- Docente: Alberto Lanconelli
- Credits: 6
- SSD: MAT/06
- Language: Italian
- Moduli: Alberto Lanconelli (Modulo 1) Alberto Lanconelli (Modulo 2)
- Teaching Mode: Traditional lectures (Modulo 1) Traditional lectures (Modulo 2)
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Statistics, Economics and Business (cod. 8876)
Learning outcomes
By the end of the course the student should know the basic theory of probablity with a specific focus towards its applications in the statistical analysis. In particular the student should be able: - compute the probability of a random event utilizing the axioms and fundamental results in the theory of probability - treat the most common discrete and continuous random variables
Course contents
- Probability spaces and Kolmogorov's axioms
- Conditional probability and independent events
- Total probability and Bayes' formulas
- Discrete random variables: probability function, expected value and variance. Probabilistic models: Bernoulli, Binomial, Poisson, Geometric
- Continuous random variables: probability density and distribution function, expected value and variance. Probabilistic models: Uniform, Normal or Gaussian, Gamma, Student
- Law of large numbers and applications
- Central limit theorem and applications
Readings/Bibliography
Paolo Baldi, Calcolo delle Probabilità, II edizione, McGraw-Hill,
Milano, 2011
Notes provided at the beginning of the course
Teaching methods
Regular lectures
Assessment methods
Written exam
Teaching tools
Slides and collection of exercises
Office hours
See the website of Alberto Lanconelli