Probability theory 1
|2 + 2||2 + 3||exam +
Discrete mathematics1L (mm1c1vm1)
Syllabus designed by:
- Sheldon Ross: A First Course in Probability. 9th Edition, Pearson Educational Ltd., 2014.
- Probability, elementary properties. Axioms of probability.
- Conditional probability. Bayes' theorem. Independence. Expectation, standard deviation, conditional expectation.
- Random walk, probability of ruin.
- Random variables (vectors). Distribution- and density function. Most important discrete and continuous distributions. Independent random variables.
- Generating function, convolution.
- Famous inequalities (Markov, Chebyshev). Covariance and correlation.
- The weak and strong law of large numbers. Central limit theorem (without proof).