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