Syllabus

Titel
4875 Probability
LV-Leiter/innen
ao.Univ.Prof. Dr. Klaus Pötzelberger
Kontakt
  • LV-Typ
    PI
  • Semesterstunden
    2
  • Unterrichtssprache
    Englisch
Anmeldung
19.02.2019 bis 01.03.2019
Anmeldung über LPIS
Hinweise zur LV
Planpunkt(e) Bachelor
Termine
Wochentag Datum Uhrzeit Raum
Dienstag 05.03.2019 11:00 - 13:00 TC.3.01
Mittwoch 06.03.2019 13:30 - 15:30 TC.4.01
Dienstag 12.03.2019 11:00 - 13:00 TC.3.01
Mittwoch 13.03.2019 13:30 - 15:30 TC.4.01
Dienstag 19.03.2019 11:00 - 13:00 D4.0.022
Mittwoch 20.03.2019 13:30 - 15:30 TC.4.01
Dienstag 26.03.2019 08:00 - 10:00 D5.0.002
Mittwoch 27.03.2019 12:30 - 13:30 TC.4.03
Dienstag 02.04.2019 11:00 - 13:00 TC.3.01
Mittwoch 03.04.2019 13:30 - 15:30 TC.4.01
Dienstag 09.04.2019 11:00 - 13:00 D4.0.022
Mittwoch 10.04.2019 13:30 - 15:30 TC.4.01

Inhalte der LV

This is an undergraduate course which aims to provide students of Business Mathematics Specialization with the basic ideas of probability required for the study of Economics and related subjects.

Lernergebnisse (Learning Outcomes)

After completing this class successfully the student will have the ability to:

  • Define, describe and work with the basic concepts in probability,
  • Understanding and modeling of random phenomenon,
  • Use methods and ideas from probability to solve simple real-world problems.


Regelung zur Anwesenheit

Full attendance is compulsory. This means that students should attend at least 80% of all lectures, at most one lecture can be missed.

Lehr-/Lerndesign

The course consists of lectures and accompanying weekly tutorials The lecture part presents the theoretical concepts and gives examples. Students can work out a project in applied probability related to the taught material.

Leistung(en) für eine Beurteilung

  • 20% weekly tutorials
  • 45% final exam
  • 35% project in applied probability

There will be no opportunity to retake the final exam. The exam is a closed-book exam!

 

Teilnahmevoraussetzung(en) und Vergabe von Wartelistenplätzen

Successful completion of Analysis and Linear Algebra course is necessary.

Literatur

1 Autor/in: John A. Rice
Titel:

Mathematical Statistics and Data Analysis


Verlag: Thomson Brooks/Cole
Auflage: 3rd
Jahr: 2007
Art: Buch
2 Autor/in: Murray R Spiegel, John J. Schiller, R.Alu Sriniyasan
Titel: Schaum´s Outlines of Probability and Statistics

Verlag: McGraw Hill
Auflage: 2nd
Jahr: 2000
Prüfungsstoff: Nein
Diplomprüfungsstoff: Nein
Empfehlung: Referenzliteratur
Art: Buch
3 Autor/in: Pötzelberger Klaus
Titel:

Specialization in Business Mathematics: Probability

http://statmath.wu.ac.at/courses/probability/


Jahr: 2017
Prüfungsstoff: Ja
Empfehlung: Unbedingt notwendige Studienliteratur für alle Studierenden
Art: Skriptum

Erreichbarkeit des/der Vortragenden

klaus.poetzelberger@wu.ac.at

Detailinformationen zu einzelnen Lehrveranstaltungseinheiten

Einheit Datum Inhalte
1

Sample spaces, probability measures, computing probabilities.

Reference: Handout



2

Univariate probability distributions.

Reference: Handout chapter 2.



3

Univariate probability distributions.

Reference: Handout chapter 2.



4

Applications.

Reference: Handout chapter 3.



5

Multivariate probability distributions.

Reference: Handout chapter 4.



6

Multivariate probability distributions.

Reference: Handout chapter 5.



7

Limit laws, CRR model.

Reference: Handout chapter 6.



8

Limit laws, CRR model.

Reference: Handout chapter 6.


9

Monte Carlo simulation.

Reference: Handout chapter 7.


10

Projects.


11

Projects

12

Final Exam

Zuletzt bearbeitet: 01.03.2019



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