Hanoi University of Science and Technology School of applied mathematics and Informatics

MI2020E PROBABILITY AND STATISTICS

Version: 2023.1.0
1. GENERAL INFORMATION
Course ID: MI2020E
Credits: 3

Workload: Theory: 30 hrs Exercise: 30 hrs Practice: 0 hrs Self-study: 90 hrs

Prerequisites: Calculus 1, Calculus 2, Algebra

Co-requisites: None
Program Business Analytics
Level Second-year students
Materials, lecture slides, and assignment in English;
Level of using
English in Examination in English;
teaching Lectures in English.
2. COURSE DESCRIPTION
The course provides students with the knowledge of probability such as concepts and inference rules
for probability as well as random variables and common probability distributions (one-dimensional
and two-dimensional); basic concepts of mathematical statistics which help students in dealing with
statistical problems in estimation, hypothesis testing, simple linear regression, and correlation.
Through the acquired knowledge, students are given a methodology for approaching practical models
and finding out an appropriate solution.
3. COURSE LEARNING OUTCOMES
Learning
Program Learning
Outcomes Descriptions
Outcomes
(LO)
M1 Understand and be able to solve statistics and probability
problems
M1.1 Recognize principal notions and rules of probability, conditional [1.1-1.4]
probability, and independent events. Apply the total probability
formula and Bayes’ rule.
M1.2 Identify discrete and continuous random variables, and their [2.1; 2.2]
probability distributions (probability mass functions, cumulative
distribution functions, and probability density functions).
M1.3 Identify uniform, binomial, Poisson distributions, and [2.4]
exponential distributions. Determine the critical values for well-
known distributions: normal distribution, chi-squared
distribution, t-distribution, and F-distribution.
M1.4 Compute the characteristics: mean, variance, covariance, and [2.3; 3.1-3.5]
correlation coefficient. Determine marginal distributions.
Recognize independence.
M1.5 Identify the important role of random samples, and their [3.6; 4.1; 4.2]
Hanoi University of Science and Technology School of applied mathematics and Informatics

Learning
Program Learning
Outcomes Descriptions
Outcomes
(LO)
characteristics (sample mean, sample variance), particularly of a
normal sample. Apply the Central Limit Theorem and Laws of
Large Numbers.
M1.6 Estimate parameters using point estimators and confidence [4.3; 4.4]
intervals.
M1.7 Test statistical hypotheses, and explain the probability of type I [5.1-5.3]
and type II errors.
M2 Apply statistics and probability knowledge to modeling and
analysis
M2.1 Understand and apply statistics and probability to analysis and [1.1-1.4; 2.1-2.4;
create some models in real problems 3.1-3.5; 4.1-4.4;
5.1-5.3]
M2.2 Recognize simple statistical models and apply them to solve [4.1-4.4; 5.1-5.4]
economic and engineering problems
M2.3 Understand and apply to reading specialized materials [1.1-1.4; 2.1-2.4;
3.1-3.5; 4.1-4.4;
5.1-5.3]
M3 Capacity to synthesize and present a statistics and
probability problem as well as understanding responsibility
and professional ethics
M3.1 Capacity to work in groups, write reports and present [1.1-1.4; 2.1-2.4;
presentations on the results of homework 3.1-3.5; 4.1-4.4;
5.1-5.3]
M3.2 Understanding responsibilities, professional ethics
4. CONTENTS
Random events and probability formulas, random variables (one-dimensional and two-dimensional),
probability distributions, statistical estimation theory, statistical decision theory, and simple linear
regression and correlation.
5. TEXTBOOK AND REFERENCES
Textbooks
[1] R.E. Walpole, R.H. Myers, S.L. Myers, K. Ye (2011). Probability & Statistics for
Engineers and Scientists. Prentice-Hall (ninth edition).
[2] Gerald Keller (2022). Statistics for Management and Economics. South-Western, a
part of Cengage Learning (twelfth edition)
[3] Applied Mathematics Department (2023). Workbook. Instituted Materials.
References
Vietnamese References
[1] Tong Dinh Quy (2009). Course of Probability and Statistics. Bach Khoa Publication.
English References
[2] R.A. Johnson (2005). Probability & Statistics for Engineers. Person Education, Inc.,
Hanoi University of Science and Technology School of applied mathematics and Informatics

