Course Details for A.Y. 2018/2019
Name:
Calcolo delle Probabilità e Statistica Matematica / Probability And Mathematical Statistics
Basic information
Credits:
: Bachelor Degree in Computer Science 6 CFU (c)
Degree(s):
Bachelor Degree in Computer Science 2nd anno curriculum General Compulsory
Language:
Italian
Course Objectives
An introduction to the theory of probability up to the weak law of large numbers
Course Content
- BASIC PROBABILITY: probability space, sets and elementary operations, Venn diagragms, basic axioms, inclusion-exclusion formula, enumeration principle
and generalized enumeration principle, uniform probability spaces, permutations and combinations, conditional probability, disintegration formula, Bayes Formula, independence.
- RANDOM VARIABLES AND EXPECTED VALUE: discrete and continuous random variables, mass distribution and density, distribution function, joint and marginal distributions, expected value and its properties, variance and covariance, weak law of large numbers.
- EXAMPLES OF RANDOM VARIABLES: random variables of the following type: Bernoulli, binomial, Poisson, uniform,
Gaussian, exponential, geometric.
- INTRODUCTION TO STATISTICAL INFERENCE: the inference problem, parametric and non parametric inference
- ELEMENTS OF PARAMETRIC ESTIMATES: random samples, estimators, mean squared error. Estimators for finite samples and their properties
(bias and efficiency). Estimators for large samples (consistency and asymptotic normality). maximum likelihood method, estimates for intervals.
- ELEMENTS OF HYPOTHESIS VERIFICATION: the statistical test, general facts, first order error, significance level and the p value.
The power function of a test. Hypothesis test on the average of a Gaussian sample with given variance. Hypotesis test on the average
of Gaussian sample with unknown variance.
Learning Outcomes (Dublin Descriptors)
On successful completion of this course, the student should
- Conoscere gli argomenti del programma ed essere in grado di risolvere esercizi
Prerequisites and Learning Activities
elementary mathematics and some notions of mathematical analysis
Assessment Methods and Criteria
written exam with exercises and theoric questions
Textbooks
- S M Ross, Probabilità e statistica , Maggioli.
Course page updates
This course page is available (with possible updates) also for the following academic years:
To read the current information on this course, if it is still available, go to the university course catalogue .
Course information last updated on: 16 gennaio 2018, 14:08