Budapest University of Technology and Economics, Faculty of Electrical Engineering and Informatics

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    Mathematics A4 - Probability Theory

    A tantárgy neve magyarul / Name of the subject in Hungarian: Matematika A4 - Valószínűségszámítás

    Last updated: 2012. november 23.

    Budapest University of Technology and Economics
    Faculty of Electrical Engineering and Informatics
    Course ID Semester Assessment Credit Tantárgyfélév
    TE90AX08   2/2/0/f 4  
    3. Course coordinator and department Dr. Vetier András Ernő,
    6. Pre-requisites
    Kötelező:
    TárgyEredmény( "BMETE90AX02" , "jegy" , _ ) >= 2
    VAGY
    TárgyEredmény( "BMETE90AX03" , "jegy" , _ ) >= 2
    VAGY
    TárgyEredmény( "BMETE901918" , "jegy" , _ ) >= 2
    VAGY
    TárgyEredmény( "BMETE93AF01" , "jegy" , _ ) >= 2

    A fenti forma a Neptun sajátja, ezen technikai okokból nem változtattunk.

    A kötelező előtanulmányi rendek grafikus formában itt láthatók.

    7. Objectives, learning outcomes and obtained knowledge The objective is to provide the students with the required theoretical background in stochastics for further studies in electrical engineering.

     

    Obtained skills and expertise:

     

    Theoretical knowledge and problem solving competence in the treated fields of mathematics.

     

    8. Synopsis Notion of probability. Conditional probability. Independence of events. Discrete random variables and their distributions (discrete uniform distribution, classical problems, combinatorial methods, indicator distribution, binomial distribution, sampling with/without replacement, hypergeometrical distribution, Poisson distribution as limit of binomial distributions, geometric distribution as model of a discrete memoryless waiting time). Continuous random variables and their distributions (uniform distribution on an interval, exponential distribution as model of a continuous memoryless waiting time, standard normal distribution). Parameters of distributions (expected value, median, mode, moments, variance, standard deviation). Two-dimensional distributions. Conditional distributions, independent random variables. Covariance, correlation coefficient. Regression. Transformations of distributions. One- and two-dimensional normal distributions. Laws of large numbers, DeMoivre-Laplace limit theorem, central limit theorem.  Some statistical notions. Computer simulation, applications.

     

    13. References, textbooks and resources William Feller: Introduction to Probability Theory and Its Applications, Vol I-II, Wiley, 2005
    14. Required learning hours and assignment
    Kontakt óra
    Félévközi készülés órákra
    Felkészülés zárthelyire
    Házi feladat elkészítése
    Kijelölt írásos tananyag elsajátítása
    Vizsgafelkészülés
    Összesen