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Probability

Code: 36905
ECTS: 7.0
Lecturers in charge: doc. dr. sc. Snježana Lubura Strunjak - Lectures
prof. dr. sc. Zoran Vondraček - Lectures
Lecturers: Snježana Lubura Strunjak - Exercises
Nikolina Milinčević - Exercises
English level:

1,0,0

All teaching activities will be held in Croatian. However, foreign students in mixed groups will have the opportunity to attend additional office hours with the lecturer and teaching assistants in English to help master the course materials. Additionally, the lecturer will refer foreign students to the corresponding literature in English, as well as give them the possibility of taking the associated exams in English.
Load:

1. komponenta

Lecture typeTotal
Lectures 45
Exercises 30
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
COURSE AIMS AND OBJECTIVES: To introduce students to the basic notions of probability theory.

COURSE DESCRIPTION AND SYLLABUS:
1. Basic probability notions. Events, sample space, probability, etc. (3 hours)
2. Discrete probability space. Finite case. Laplace model. Countable case. Elements of combinatorics. (2 hours)
3. Geometric probability. (2 hours)
4. Conditional probability. Independence. Bayes formula. Borel 0-1 law. (2 hours)
5. Repeated trials. Product space. Independent case and conditioned case. (3 hours)
6. Bernoulli trials. Binomial distribution. Discrete distributions. Poisson and Moivre-Laplace theorems. (6 hours)
7. Discrete random variables. Distribution functions, density. Multidimensional case. Independent variables. Basic formulas. Expectation, variance, Čebišev inequality, and related concepts. Convergence. Weak and strong laws of large numbers. (9 hours)
8. Continuous random variables. Examples, density functions, expectations, and other basic concepts. Multidimensional case. Emphasis is on basic examples: Gaussian (normal), gamma, Chi-square distribution, Fisher, etc. Central limit theorem (no proofs) with applications. Conditional density. (12 hours)
9. Poisson process. (3 hours)
Literature:
Prerequisit for:
Enrollment :
Passed : Mathematical analysis 2
3. semester
Mandatory course - Mandatory studij - Mathematics
Consultations schedule: