- Docente: Alberto Lanconelli
- Credits: 6
- SSD: MAT/06
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Statistics, Economics and Business (cod. 8876)
Learning outcomes
By the end of the course module the student should know the basic tools of probability calculus, with a special focus on their role in the statistical analysis. In particular, the student should be able to: - compute the probability of events, by using the axioms and the fundamental theorems of probability calculus - identify the main discrete and continuous random variables
Course contents
- Probability spaces and Kolmogorov axioms
- Conditional probability and indpendent events
- Law of total probability and Bayes' formula
- Discrete random variabes: probability function, expected value and variance. Probabililistic models: Bernoulli, Binomial, Poisson, Geometric
- Continuous random variables: probability density function and distribution function, expected value and variance. Probabilistic models: Uniform, Normal, Gamma, Student.
- Law of large numbers nad applications
- Central limit theorem and applications
Readings/Bibliography
Lecture notes.
Suggested readings:
- Paolo Baldi, Calcolo delle Probabilità, II edizione, McGraw-Hill,
Milano, 2011
Teaching methods
Lectures and tutorials
Assessment methods
Written exam
Teaching tools
Slides and exercises with solutions
Office hours
See the website of Alberto Lanconelli