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Information
| Code | ISB203 |
| Name | Probability Theory |
| Term | 2022-2023 Academic Year |
| Semester | 3. Semester |
| Duration (T+A) | 4-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 4 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. ALİ İHSAN GENÇ |
| Course Instructor |
Prof. Dr. ALİ İHSAN GENÇ
(A Group)
(Ins. in Charge)
|
Course Goal / Objective
To give a mathematical basis for statistics
Course Content
Starting with the definitions of probability, the random variables and their properties are studied.
Course Precondition
None
Resources
Matematiksel İstatistik, John E. Freund, Çeviri: Ümit Şenesen, Literatür Yayınları, 2015.
Notes
Statistical Inference, George Casella, Roger L. Berger, Second Ed., Duxbury Advanced Series, 2002.
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Comprehends the notions of sigma algebra, Borel measure and probability. |
| LO02 | Defines measurable and probability spaces. |
| LO03 | Comprehends the notions of measurable functions, random variables, distribution functions of random variables and properties of distribution functions. |
| LO04 | Comprehends the discrete random variables, probability mass function, continuous random variables, probability density functions and their properties. |
| LO05 | Comprehends the notions of expectation of a random variable, expectation of functions of random variables, variance of a random variable and moments. |
| LO06 | Applies Chebyshev inequality and some other inequalities. |
| LO07 | Defines moment generating function and characteristic function. |
| LO08 | Defines percentiles of random variables. |
| LO09 | Comprehends the notions of named statistical distributions and families like exponential family of distributions and location-scale families. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain the essence fundamentals and concepts in the field of Probability, Statistics and Mathematics | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Emphasize the importance of Statistics in life | |
| PLO03 | Bilgi - Kuramsal, Olgusal | Define basic principles and concepts in the field of Law and Economics | |
| PLO04 | Bilgi - Kuramsal, Olgusal | Produce numeric and statistical solutions in order to overcome the problems | |
| PLO05 | Bilgi - Kuramsal, Olgusal | Use proper methods and techniques to gather and/or to arrange the data | |
| PLO06 | Bilgi - Kuramsal, Olgusal | Utilize computer systems and softwares | 3 |
| PLO07 | Bilgi - Kuramsal, Olgusal | Construct the model, solve and interpret the results by using mathematical and statistical tehniques for the problems that include random events | 5 |
| PLO08 | Bilgi - Kuramsal, Olgusal | Apply the statistical analyze methods | 1 |
| PLO09 | Bilgi - Kuramsal, Olgusal | Make statistical inference(estimation, hypothesis tests etc.) | |
| PLO10 | Bilgi - Kuramsal, Olgusal | Generate solutions for the problems in other disciplines by using statistical techniques | 1 |
| PLO11 | Bilgi - Kuramsal, Olgusal | Discover the visual, database and web programming techniques and posses the ability of writing programme | |
| PLO12 | Bilgi - Kuramsal, Olgusal | Construct a model and analyze it by using statistical packages | 1 |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Distinguish the difference between the statistical methods | 2 |
| PLO14 | Beceriler - Bilişsel, Uygulamalı | Be aware of the interaction between the disciplines related to statistics | |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Make oral and visual presentation for the results of statistical methods | 2 |
| PLO16 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Have capability on effective and productive work in a group and individually | |
| PLO17 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Professional development in accordance with their interests and abilities, as well as the scientific, cultural, artistic and social fields, constantly improve themselves by identifying training needs | |
| PLO18 | Yetkinlikler - Öğrenme Yetkinliği | Develop scientific and ethical values in the fields of statistics-and scientific data collection |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Sigma algebra and probability space | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 2 | Consequences of Probability, random variables | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 3 | Distribution functions and their properties | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 4 | Discrete random variables, continuous random variables, probability mass functions, probability density functions | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 5 | Quantile function and generating random numbers from distributions | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 6 | Distributions of functions of random variables | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 7 | Moment generating function, moments, expected value,variance | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 8 | Mid-Term Exam | Review the topics discussed in the lecture notes and sources | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Characteristic function, probability generating function | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 10 | Named discrete distributions and their properties | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 11 | Named discrete distributions and their properties II | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 12 | Named continuous distributions and their properties | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 13 | Named continuous distributions and their properties II | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 14 | Location-scale family | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 15 | Properties of exponential families | Source reading | Öğretim Yöntemleri: Anlatım, Tartışma, Problem Çözme |
| 16 | Term Exams | Review the topics discussed in the lecture notes and sources | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | Review the topics discussed in the lecture notes and sources | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 4 | 56 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 4 | 56 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 12 | 12 |
| Final Exam | 1 | 28 | 28 |
| Total Workload (Hour) | 152 | ||
| Total Workload / 25 (h) | 6,08 | ||
| ECTS | 6 ECTS | ||