| CODE | 87081 |
|---|---|
| ACADEMIC YEAR | 2018/2019 |
| CREDITS |
8 credits during the 2nd year of 8766 Mathematical Statistics and Data Management (L-35) GENOVA
8 credits during the 3nd year of 8760 Mathematics (L-35) GENOVA |
| SCIENTIFIC DISCIPLINARY SECTOR | MAT/06 |
| TEACHING LOCATION | GENOVA (Mathematical Statistics and Data Management) |
| SEMESTER | 1° Semester |
| PREREQUISITES |
Prerequisites (for future units)
This unit is a prerequisite for:
|
| TEACHING MATERIALS | AULAWEB |
Introduction to modeling of random phenomena.
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.
K. L. Chung, A Course in probability Theory
J. Jacod, P. Protter, Probability Essentials
Office hours: Thursday: 14.00-15.30, office 836, or by arrangement made by email.
VERONICA UMANITA' (President)
EMANUELA SASSO (President)
ERNESTO DE VITO
The class will start according to the academic calendar.
All class schedules are posted on the EasyAcademy portal.
The exam consists of a written test and an oral exam.
| Date | Time | Location | Type | Notes |
|---|---|---|---|---|
| 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 |