Probability ΙΙ (7,5 ECTS)

    Course Code: 
    6142
    Semester: 
    2nd
    Compulsory Courses
    Διδάσκων: 

    DELLAPORTAS PETROS - VAKEROUDIS STAVROS

    Joint random variables distribution, Conditional probability density, conditional mean value. Random variable functions, density transformations, distribution of sums of independent random variables, density convolution. Ordered samples. χ2, t, and F distributions. Multivariate distributions. The Multivariate Normal Distribution. Convergence in distribution.  The Central Limit Theorem.

    Recommended Reading

    • Ross, S., Βασικές Αρχές θεωρίας πιθανοτήτων, Εκδόσεις Κλειδαριθμός ΕΠΕ, 2011.
    • Κούτρας Μ., Εισαγωγή στη θεωρία Πιθανοτήτων και Εφαρμογές, Εκδόσεις Τσότρας, 2016.
    • Παπαΐωάννου Τ.,  Θεωρία Πιθανοτήτων και Στατιστικής, Εκδόσεις Σταμούλης Α.Ε., 1997.
    • Feller, W. (1968). An Introduction to Probability Theory and its Applications. Wiley, N.Y.
    • Hoel P., Port S., Stone C., «Εισαγωγή στη Θεωρία Πιθανοτήτων»,  ITE Παν/κές Εκδόσεις Κρήτης, 2009.
    • Hogg, R. and Graig, A. (1970). Introduction to Mathematical Statistics, Third Ed., The Macmillan Co., New York.
    • Hogg,R.V. and Tanis,E.A. (2000). Probability and Statistical Inference. Prentice Hall.
    • Mendenhall, W., Beavec R.J. & Beaver, B.M. (1999): Introduction to Probability & Statistics (10th edition), Duxbury Press.
    • Mood, A., Graybill, F. and Boes, D. (1974). Introduction of the Theory of Statistics. McGraw-Hill.
    • Ross, S. (1976). “A First Course in Probability”. Collier, Macmillan, New York.
    • Ross, S. (1983). “Introduction to Probability Models”. 2nd Ed. Academic Press, New York.
    • Gut, Alan. (2009). A Second Course in Probability, 2nd ed. Springer Verlag.

    (old title: Distribution Theory)

    The courses outline is here.