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FACULTY of SCIENCE / DEPARTMENT of MATHEMATICS

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MAT2001Probability and Statistics I4+0+0ECTS:6
Year / SemesterFall Semester
Level of CourseFirst Cycle
Status Compulsory
DepartmentDEPARTMENT of MATHEMATICS
Prerequisites and co-requisitesNone
Mode of DeliveryFace to face
Contact Hours14 weeks - 4 hours of lectures per week
LecturerProf. Dr. Tülay YAZIR
Co-LecturerPROF. DR. Tülay KESEMEN,
Language of instructionTurkish
Professional practise ( internship ) None
 
The aim of the course:
The objective of this course is to initiate students to Probability Theory in which the main tools are those of Measure Theory. The proposed outline constitutes the prerequisites for Stochastic Calculus and other studies in the domain of stochastic processes.
 
Learning OutcomesCTPOTOA
Upon successful completion of the course, the students will be able to :
LO - 1 : apply probability concepts to solve problem 1,41,
LO - 2 : apply concepts of independent events to solve problems 1,31,
LO - 3 : apply probability concepts to solve complex problems 1,41,
CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), LO : Learning Outcome

 
Contents of the Course
Random variable concept, probability space, probability distributions with one variable, multivariate probability distributions, mathematical expectation value, characteristics functions, producer functions, expectation value with condition, some inequalities, some discrete and concrete probability distributions
 
Course Syllabus
 WeekSubjectRelated Notes / Files
 Week 1Basics of the Probability Theory and Probability Space
 Week 2Conditional Probability, independent events, Bayes's theorems
 Week 3Examples and Random variables
 Week 4Distribution of functions of random variables, probability functions and distribution functions
 Week 5Expectations of random variables and variance
 Week 6Moment generating functions, properties of characteristic functions and properties.
 Week 7Multidimensional random variables and common distributions, common probability functions, density of common probability function
 Week 8Problem Solutions, covariance and correlation coefficients
 Week 9Mid-term exam
 Week 10Some discontinuous distributions (Bernoulli, Binom, geometric, hiper-geometric, Poisson)
 Week 11Properties of discontinuous distributions and problem solutions
 Week 12Some continuous distributions (Gamma, Beta)
 Week 13Normal distributions, standard normal distribution and properties of normal distributions
 Week 14Problem solutions
 Week 15Ki-Square distribution, student-T distribution, F-distribution and properties.
 Week 16End-of-term exam
 
Textbook / Material
1[1] AKDENİZ, F. Olasılık ve İstatistik(2007) Nobel Kitabevi, ADANA.
 
Recommended Reading
1 W.Micheal. Probability with Applications(1975) McGraw-Hill, Kagakusha
2R.Sheldom A first course in probability(2006) Pearson Prentice Hall
3Chandara,T.K. and Chattrjee,D. A first course in probability(2001) Alpha Science International
 
Method of Assessment
Type of assessmentWeek NoDate

Duration (hours)Weight (%)
Mid-term exam 9 23/11/2021 2 50
End-of-term exam 16 12/01/2021 2 50
 
Student Work Load and its Distribution
Type of workDuration (hours pw)

No of weeks / Number of activity

Hours in total per term
Yüz yüze eğitim 4 14 56
Sınıf dışı çalışma 6 14 84
Arasınav için hazırlık 7 1 7
Arasınav 5 1 5
Kısa sınav 1.3 1 1.3
Dönem sonu sınavı için hazırlık 10 1 10
Dönem sonu sınavı 5 1 5
Total work load168.3