PROBABILISTIC MODELS FOR DATA ANALYSIS

Maria Lucia PARRELLA PROBABILISTIC MODELS FOR DATA ANALYSIS

0212800026
DEPARTMENT OF ECONOMICS AND STATISTICS
EQF6
STATISTICS FOR BIG DATA
2021/2022

OBBLIGATORIO
YEAR OF COURSE 1
YEAR OF DIDACTIC SYSTEM 2018
SPRING SEMESTER
CFUHOURSACTIVITY
530LESSONS
Objectives
KNOWLEDGE AND UNDERSTANDING CAPACITY:
THE COURSE AIMS TO PROVIDE STUDENTS WITH THE BASIC KNOWLEDGE ON PROBABILITY.

ABILITY TO APPLY KNOWLEDGE AND UNDERSTANDING:
THE TOOLS ACQUIRED WILL ALLOW THE STUDENT TO IDENTIFY AND STUDY THE PROBABILISTIC CHARACTERISTICS OF RANDOM EXPERIMENTS ARISING FROM REAL PROBLEMS IN ECONOMICS, BUSINESS ADMINISTRATION AND INFORMATICS, AND TO CALCULATE THE PROBABILITY OF EVENTS GENERATED BY THEM.
Prerequisites
BASIC KNOWLEDGE IN CALCULUS AND MATRIX ALGEBRA.
Contents
INTRODUCTION TO PROBABILITY. CONDITIONAL PROBABILITY AND INDEPENDENCE. BAYES' THEOREM. (10 HOURS)
RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS. DISCRETE PROBABILITY DISTRIBUTIONS: BINOMIAL, POISSON,
HYPERGEOMETRIC. (8 HOURS)
CONTINUOUS PROBABILITY DISTRIBUTIONS: NORMAL, T-STUDENT, CHI-SQUARE, EXPONENTIAL. (8 HOURS)
MULTIVARIATE RANDOM VARIABLES. LIMIT THEOREMS. (4 HOURS)
Teaching Methods
THE COURSE CONSISTS OF 30 HOURS DIVIDED INTO LECTURES AND CASE STUDIES AND EXERCISES.
Verification of learning
THE EVALUATION OF THE PROFIT IS MADE ON THE BASIS OF A WRITTEN TEST AND AN ORAL TEST. THE WRITTEN TEST IS DEVOTED TO ASSESSING THE STUDENT'S CAPACITY TO APPLY THE TOOLS ACQUIRED DURING THE COURSE TO REALISTIC CONTEXTS. THE TRACK OF THE WRITTEN TEST INCLUDES SEVERAL QUESTIONS WORTH 1-8 POINTS (EXPRESSLY INDICATED ON THE TRACK), FOR A TOTAL SCORE OF 30. THE ORAL TEST, OF ABOUT 15 MINUTES, IS DEVOTED TO EVALUATING THE ARGUMENTATION CAPACITY, THE ACCURACY OF LANGUAGE AND THE ABILITY TO MAKE CRITICAL USE OF THE ACQUIRED STATISTICAL TOOLS. THE FINAL SCORE WILL TAKE INTO ACCOUNT BOTH THE WRITTEN AND ORAL EVALUATIONS.
Texts
MOOD, A.M., GRAYBILL, F.A., BOES, D.C. - INTRODUCTION TO THE THEORY OF STATISTICS

FURTHER TEACHING MATERIAL PROVIDED DURING THE COURSE
More Information
ADDITIONAL INFORMATION AND/OR MATERIALS ARE SUPPLIED ON THE TEACHER'S WEB PAGE
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