HU Credits:
4
Degree/Cycle:
1st degree (Bachelor)
Responsible Department:
Statistics
Semester:
2nd Semester
Teaching Languages:
Hebrew
Campus:
Mt. Scopus
Course/Module Coordinator:
Benjamin Yakir
Coordinator Office Hours:
By appointment
Teaching Staff:
Mr. Raphael Sirat, Prof Benjamin Yakir
Course/Module description:
The course enhances the basic knowledge that is acquired in the course “Basic Probability” (52220). The topics that were presented in the basic course will be developed and generalized. New topics will be introduced and models that form the basic toolbox of the statistician will be described.
Course/Module aims:
The main aim of this course is to solidify the knowledge in probability theory that is required of students of statistics for their subsequent studies in statistics, operational research, and applied probability. Another goal is to enhance the students’ computational skills.
Learning outcomes - On successful completion of this module, students should be able to:
1. Quote and apply the definitions that were presented in the course.
2. Solve simple probabilistic problems and carryout theoretical probabilistic computations.
3. Quote the probabilistic theorems that were described at class and produce at least one example in the context of each theorem.
4. Prove simple corollaries using the theorems.
Attendance requirements(%):
No attendance requirement
Teaching arrangement and method of instruction:
Lecture and exercise.
Course/Module Content:
1. Probability and the distribution of a single random variable
2. The joint distribution of several random variables
3. Multinormal distribution
4. An introduction to limit theorems and to stochastic processes
Required Reading:
Class notes.
Additional Reading Material:
1. A first course in statistics, 8th edition, by Sheldon Ross.
2. Introduction to Probability, second edition, by Bertsekas and Tsitsiklis
Grading Scheme :
Written / Oral / Practical Exam 50 %
Submission assignments during the semester: Exercises / Essays / Audits / Reports / Forum / Simulation / others 18 %
Mid-terms exams 32 %
Additional information:
Each part of the course will include a computeriized quiz. Each quiz will determine 2.5% of the final score as MAGEN.
At the end of each part we will have an exam. Each exam will include questions in the spirit of the questions that will be discussed in the exercise. The score of each exam will determine 8% of the final score as MAGEN. The exams will administered in ZOOM.
A computerized exercise is attached to each exam with questions at the style and the level expected at the exam. After the submition of the computerized exercise the solutions and a dedicated forum will be opened. Active participation in the forum awards 2 points as MAGEN in the final grade (a total of 8 points for active participation in all the forums).
The format of the final examination will be similar to the format of the interim exams and will combine the material required in them all. The final examination will determine 50% of the final score.
At the end of each part we will include a chapter that deals with computerized simulations. Each of these chapters will involve a programming project in R. The intention is that these projects will be evaluated automatically. The completion of each project will give a single bonus point. The completion of all 4 project will give an extra point (in total, up to bonus of 5 points to be added to the final score). The material on simulation will not be included in the intyerim exams nor in the final examination.
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