ISB537 Theory of Probability

6 ECTS - 3-0 Duration (T+A)- . Semester- 3 National Credit

Information

Code ISB537
Name Theory of Probability
Semester . Semester
Duration (T+A) 3-0 (T-A) (17 Week)
ECTS 6 ECTS
National Credit 3 National Credit
Teaching Language Türkçe
Level Yüksek Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. GÜLESEN ÜSTÜNDAĞ ŞİRAY


Course Goal

The goal are to gain basic information of theory of probability and to construct the necessary theoretical backround to statistical theory.

Course Content

The content of this course is probability,discrete and continious types random variables, properties of the distribution functions, inequalities, multivariate distributions, some special distributions, distributions of functions of random variables

Course Precondition

NaN

Resources

1. Robert V. Hogg. Allen T. Craig. Introduction to Mathematical. Statistics. Fifth Edition. Macmillan Publishing Co. Inc. New York. 2. George Casella, Roger L. Berger. Statistical Inference. Duxbury Press. 3. Yılmaz Akdi. Matematiksel İstatistiğe Giriş. Gazi Kitabevi.

Notes

Lecture Notes


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Define the basic principles of probability calculations.
LO02 Use the the axioms of probability
LO03 Define concepts of conditional probability and independency.
LO04 Obtain the expected value and variance of a random variable.
LO05 Obtain the moment generating functions of a random variable.
LO06 Use the basic inequalities which is used in statistics
LO07 Find the distribution function of a random variable.
LO08 Know some special distributions.
LO09 Find the distributions of the functions of random variables.


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Have in-depth theoretical and practical knowledge about Probability and Statistics 5
PLO02 Bilgi - Kuramsal, Olgusal They have the knowledge to make doctoral plans in the field of statistics. 5
PLO03 Bilgi - Kuramsal, Olgusal Has comprehensive knowledge about analysis and modeling methods used in statistics. 3
PLO04 Bilgi - Kuramsal, Olgusal Has comprehensive knowledge of methods used in statistics. 5
PLO05 Bilgi - Kuramsal, Olgusal Make scientific research on Mathematics, Probability and Statistics. 5
PLO06 Bilgi - Kuramsal, Olgusal Indicates statistical problems, develops methods to solve. 4
PLO07 Bilgi - Kuramsal, Olgusal Apply innovative methods to analyze statistical problems. 3
PLO08 Bilgi - Kuramsal, Olgusal Designs and applies the problems faced in the field of analytical modeling and experimental researches. 2
PLO09 Bilgi - Kuramsal, Olgusal Access to information and do research about the source. 5
PLO10 Bilgi - Kuramsal, Olgusal Develops solution approaches in complex situations and takes responsibility.
PLO11 Bilgi - Kuramsal, Olgusal Has the confidence to take responsibility.
PLO12 Beceriler - Bilişsel, Uygulamalı They demonstrate being aware of the new and developing practices.
PLO13 Beceriler - Bilişsel, Uygulamalı He/She constantly renews himself/herself in statistics and related fields. 3
PLO14 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Communicate in Turkish and English verbally and in writing. 2
PLO15 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Transmits the processes and results of their studies clearly in written and oral form in national and international environments. 3
PLO16 Yetkinlikler - Öğrenme Yetkinliği It considers the social, scientific and ethical values ​​in the collection, processing, use, interpretation and announcement stages of data and in all professional activities. 1
PLO17 Yetkinlikler - Öğrenme Yetkinliği Uses the hardware and software required for statistical applications.


Week Plan

Week Topic Preparation Methods
1 Probability, discrete and continious types random variables, properties of the distribution function Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma
2 Expectations of random variables, some special expectations. Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme, Alıştırma ve Uygulama
3 Moments and some special moment generating functions. Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme
4 Some special inequalities Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme
5 Distributions of two random variables, conditional distributions and expectations, the correlation coefficient Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme
6 Independent random variables, extension to several random variables Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme, Alıştırma ve Uygulama
7 Discrete type distributions Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Alıştırma ve Uygulama
8 Mid-Term Exam Review the topics discussed in the lecture notes and sources Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme
9 Continious type distributions Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme
10 Normal and bivariate normal distributions Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma
11 Transformations of variables of discrete and continious types Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme
12 Distribution of functions of random vaiables Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme, Alıştırma ve Uygulama
13 Change of variable technique Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Alıştırma ve Uygulama
14 The Beta, t and F distributions. The moment-generating function technique Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme, Alıştırma ve Uygulama
15 Distribution of sample mean and sample variance. Expectations of functions of random variables Reading the related references, problem solving Öğretim Yöntemleri:
Anlatım, Soru-Cevap, Tartışma, Problem Çözme, Alıştırma ve Uygulama
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 3 42
Out of Class Study (Preliminary Work, Practice) 14 5 70
Assesment Related Works
Homeworks, Projects, Others 0 0 0
Mid-term Exams (Written, Oral, etc.) 1 15 15
Final Exam 1 30 30
Total Workload (Hour) 157
Total Workload / 25 (h) 6,28
ECTS 6 ECTS