Politecnico di Torino
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Politecnico di Torino
Academic Year 2012/13
01PEOMQ
Probability, statistics and safety
1st degree and Bachelor-level of the Bologna process in Mathematics For Engineering - Torino
Teacher Status SSD Les Ex Lab Tut Years teaching
Gasparini Mauro ORARIO RICEVIMENTO PO SECS-S/01 80 30 10 0 1
SSD CFU Activities Area context
MAT/06
SECS-S/01
6
6
B - Caratterizzanti
C - Affini o integrative
Formazione modellistico-applicativa
Attivitą formative affini o integrative
Subject fundamentals
The course deals with the main probability-based statistical techniques.
Expected learning outcomes

The student will learn the fundamental notions of Probability and will learn Statistics from a mathematical point of view, along with several methodologies useful in dealing with modelling uncertainty and treating variability.
Prerequisites / Assumed knowledge
Mathematical Analysis (I and II) and Geometry
Contents
Convergence of sequences of random variables.
Characteristic functions.
Order statistics.
Central limit theorem.
The multivariata normal distribution.
Conditional expectation.
Probability models via graphs.
Probabilistic simulation.
Sampling distributions.
Asymtotic methods.
Sufficiency.
Point estimation.
Interval estimation.
Hypothesis testing.
Introduction to linear models.
Bayesian parametric statistics.
Delivery modes
Traditional exercise sessions will complement lectures, whereas appropriate statistical software will be used in computer lab sessions.
Texts, readings, handouts and other learning resources
Jean Jacod e Philip Protter. Probability Essentials, Springer-Verlag 2004.
Mauro Gasparini. Modelli probabilistici e statistici, CLUT 2006.
George Casella e Roger L. Berger. Statistical Inference Duxbury Press 2002.
Sheldon M. Ross. Probabilitą e Statistica per l'ingegneria e le scienze. Apogeo 2005.
Maria Piera Rogantin. Introduzione alla Statistica. CLUT 2000.
Assessment and grading criteria
The exam will be written and oral.

Programma provvisorio per l'A.A.2012/13
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