27823 - Probability and Mathematical Statistics (2nd cycle)

Academic Year 2009/2010

  • Docente: Hans Joachim Rudiger Achilles
  • Credits: 4
  • SSD: MAT/03
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Industrial Chemistry (cod. 0884)

Learning outcomes

This is a "crash course" thought as an elementary introduction to the usage of probability theory and statistical methods when handling with (measured experimental) data and drawing conclusions from them. At the end of the course the student will be able to calculate probabilities, to distinguish between a population and a sample, to calculate measures of central tendency and variability for populations and for samples, will know the most important probability distributions and be able to compute probabilities, will know the principles of testing, will be able to calculate confidence intervals and know how to choose the sample size in order to meet a desired significance level.

Course contents

Events and definition of probability, conditional probability, independent events, Bayes' rule, binomial distribution, discrete and continuous random variables, expectation and variance, distribution of Poisson, normal distribution, central limit theorem, distributions derived from the normal distribution (chi square, Student's t distribution, Fisher's F distribution), vector valued random variables, covariance and correlation, descriptive and inferential statistics, sample mean and variance, distribution of statistics of normal populations, estimator and estimates, confidence intervals, tests of hypotheses: some parametric and nonparametric tests.

Readings/Bibliography

Y.A. Rozanov, Probability Theory: A Concise Course, Dover Publications, Inc., New York, first edition 1977.

D.H. Voelker, P.Z. Orton, S.V. Adams, Statistics, CliffsQuickReview, New York, 2001.

M.R. Spiegel, D.P. Lindstrom, Statistics, Schaum's Easy Outlines, McGraw-Hill, New York, 2000.

G. Cicchitelli, Probabilità e statistica, II edizione, Maggioli Editore, 2002.

E. Battistini, Probabilità e statistica, un approccio interattivo con Excel, McGraw-Hill, Milano, 2004.

Teaching methods

Lessons and exercise classes.

Assessment methods

Written examination followed by an oral examination.

Teaching tools

Exercises and problems for homework are available at http://www.dm.unibo.it/~achilles/.

Links to further information

http://www.dm.unibo.it/~achilles/

Office hours

See the website of Hans Joachim Rudiger Achilles