Welcome to the course in Probability Theory at Moscow Institute of Physics and Technology.
Problem Set 1 (Expectation of Continuous Random Variables)
Problem Set 2 (Convergence of Random Variables)
Problem Set 3 (Characteristic Functions)
Problem Set 4 (Gaussian Vectors)
Problem Set 5 (Limit Theorems)
Problem Set 6 (Properties of Estimators)
Problem Set 7 (Methods to Compute Estimators)
Problem Set 8 (Confidence Intervals)
Problem Set 9 (Linear Regression)
Problem Set 10 (Hypothesis testing in Gaussian Linear Regression)
1 Additional Information
Information about grading, homework, deadlines, and course announcements is available in the Course Information section.
Additional materials, including statistical tables, cheat sheets, and other useful resources, can be found in the Resources section.