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MAT 221E - Olasılık Teorisi

Dersin Amaçları

1. To provide the basic concepts of probability
2. To set up probability models for a range of random phenomena, both discrete and continuous

Dersin Tanımı

Combinatorial methods; product rule, permutation, combination, binomial expansion, multinomial
expansion, tree diagram, generating function. Probability; experiment, sample space, sigma
algebra, probability axioms, conditional probability, Bayes theorem. Random variable and
probability function; basic definitions, cumulative distribution function, expected value, Chebyshev
inequality, the law of large numbers, moment generating function, z transformation-probability
generating function, multi dimensional random variables, conditional distributions, correlation,
regression. Discrete and continuous distributions, Poisson's event. Fokker-Plank equation. The
function of random variable; F
-distribution, t distribution, chi-square distribution. Characteristic function; properties, inverse
transformation formula, central limit theorem. Markov chains; Markov property, Markov chain,
canonic form, regular stochastic matrix, regular Markov chain, ergodic chain

Koordinatörleri
Burhaneddin İzgi
Dersin Dili
İngilizce
 
 
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