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Probability

General data

Course ID: 0600-FS2-1PRB#a Erasmus code / ISCED: (unknown) / (unknown)
Course title: Probability Name in Polish: Probability
Department: Faculty of Mathematics and Informatics
Course groups: (in Polish) 2L stac. II st. studia matematyki finansowej- przedmioty obowiązkowe
ECTS credit allocation (and other scores): 5.00
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Language: English
Type of course:

obligatory courses

Short description:

Course objectives: By the end of the course the student should have developed the skills to:easy using of distributions of random variables; using the limit theorems, in particular in mathematical statistics.

Full description:

Course profile: academic

Form of study: stationary

Course type: obligatory

Academic discipline: Mathematics, field of study in the arts and science: mathematics

Year: 1, semester: 1

Prerequisities: none

lecture 30 h. exercise class 30 h.

Verification methods: lectures, exercises, consultations, studying literature, home works, discussions in groups.

ECTS credits: 5

Balance of student workload:

attending lectures15x2h = 30h

attending exercise classes 15x2h = 30h

preparation for classes 7x3h = 21h

completing notes after exercises and lectures 7x2h = 14h

consultations 12x1h = 12h

the final examination: preparation.and take 12h + 3h = 15h

control works: repeating the material and preparation 3x4h = 12h

Quantitative description

Direct interaction with the teacher: 75 h., 3 ECTS

Practical exercises: 77 h., 3 ECTS

Bibliography:

1. Y. S. Chow, H. Teicher Probability Theory. Independence Interchangeability Martingales. Springer, 1978

2. B. V. Gnedenko, The theory of probability, Mir Publ., Moscow 1969.

3. O. Kallenberg, Foundations of modern probability, Springer, New York 1997.

4. M. Loeve, Probability theory vol. 1, 2, Springer-Verlag, New York 1978.

Learning outcomes:

Learning outcomes:

Is able to use tools and methods of calculus, functional analysis and measure theory during work on probabilistic problems.K_U05, K_U07, K_U14

Knows the basic multivariate distributions and their properties.K_U11

Is able to present orally and in writing probabilistic methods at an advanced level.K_U13

Knows the limits of his or her knowledge and understands the need for further education in the field of probability theory.K_K01

Knows the concept of entropy as a measure of information.K_W11

Assessment methods and assessment criteria:

The overall form of credit for the course: final exam

Classes in period "Academic year 2018/2019" (in progress)

Time span: 2018-10-01 - 2019-06-30
Choosen plan division:


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Type of class: Class, 30 hours more information
Lecture, 30 hours more information
Coordinators: Jarosław Kotowicz
Group instructors: (unknown)
Students list: (inaccessible to you)
Examination: Examination
Course descriptions are protected by copyright.
Copyright by University of Bialystok.