Probability

Lectures:

Probability space
Conditional probability, independent random events, law of total probability, Bayes' theorem
Conditional independence of random events
Random variable, probability distribution, numerical characteristics
Selected discrete distributions
Selected continuous distributions
Multivariate random variable, probability distribution, numerical characteristics
Independece of random variables, conditional independence
Multivariate normal distribution
Convergence of random variables
Limit theorems
Transformations of random variables, sum of random variables, sampling

Excercises will follow the content of the lectures. During the excercises students will learn basics of R language.