|Course ID:||0600-FS2-1PRB#a||Erasmus code / ISCED:||(unknown) / (unknown)|
|Course title:||Probability||Name in Polish:||Probability|
|Department:||Faculty of Mathematics and Informatics|
(in Polish) 2L stac. II st. studia matematyki finansowej- przedmioty obowiązkowe
|ECTS credit allocation (and other scores):||
view allocation of credits
|Type of course:||
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.
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
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
Direct interaction with the teacher: 75 h., 3 ECTS
Practical exercises: 77 h., 3 ECTS
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.
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||
see course schedule
|Type of class:||
Class, 30 hours more information
Lecture, 30 hours more information
|Students list:||(inaccessible to you)|
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