Statistics and Probability (the English translation of "Probabilità e Statistica")
Teacher
prof. Ruggero BELLIO
Credits
6 CFU
Language
Italian
Objectives
The course will provide the basic elements of probability theory and statistics. Some techniques useful for engineering will be provided.
Acquired skills
- Knowledge of basic statistics.
- Knowledge of basic probability.
- Ability of solving probabilistic problems.
- Knowledge of basic statistical modelling.
- Ability of solving basic statistical problems.
Lectures and exercises (topics and specific content)
Descriptive statistics: introduction; summary statistics; graphical summaries; measures of association and correlation (7 hours).
Basic probability: fundamental elements; conditional probability and independence; reliability models (12 hours).
Random variables: random variables; functions of random variables; jointly distributed random variables (17 hours).
Propagation of error: measurement error; linear combinations of measurements; uncertainty for functions of measurements (3 hours).
Commonly used probability distributions: Bernoulli; binomial and related distributions; Poisson; normal and lognormal; exponential; Gamma and Weibull (17 hours).
Sequences of random variables and limit theorems: law of large numbers; moment generating function and central limit theorem (4 hours).
References
- W. Navidi: Probabilità e statistica per l'ingegneria e le scienze; McGraw-Hill (Milano) 2006 (Main text)
- S.M. Ross: Probabilità e statistica per l'ingegneria e le scienze (seconda edizione); Ed. Apogeo (Milano) 2008 (Supplementary text)
Type of exam
Written and oral
Additional material and information available at the course web page