2005.
[3] R.E. Walpole, R.H. Myers, S.L. Myers, K. Ye (2011). Probability & Statistics for
Engineers and Scientists. Prentice-Hall (ninth edition).
[4] W. Feller (1971). An introduction to Probability theory and its applications. John
Wiley & Sons Publisher.
6. EVALUATIONS
The overall grade of the course is evaluated throughout the learning process, including three main
points: the attendance score (20%), the midterm test score (30%), and the final exam score (50%).
Assessment Assessment Course Learning
Criteria Weight
Component Forms Outcomes
A1. Attendance Student
Student attitude and diligence M1, M2, M3 20%
Score diligence
A2. Midterm A2.1. Midterm Test 1 Multiple M1.1-M1.2, M2.1 30%
Test Score (*) (MTS1, 15 core scale; Content: choice
From week 1 to week 5) questions
A2.2. Midterm Test 2 M1.2-M1.4, M2.1
(MTS2, 15 core scale; Content:
From week 6 to week 10)
A3. Final Exam Final Exam Writing M1, M2.1 50%
Score
(*) The midterm test score (MTS) is calculated according to the formula MTS = 1/3 (MTS1 + MTS2) and will be adjusted
by adding active learning points. Active learning points are worth from –1 to +1, according to the Higher Education
Regulations of Hanoi University of Science and Technology.

7. TEACHING PLAN
Teaching & Learning
Week Topics LO Assessment
Activities
[1] [2] [3] [4] [5]
1-2 Chapter 1: Random Events and M1.1 Teacher: A1
Probability Calculation M2.1 - Giving lectures A2.1
1.1. Basic Notions M2.3 - Providing lecture A3
1.1.1. Events and Sample space M3.1 notes, assignments
1.1.2. Events relation (Union, Intersection, M3.2 - Leading discussions
Mutually exclusive events, Complement, Student in class:
Mutually exclusive and exhaustive events) - Participating class
1.1.3. Methods of Counting activities
(Multiplication Rule, Permutation, - Answering questions
Combination, Repeated permutation) Student at home:
Problems - Chapter 1 - Reading documents
- Do homework
Hanoi University of Science and Technology School of applied mathematics and Informatics

Teaching & Learning

Week Topics LO Assessment
Activities
[1] [2] [3] [4] [5]
3-4 1.2. Probability M1.1 Teacher: A1
1.2.1. Theoretical Probability Definition M2.1 - Giving lectures A2.1
1.2.2. Frequentist Definition M2.3 - Providing lecture A3
1.3. Additive and the Multiplicative Rules M3.1 notes, assignments
1.3.1. Conditional Probability M3.2 - Leading discussions
1.3.2. Additive Rules Student in class:
1.3.3. The Multiplicative Rules - Participating class
1.3.4. Bernoulli Trial Calculator activities
1.4. Bayes' Theorem - Answering questions
1.4.1. Law of Total Probability (LOTP) Student at home:
1.4.2. Bayes’ Rule - Reading documents
Problems - Chapter 1 - Do homework
5 Chapter 2. Random Variables and M1.2 Teacher: A1
Probability Distributions M2.1 - Giving lectures A2.1
2.1. Random Variables M2.3 - Providing lecture A3
2.1.1 Discrete Random Variables M3.1 notes, assignments
2.1.2 Continuous Random Variables M3.2 - Leading discussions
2.2. Probability Distributions Student in class:
2.2.1. Probability Mass Functions - Participating class
2.2.2. Cumulative Distribution Functions activities
2.2.3. Probability Density Functions - Answering questions
Problems - Chapter 2 Student at home:
6 2.3. Mathematical Expectations M1.4 - Reading documents A1
2.3.1. Expectation M2.1 - Do homework A2.2
2.3.2. Variance and Standard Deviation M2.3 A3
Problems - Chapter 2 M3.1
M3.2
7 2.4. Important Probability Distributions M1.3 A1
2.4.1. Uniform Distribution M2.1 A2.2
2.4.2. Binomial Distribution M2.3 A3
2.4.3. Poisson Distribution M3.1
Problems - Chapter 2 M3.2

8 2.4.4. Exponential Distribution M1.3 A1

2.4.5. Normal Distribution M2.1 A2.2
2.4.6. Chi-Square Distribution M2.3 A3
2.4.7. Student's t-Distribution M3.1
Problems - Chapter 2 M3.2
Hanoi University of Science and Technology School of applied mathematics and Informatics

