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
LORENZO BERTINI MALGARINI Lecturers' profile

Program - Frequency - Exams

Course program
https://www.mat.uniroma1.it/people/bertini/ama/didattica/compsci/
Prerequisites
https://www.mat.uniroma1.it/people/bertini/ama/didattica/compsci/
Books
https://www.mat.uniroma1.it/people/bertini/ama/didattica/compsci/
Teaching mode
Conduct of lectures in a frontal classroom manner.
Frequency
https://www.mat.uniroma1.it/people/bertini/ama/didattica/compsci/
Exam mode
https://www.mat.uniroma1.it/people/bertini/ama/didattica/compsci/
Bibliography
https://www.mat.uniroma1.it/people/bertini/ama/didattica/compsci/
Lesson mode
Conduct of lectures in a frontal classroom manner.
VITTORIA SILVESTRI Lecturers' profile

Program - Frequency - Exams

Course program
Basic probability theory: probability spaces, events, mass functions. Conditional probability. Total probability formula. Multiplication of probability formula. Probability Trees. Bayes Formula. Independence and conditional probabilities. Basic combinatorics. The language of random variables: Mass and density function (PMF and PDF). Distribution function (CDF). Mean and variance. Joint, marginal and conditional mass and density functions. Functions of a random variable. Linear combinations of random variables: means, variances and covariances. Chebyshev's Inequality, Markov's inequality, Jensen's inequality. Application to sample averages: The law of large numbers. Probability distributions: Binomial, geometric. Poisson as the limit of the binomial. Uniform, exponential. Normal Distribution and its "linear" properties. Normal Approximation and central limit theorem.
Prerequisites
Basic calculus, linear algebra and set theory.
Books
D. Bertsekas, J. Tsitsiklis, Introduction to probability, Athena Scientific, 2008 (available on MIT Open Course Ware). J. Blitzstein, J. Hwang, Introduction to probability, Taylor and Francis (available online at Stat 110: Probability). V. Silvestri, Lecture notes (posted on e-learning)
Teaching mode
See Prof. Piccioni's page for the same course.
Frequency
Not compulsory.
Exam mode
Written exam.
  • Lesson code10595525
  • Academic year2024/2025
  • CourseApplied Computer Science and Artificial Intelligence
  • CurriculumSingle curriculum
  • Year2nd year
  • Semester1st semester
  • SSDMAT/06
  • CFU6
  • Subject areaAttività formative affini o integrative