8 credits during the 3nd year of 8760 Mathematics (L-35) GENOVA
- Mathematical Statistics and Data Management 8766 (coorte 2019/2020)
- MATHEMATICAL STATISTICS 52503
- STOCHASTIC PROCESSES 57320
- Mathematical Statistics and Data Management 8766 (coorte 2018/2019)
- MATHEMATICAL STATISTICS 52503
- STOCHASTIC PROCESSES 57320
AIMS AND CONTENT
LEARNING OUTCOMES
Introduction to modeling of random phenomena.
SYLLABUS/CONTENT
Introduction of probability: assiomatic costruction of probabiloty spaces. Concept of independence, conditional probability. Bayes Theorem. Random variables: distribution function, expectation, variance (Bernoulli, Binomiale, Geometrica, Binomiale Negativa, Ipergeometrica, Normale, Uniforme, Cauchy, Esponenziale, Gamma, Chi-Quadro, t di Student,...). Markov and Chebychev inequalities. Random vectors. Characteristic functions. Convergence definitions and theorems. Law of large numbers and Central limit theorem. Stochastic simulation.
RECOMMENDED READING/BIBLIOGRAPHY
K. L. Chung, A Course in probability Theory
J. Jacod, P. Protter, Probability Essentials
TEACHERS AND EXAM BOARD
Office hours: Thursday: 14.00-15.30, office 836, or by arrangement made by email.
Exam Board
EMANUELA SASSO (President)
ERNESTO DE VITO
VERONICA UMANITA' (President Substitute)
LESSONS
LESSONS START
The class will start according to the academic calendar.
Class schedule
All class schedules are posted on the EasyAcademy portal.
EXAMS
EXAM DESCRIPTION
The exam consists of a written test and an oral exam.
Exam schedule
| Date | Time | Location | Type | Notes |
|---|---|---|---|---|
| 19/01/2021 | 09:30 | GENOVA | Scritto | |
| 15/02/2021 | 09:30 | GENOVA | Scritto | |
| 09/06/2021 | 09:30 | GENOVA | Scritto | |
| 12/07/2021 | 09:30 | GENOVA | Scritto | |
| 01/09/2021 | 09:30 | GENOVA | Scritto |