Teaching & Learning

Week Topics LO Assessment
Activities
[1] [2] [3] [4] [5]
9 Chapter 3. Pairs of Random Variables M1.2 Teacher: A1
3.1. Joint Probability Distributions M1.4 - Giving lectures A2.2
3.1.1. The Discrete Case M2.1 - Providing lecture A3
3.1.2. The Continuous Case M2.3 notes, assignments
3.2. Marginal Probability Distributions M3.1 - Leading discussions
3.2.1. The Discrete Case M3.2 Student in class:
3.2.2. The Continuous Case - Participating class
3.3. Conditional Probability Distributions activities
3.3.1. The Discrete Case - Answering questions
3.3.2. The Continuous Case Student at home:
Problems - Chapter 3 - Reading documents
- Do homework

10 3.4. Independence M1.4 A1

3.4. Functions of Two Random Variables M1.5 A2.2
3.5. Covariance and Correlation M2.1 A3
3.5.1. Covariance. Covariance Matrix M2.3
3.5.2. Correlation Coefficient M3.1
Problems - Chapter 3 M3.2
11 Chapter 4. Sampling Distributions and M1.5 Teacher: A1
Estimation of Parameters M2.1 - Giving lectures A2
4.1. Ramdom samples M2.2 - Providing lecture A3
4.1.1. Population and Samples M2.3 notes, assignments
4.1.2. Sample Mean M3.1 - Leading discussions
4.1.3. Sample Variance and Sample M3.2 Student in class:
Standard Deviation - Participating class
4.1.4. Sample Proportions activities
4.2. Sampling Distributions - Answering questions
4.2.1. Sampling Distribution of the Student at home:
Sample Mean and Central Limits - Reading documents
Theorem - Do homework
4.2.2. Sampling Distribution of the Sample
Variance
4.2.3. Sampling Distribution of Sample
Proportions
4.3. Estimation
4.3.1. Classical Methods of Estimation
4.3.2. Properties of Point Estimators
Problems - Chapter 4
An Introduction to Statistical Modelling
Hanoi University of Science and Technology School of applied mathematics and Informatics

Teaching & Learning

Week Topics LO Assessment
Activities
[1] [2] [3] [4] [5]
12 4.4. Confidence Interval M1.6 Teacher: A1
4.4.1. Interval Estimation M2.1 - Giving lectures A2
4.4.2. Confidence Interval on the Mean of M2.2 - Providing lecture A3
a Normal Distribution, Variance Known M3.1 notes, assignments
4.4.3. Confidence Interval on the Mean of M3.2 - Leading discussions
a Normal Distribution, Variance Student in class:
Unknown - Participating class
4.4.4. Confidence Interval on the Variance activities
and Standard Deviation of a Normal - Answering questions
Distribution Student at home:
Problems - Chapter 4 - Reading documents
13 4.4.5. Large-Sample Confidence Interval M1.6 - Do homework A1
for a Population Proportion M1.7 A2
Chapter 5. Hypothesis Testing M2.1 A3
5.1. Introduction to Hypothesis Testing M2.2
5.1.1. Statistical Hypotheses M3.1
5.1.2. Tests of Statistical Hypotheses M3.2
5.2. Tests of Hypotheses for a Single
Sample
5.2.1. Tests on the Mean of a Normal
Distribution, Variance Known
14 5.2.2. Tests on the Mean of a Normal M1.7 A1
Distribution, Variance Unknown M2.1 A2
5.2.3. Large-Sample Test M2.2 A3
5.2.4. Tests on the Variance and Standard M3.1
Deviation of a Normal Distribution M3.2
5.2.5. Tests on a Population Proportion
(Large-Sample)
Problems - Chapter 5
15 5.3. Tests of Hypotheses for Two-Sample M1.7 Teacher: A1
5.3.1. Hypothesis Tests on the Difference M2.1 - Giving lectures A2
in Means, Variances Known M2.2 - Providing lecture A3
5.3.2. Hypothesis Tests on the Difference M3.1 notes, assignments
in Means, Variances Unknown (Large- M3.2 - Leading discussions
Sample and Small-Sample) Student in class:
5.3.3. Hypothesis Tests on the Ratio of - Participating class
Two Variances activities
5.3.4. Large-Sample Tests on the - Answering questions
Difference in Population Proportions Student at home:
Problems - Chapter 5 - Reading documents
An Introduction to Statistical Modelling - Do homework
Hanoi University of Science and Technology School of applied mathematics and Informatics

8. COURSE POLICIES
 Students are expected to follow the regulations of Hanoi University of Technology and School of
Economics and Management
 For any cheating during the exam or exercise, students must be disciplined by the school and get 0
points for the course.
9. APPROVAL DATE:
Chairman Instructor

10. UPDATES
Approval Time
No. Adjustments Note
Date application
1