PROBABILITY AND MATHEMATICAL STATISTICS

Antonio DI CRESCENZO PROBABILITY AND MATHEMATICAL STATISTICS

0512100009
DIPARTIMENTO DI INFORMATICA
COMPUTER SCIENCE
2015/2016



OBBLIGATORIO
YEAR OF COURSE 2
YEAR OF DIDACTIC SYSTEM 2008
PRIMO SEMESTRE
CFUHOURSACTIVITY
648LESSONS


Objectives
KNOWLEDGE AND UNDERSTANDING
THOROUGH UNDERSTANDING OF THE BASIC TOPICS OF PROBABILITY AND MATHEMATICAL STATISTICS. ABILITY TO IDENTIFY A PROBABILISTIC MODEL AND TO UNDERSTAND ITS MAIN FEATURES.


APPLYING KNOWLEDGE AND UNDERSTANDING
INDUCTIVE AND DEDUCTIVE REASONING SKILLS IN DEALING WITH PROBLEMS, MAINLY OF COMPUTER SCIENCE, INVOLVING RANDOMNESS. ABILITY TO OUTLINE A RANDOM PHENOMENON, TO SET UP A PROBLEM AND TO SOLVE IT USING APPROPRIATE TOOLS OF PROBABILITY AND MATHEMATICAL STATISTICS, WITH PARTICULAR REFERENCE TO DISCRETE PROBABILITY AND COMBINATORICS, RANDOM VARIABLES (AND THEIR MAIN CHARACTERISTICS), LIMIT THEOREMS AND THEIR APPLICATIONS TO STATISTICS.




MAKING JUDGEMENTS
CRITICAL THINKING SKILLS. ABILITY TO IDENTIFY THE MOST APPROPRIATE METHODS TO ANALYZE AND INTERPRET PROBLEMS.

COMMUNICATION SKILLS
ABILITY TO DISCUSS TOPICS INVOLVING PROBABILITY AND STATISTICS.

LEARNING SKILLS
ABILITY TO ACQUIRE AND MANAGE NEW INFORMATION RELATED TO MODELS IN THE PRESENCE OF RANDOMNESS.
Prerequisites
STUDENTS MUST HAVE ACQUIRED THE ABILITY TO DEVELOP LOGICAL-MATHEMATICAL REASONING, BASED ON NOTIONS OF MATHEMATICAL ANALYSIS, DISCRETE MATHEMATICS AND MATHEMATICAL LOGIC.
Contents
SAMPLE SPACE. PROBABILITY. PROBABILITY SPACE. CONDITIONAL PROBABILITY. INDEPENDENCE. RANDOM VARIABLES. DISTRIBUTION FUNCTION. MEAN, STANDARD DEVIATION, VARIANCE. DISCRETE AND CONTINUOUS RANDOM VARIABLES. POISSON PROCESS. BIDIMENSIONAL RANDOM VARIABLES. INDEPENDENCE. COVARIANCE AND CORRELATION. MOMENTS. MOMENT GENERATING FUNCTION. LINEAR COMBINATIONS OF RANDOM VARIABLES. CHEBYSHEV INEQUALITY. CONVERGENCE OF RANDOM VARIABLES. LAW OF LARGE NUMBERS. BERNOULLI THEOREM. CENTRAL-LIMIT THEOREM. APPLICATIONS. SAMPLING. STATISTICAL INFERENCE. ESTIMATION. DISTRIBUTION OF SAMPLE MEAN. FREQUENCY TABLES. DIAGRAMS. HISTOGRAMS. SAMPLE PERCENTILES. ANALYSIS OF DATA.
Teaching Methods
LECTURES AND CLASSROOM EXERCISES.
Verification of learning
CLASSROOM TEST INCLUDING THE RESOLUTION OF EXERCISES, AND A FINAL ORAL EXAMINATION WITH VERIFICATION OF KNOWLEDGE OF THE THEORETICAL ASPECTS OF THE DISCIPLINE. THE FINAL GRADE IS DETERMINED BY THE OVERALL ASSESSMENT OF THE 2 TESTS TAKEN BY THE STUDENT.
Texts
- ROSS S. (2010) A FIRST COURSE IN PROBABILITY. 8TH EDITION. PEARSON.
- FREUND J.E., WALPOLE R.E. (1992) MATHEMATICAL STATISTICS. FIFTH EDITION. PRENTICE HALL.
More Information
THE ATTENDANCE AND REGULAR STUDY IN TERM TIME ARE RECOMMENDED.
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