68357 - LABORATORY IN PROBABILITY

Scheda insegnamento

  • Docente Fabio Gobbi

  • Modalità didattica Convenzionale - Lezioni in presenza

  • Lingua di insegnamento Inglese

  • Orario delle lezioni dal 03/09/2018 al 12/09/2018

Anno Accademico 2018/2019

Conoscenze e abilità da conseguire

At the end of this course the student knows the concept of probability space, how to use logical operators to derive complex events, the main features of combinatorics and the essential rules of elementary probability, including conditional probability. Therefore, the student is able to solve a wide selection of exercises regarding simple and conditional probability.

Programma/Contenuti

Sets and set operations. Sigma algebras. Probability.

Some theorems on probabilities. Conditional probability and

independence. Random variables. Distribution functions. 

Discrete and absolutely continuous r.vs.. Density functions. 

Examples. Moments of r.vs.. Multivariate r.vs., independence,

correlation and joint distributions (and densities). Transformations

of r.vs. and computation of their distributions. 

Testi/Bibliografia

Jacod - Protter: "Probability Essentials"

Chow - Teicher: "Probability Theory: Independence, Interchangeability,

                              Martingales"

Billingsley: "Probability and Measure"

Metodi didattici

lezioni frontali

Modalità di verifica dell'apprendimento

Nessun esame finale

Strumenti a supporto della didattica

Nessuno

Orario di ricevimento

Consulta il sito web di Fabio Gobbi