Checking date: 30/04/2025 19:49:10


Course: 2025/2026

Probability
(20354)
Bachelor in data and business analytics (Plan: 560 - Estudio: 203)


Coordinating teacher: ARRIBAS GIL, ANA

Department assigned to the subject: Statistics Department

Type: Basic Core
ECTS Credits: 6.0 ECTS

Course:
Semester:




Requirements (Subjects that are assumed to be known)
Uncertainty Modelisation (1st year, 2nd term)
Objectives
1. Understand the concept of random vector: description and applications. 2. Use the concept of correlation. 3. Work with the multivariate normal distribution. 4. Use the limit theorems and asymptotic results in statistical applications. 5. Understand the concept of statistics and its sampling distribution. 6. Obtain the sampling distribution of estimators in normal population and derive the associated confidence intervals. 7. Use computational tools for calculation of confidence intervals. 1. Information Management Skills. 2. Solve Problems independently. 3. To be capable of using creative thoughts when it comes to solve problems. 4. Critical Reasoning.
Description of contents: programme
1. Random vectors 2. Moments of random vectors 3. Multivariate models 4. Random vector transformations 5. Limit theorems
Learning activities and methodology
Theory (4 ECTS). Lectures with available material posted in internet. Problems (2 ECTS) Problem Solving classes.
Assessment System
  • % end-of-term-examination/test 40
  • % of continuous assessment (assigments, laboratory, practicals...) 60

Calendar of Continuous assessment


Extraordinary call: regulations
Basic Bibliography
  • Dimitri Bertsekas and John Tsitsiklis. Introduction to Probability. 2nd Edition. Athena Scientific. 2008
  • Jeffrey S. Rosenthal. A First Look at Rigorous Probability Theory. World Scientific Publishing. 2006
  • Rohatgi, V.K. and Ehsanes Saleh, A.K.Md.. An Introduction to Probability and Statistics.. Wiley. 2001
  • Sheldon M. Ross. A First Course in Probability. Prentice Hall. 2010
Additional Bibliography
  • Feller, W.. An Introduction to Probability Theory and Its Applications, vol 1.. Wiley. 1968

The course syllabus may change due academic events or other reasons.


More information: https://portal.uc3m.es/portal/page/portal/dpto_estadistica/personal/ana_arribas_gil