains
  • 8. Stochastic processes
  • Part 2: Mathematical statistics
  • 9. Sample moments and their functions
  • 10. Order statistics
  • 11. An outline of the theory of runs
  • 12. Significance tests
  • 13. The theory of estimation
  • 14. Methods and schemes of sampling
  • 15. An outline of analysis of variance
  • 16. Theory of hypotheses testing
  • 17. Elements of sequential analysis.