Mathematics A4 – Probability Theory

Budapest University of Technology and Economics
LEVEL
Bachelor
TYPE
Course
MODES
-
LANGUAGE
-
ECTS
4
PERIOD
04/09/2023 to 22/01/2024

Course Description

Notion of probability. Conditional probability. Independence of events. Discrete random variables and their distributions (discrete uniform distribution, classical problems, combinatorial methods, indicator distribution, binomial distribution, sampling with/without replacement, hypergeometrical distribution, Poisson distribution as limit of binomial distributions, geometric distribution as model of a discrete memoryless waiting time). Continuous random variables and their distributions (uniform distribution on an interval, exponential distribution as model of a continuous memoryless waiting time, standard normal distribution). Parameters of distributions (expected value, median, mode, moments, variance, standard deviation). Two-dimensional distributions. Conditional distributions, independent random variables. Covariance, correlation coefficient. Regression. Transformations of distributions. One- and two-dimensional normal distributions. Laws of large numbers, DeMoivre-Laplace limit theorem, central limit theorem. Some statistical notions. Computer simulation, applications.

Subject area

Mathematics

Time format

weekly

Educational-info

Duration

42 h / 14 weeks

ECTS

4

Validation mode

Written examination

Maximum number of students

5

Organizer

Partner

Budapest University of Technology and Economics

Faculty

Faculty of Natural Sciences

Department

Institute of Mathematics

Contact or registration links