LIST OF QUESTIONS FOR ORAL EXAM

Each student will extract random one question from each of the
three groups.

1. Random experiment and Probability axioms

2. Principle of inclusion/exclusion
3. Geometric probability
4. Conditional probability
5. Bayes Formula and Bayes theorem
6. Stochastic independence
7. Random variable and probability distribution
8. Central moments of a distribution
9. Cumulative function
10. Bivariate random variables
11. Moments of a bivariate random variables
12. Marginal and conditional probabilities of a bivariate random
variable
13. Cumulative functions of bivariate random variables
14. Stochastic independence of bivariate random variables
15. Functions of random variables
16. Discrete Uniform distribution (mean, variance, cumulative,
generating function, …)
17. Bernoulli trials, Bernoulli variable (distribution, mean,
variance, cumulative, generating function, …)
18. Binomial distribution (mean, variance, cumulative, generating
function, …)
19. Hypergeometric distribution (mean, variance, cumulative,
generating function, …)
20. Poisson distribution (mean, variance, cumulative, generating
function, …)
21. Continuous Uniform distribution (mean, variance, cumulative,
generating function, …)
22. Exponential distribution (mean, variance, cumulative,
generating function, …)
23. Gaussian (Normal) distribution (mean, variance, cumulative,
generating function, …)
24. Probability and moment generating functions
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1. Chebyshev’s inequality
2. Convergence in law
3. Convergence in probability
4. Convergence in “mean squares”
5. “Almost sure” convergence
6. Weak law of large numbers
7. Strong law of large numbers
8. Central Limit theorem
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1. Notions of population and sample
2. Random sampling (with/without replacement)
3. Notion of sample variables
4. Point estimation: problem setting and criteria
5. Maximum Likelihood point estimation
6. Bayesian point estimation
7. Least Square principle
8. Properties of estimators
9. Interval estimation: problem setting and criteria
10. Interval estimation of the mean of a Gauss distribution
11. Interval estimation of the variance of a Gauss distribution
12. Interval estimation of the difference between the means of two
Gauss distribution
13. Hypothesis testing: problem setting
14. Testing hypotheses about the empirical means of Normal
Populations
15. Testing hypotheses about the empirical variance of Normal
Populations
16. Testing hypotheses about the probability p of Binomial
distributions
17. Testing hypotheses about the parameter λ of Poisson
distributions
18. χ2 tests
19. Contingency tables
20. Sign test
21. Wilcoxon test