CODE 87081 ACADEMIC YEAR 2018/2019 CREDITS 8 cfu anno 2 STATISTICA MATEM. E TRATTAM. INFORMATICO DEI DATI 8766 (L-35) - GENOVA 8 cfu anno 3 MATEMATICA 8760 (L-35) - GENOVA SCIENTIFIC DISCIPLINARY SECTOR MAT/06 TEACHING LOCATION GENOVA SEMESTER 1° Semester PREREQUISITES Propedeuticità in uscita Questo insegnamento è propedeutico per gli insegnamenti: Mathematical Statistics and Data Management 8766 (coorte 2016/2017) MATHEMATICAL STATISTICS 52503 Mathematical Statistics and Data Management 8766 (coorte 2016/2017) STOCHASTIC PROCESSES 57320 Mathematical Statistics and Data Management 8766 (coorte 2017/2018) MATHEMATICAL STATISTICS 52503 Mathematical Statistics and Data Management 8766 (coorte 2017/2018) STOCHASTIC PROCESSES 57320 TEACHING MATERIALS AULAWEB AIMS AND CONTENT LEARNING OUTCOMES Introduction to modeling of random phenomena. SYLLABUS/CONTENT Introduction of probability: assiomatic costruction of probabiloty spaces. Concept of independence, conditional probability. Bayes Theorem. Random variables: distribution function, expectation, variance (Bernoulli, Binomiale, Geometrica, Binomiale Negativa, Ipergeometrica, Normale, Uniforme, Cauchy, Esponenziale, Gamma, Chi-Quadro, t di Student,...). Markov and Chebychev inequalities. Random vectors. Characteristic functions. Convergence definitions and theorems. Law of large numbers and Central limit theorem. Stochastic simulation. RECOMMENDED READING/BIBLIOGRAPHY K. L. Chung, A Course in probability Theory J. Jacod, P. Protter, Probability Essentials TEACHERS AND EXAM BOARD EMANUELA SASSO VERONICA UMANITA' Ricevimento: Thursday: 14.00-15.30, office 836, or by arrangement made by email. Exam Board EMANUELA SASSO (President) VERONICA UMANITA' (President) ERNESTO DE VITO LESSONS LESSONS START The class will start according to the academic calendar. Class schedule The timetable for this course is available here: Portale EasyAcademy EXAMS EXAM DESCRIPTION The exam consists of a written test and an oral exam. Exam schedule Data appello Orario Luogo Degree type Note 15/01/2019 09:30 GENOVA Scritto 05/02/2019 09:30 GENOVA Scritto 25/06/2019 09:30 GENOVA Scritto 16/07/2019 09:30 GENOVA Scritto 03/09/2019 09:30 GENOVA Scritto
