NETB253 Probability Theory
Анотация:
" The course is a short introduction in the classical and contemporary conceptions of probability theory. It includes the most important topics of the probability and mathematical statistics:
ў Basic ingredients of probability theory and elementary combinatorial methods using non-measure approach.
ў Concepts of random variable and its probability distribution
ў Expectations, variance, covariance, correlation and moment-generating functions
ў The low of large numbers and the central limit theorem
ў The idea of an estimate as a random variable with an associate sampling distribution
ў Neyman-Pearson approach to hypotheses testing
ў Method for modeling random variables (Monte Carlo method)
" The course objectives are:
ў to give the students a conceptual understanding of the basic probability terms and procedures
ў to help the students in achieving those computational skills need to carry out probability calculations in practical settings
Преподавател(и):
доц. Димитър Атанасов д-р
Описание на курса:
Компетенции:
Students successfully finished this course will:
1) know:
" Axioms and basic definitions of probability
" Independence & conditional probability
" Discrete and continuous random variables and the most frequency used distributions
" Expectation & variance of a random variable, covariation and correlation
" Law of large numbers and central limit theorem
" Method of moments and maximum likelihood method in parameter estimations
" Basic terms of hypothesis testing, Neyman-Pearson paradigm
" Monte Carlo method
2) be able to:
" Computing discrete and continuous probabilities
" Compute expectations, variances, correlations
" Apply the low of large numbers and the central limit theorem
" Calculate point estimates of population parameters
" Use Neyman-Pearson paradigm in hypotheses testing
Предварителни изисквания:
" Basic knowledge on linear algebra and on mathematical analysis in the volume of the courses teaching in NBU
Форми на провеждане:
Редовен
Учебни форми:
Лекция
Език, на който се води курса:
Английски
Теми, които се разглеждат в курса:
Средства за оценяване:
RUNNING CONTROL: TERM EXAMS:
TESTS 30 % WRITTEN EXAM 50 %
PARTICIPATION IN SEMINARS 40 % ORAL EXAM 20 %
COURSE WORK/PROJECT .………... % EXAM ON PRACTICE 30%
ESSAY ...........… %
STUDY .………... %
CASUS ………..... %
OTHERS: 30%