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PROBABILITY

CODE 87081
ACADEMIC YEAR 2019/2020
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:
  • Mathematical Statistics and Data Management 8766 (coorte 2017/2018)
  • MATHEMATICAL STATISTICS 52503
  • STOCHASTIC PROCESSES 57320
  • Mathematical Statistics and Data Management 8766 (coorte 2018/2019)
  • MATHEMATICAL STATISTICS 52503
  • 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

Exam Board

VERONICA UMANITA' (President)

EMANUELA SASSO (President)

ERNESTO DE VITO

LESSONS

LESSONS START

The class will start according to the academic calendar.

Class schedule

All class schedules are posted on the EasyAcademy portal.

EXAMS

EXAM DESCRIPTION

The exam consists of a written test and an oral exam.

Exam schedule

Date Time Location Type Notes
21/01/2020 09:30 GENOVA Scritto
20/02/2020 09:30 GENOVA Scritto
08/06/2020 09:30 GENOVA Scritto
09/07/2020 09:30 GENOVA Scritto
02/09/2020 09:30 GENOVA Scritto