STATISTICS
cod. 05547

Academic year 2007/08
1° year of course - First semester
Professor
Academic discipline
Probabilità e statistica matematica (MAT/06)
Field
Matematica, informatica e statistica
Type of training activity
Basic
45 hours
of face-to-face activities
5 credits
hub:
course unit
in - - -

Learning objectives

This course presents the basics of probability theory and teaches some standard statistical inference techniques that are commonly applied in management and production.

Prerequisites

Analisi AB

Course unit content

Probability spaces, conditioning, independence, total probabilities and Bayes formulae.<br />Continuous and discrete random variables, distribution functions (cumulative, density, mass), joint distributions, transformations. Expected vaalue, variance, generating function. Sum of i.i.d. random variables.<br />Common types of random variables (Bernoulli, binomial, Poisson, hypergeometric, uniform, exponential, gaussian, chi-square, gamma, t and F).<br />Convergence in probability, law of large numbers, central limit theorem, continuity correction.<br />Populations anc samples, descriptive statistics, estimators (bias and consistency), sample mean and sample variance.<br />Parametric confidence intervals (gaussian, Bernoulli and exponential populations).<br />Nonbayesian parametric tests, bi- and unilateral (same populations as above), tests for comparing two populations parameters (gaussian, Bernoulli and Poisson).<br />

Full programme

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Bibliography

S. Ross - Probabilità e statistica per l'ingegneria e le scienze - Apogeo 2003.

Teaching methods

Written test (on exercises only) that can be substituted with two partial tests along the term for those who are attending the course. One can ask for an optional oral examination (on the theory only). Resolution of problems and excercises.

Assessment methods and criteria

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Other information

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