Probability

Course objectives

General goals: to acquire knowledge and ability to apply basic topics of probability and statistics. Specific goals: Axioms and elementary properties of probabilities. Random variables. Continuous and discrete distributions. Expected values. Introduction to estimation theory and hypothesis testing. Knowledge and understanding: At the end of the course the student will have acquired the basic notions and results related to probability theory on finite and countable spaces, to the concept of random discrete vectors and to the concept of continuous random variable. Applying knowledge and understanding: At the end of the course the student will be able to solve simple problems in discrete probability, problems concerning discrete random vectors and random numbers represented by continuous random variables. The student will also be able to understand the meaning and implications of independence and conditioning (in the context of discrete models), to understand the meaning of some fundamental limit theorems, such as the law of large numbers. Critiquing and judgmental skills: Students will have the bases to analyse and to build simple probabilistic models for physics, biology and technology, simulate discrete probability distributions, as well as the Gaussian distribution and understand the use of some elementary tools in statistics, like inference, sampling and simulation. Communication skills: Ability to expose the contents of the course in the oral part of the test and in any theoretical questions present in the written test. Learning ability: The acquired knowledge will allow a study, individual or given in a course related to more specialized aspects of probability theory.

Channel 1
GIOVANNA NAPPO Lecturers' profile

Program - Frequency - Exams

Course program
- Probability axioms (3h) - Discrete probability spaces (3h) - Combinatorics (6h) - Inclusion-exclusion principle (4h) - Independence (6 h) - Binomial, multinomial and hypergeometric distributions (3h) - Conditional probability, Product formula, Bayes formula (5 h) - Continuity of Probability (2 h) - Occupation numbers: Multinomial model, Maxwell Boltzmann model, Bose-Einstein model, Fermi-Dirac model (3h) - Discrete random variables: expectation, variance and covariance (6h) - Independence of random variables (2h) - Bernoulli, binomial, geometric and negative binomial random variables (6h) - Sums of independent random variables (2h) - Poisson random variable and its binomial approximation (2h) - Joint, marginal and conditional densities (4h) - Transformation of discrete random variables (2h) - Chebyshev's inequality and the weak law of large numbers (4h) - Conditional expectation (4h) - Continuous random variables: density function, distribution function, expectation and variance (4h) - Uniform random variable in (0,1). Skorohod representation (3h) - Exponential random variable as limit of Geometric random variables (2h) - Gaussian random variables (2h) -Transformation of continuous random variables (1h) - Gaussian Approximation and Central limit thorem (without proof )(2h) - Markov Chains and transition probabilities. Stationary ditribution. Ergodic Theorem (without proof )(2h)
Prerequisites
Elementary set theory (important), series and limits (useful), calculus (indispensable)
Books
F. Spizzichino, G. Nappo: Introduzione al calcolo delle probabilità. (Notes available in the e-learning site of the course) Other notes and exercises will be available on "Sapienza" e-learning con Moodle. S. Ross: Probabilità e statistica per l'ingegneria e le scienze, Apogeo Education (a copy in English is available on line)
Frequency
Attending lessons is not compulsary, but it is recommended
Exam mode
The examination aims to evaluate learning through a written test (consisting in solving problems similar to the one solved during the lectures) and an oral test (consisting in the discussion of the written examination and the most relevant topics illustrated during the course). If the student pass the written examination (with at least 18/30) he/she is admitted to the oral exam. (furthe details in the e-learning/moodle page of the course) If necessary, due to sanitary rules, the written test (or part of it) can be substituted by an homework to be discussed during the oral examination. To pass the exam an evaluation of not less than 18/30 is needed: this evaluation is computed on the basis of the written examination (50%) and the oral test (50%). The student has to prove to have acquired sufficient knowledge in the topics of the program and to be able to perform at least the simplest of the assigned exercises. To achieve a score of 30/30 “cum laude”, the student must instead demonstrate that he has acquired excellent knowledge of all the topics covered during the course and be able to link them in a logical and coherent manner.
Bibliography
S. Ross: Probabilità. (Apogeo) Berger, Caravenna, Dai Pra: Probabilità (Springer) for students of the Sapienza University a free pdf copy is available https://link.springer.com/book/10.1007/978-88-470-4006-9
Lesson mode
Lecture (Hours): 54 Exercise (Hours): 36
Channel 2
ALESSANDRA FAGGIONATO Lecturers' profile

Program - Frequency - Exams

Course program
- Probability axioms - Discrete probability spaces - Combinatorics - Inclusion-exclusion principle - Independence - Binomial, multinomial and hypergeometric distributions - Conditional probability - Continuity - Random walks, gambler ruin problem. - Discrete random variables: expectation, variance and covariance - Independence of random variables - Bernoulli, binomial, geometric and negative binomial random variables - Sums of independent random variables - Poisson random variable and its binomial approximation - Joint, marginal and conditional densities - Chebyshev's inequality and the weak law of large numbers - Conditional expectation - Continuous random variables: density function, distribution function, expectation and variance - Uniform random variable. Skorohod representation - Exponential random variable - Gaussian random variables and De Moivre-Laplace thorem
Prerequisites
Familiarity with Set theory and basic calculus, elementary integrals.
Books
S.M. Ross, A first course in probability Pearson
Teaching mode
in presence only
Frequency
Presence is not mandatory but strongly recommended.
Exam mode
Written exam and possibly an oral exam
Bibliography
S.M. Ross, A first course in probability Pearson F. Caravenna, P. Dai Pra: Probabilità (Springer)
Lesson mode
Lessons on theory and exercises in presence only
  • Lesson code1020421
  • Academic year2024/2025
  • CourseInformatics
  • CurriculumTecnologico
  • Year2nd year
  • Semester1st semester
  • SSDMAT/06
  • CFU9
  • Subject areaAttività formative affini o integrative