Course Details
Country:
Spain
Institution:
Universidad Carlos III de Madrid
Course Title:
Probability
Course Number:
18269
Course Description:
1. Probability and random phenomena 1.1 Random phenomena, sample space, events 1.2 Definition of probability and elementary properties 1.3 Conditional probability and independence 1.4 Total probability rule and Bayes' formula 2. Random variables 2.1 Definition of random variable 2.2 Distribution of a random variable 2.3 Expectation and other characteristic features of a random variable 2.4 Transformations of random variables 3. Common distribution models 3.1 Discrete probability models 3.1.1 Binomial distribution 3.1.2 Geometric distribution 3.1.3 Poisson distribution 3.2 Continuous probability models 3.2.1 Uniform distribution 3.2.1 Exponential distribution 3.2.3 Normal distribution 4. Jointly distributed random variables 4.1 Definition of random vector, joint, marginal, and conditional distributions 4.2 Independent random variables 4.3 Some multivariate distribution models 4.4 Transformations of random vectors 5. Properties of the expectation 5.1 Expectations of transformation of random variables 5.2 Covariance, variance of sums, and correlation 5.3 Conditional expectation, law of iterlated expectation 5.4 Moment generating functions 6. Limit
Language:
English
Approved Equivalent:
Pending For Approval
Course URL:
https://aplicaciones.uc3m.es/cpa/cpa/generaFichaPDF?ano=2024&plan=433&asignatura=18269&idioma=2
Attachment Files:
