The purpose of the modules is to explain, at an intermediate level, the basis of probability theory and some of its more relevant theoretical features.
The topics will be illustrated and explained through many examples.
Students are expected to acquire the language and the concepts needed to better understand the probabilistic models and the statistical techniques used in their subjects.
- Random experiments, events, event trees.
- Algebras and sigma-algebras, axiomatic definition of probability, probability spaces, properties of probability.
- Conditional probability, Bayes theorem, stochastic independence for events.
- Random variables, measurability, cumulative distribution function.
The final assessment will be through a written paper.
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