2022/2023

Degree | Type | Year | Semester |
---|---|---|---|

2503852 Applied Statistics | FB | 1 | 2 |

- Name:
- Maria Jolis Gimenez
- Email:
- maria.jolis@uab.cat

- Principal working language:
- catalan (cat)
- Some groups entirely in English:
- No
- Some groups entirely in Catalan:
- Yes
- Some groups entirely in Spanish:
- No

Calculus 1 and Introduction to Probability.

`Probability is a branch of Mathematics that has multiple applications in practically all areas of science and technology.`

It is also the language of inferential statistics. By this reason, this is one of the fundamental subjects of the Degree in Applied Statistics.

In this second course, it is intended to deepen in some of the subjects started in the Introduction to Probability course and to present new topics

such as simulation of random variables and Markov chains.

` `

- Calculate and reproduce certain mathematical routines and processes with agility.
- Critically and rigorously assess one's own work as well as that of others.
- Make efficient use of the literature and digital resources to obtain information.
- Select and apply the most suitable procedures for statistical modelling and analysis of complex data.
- Students must be capable of applying their knowledge to their work or vocation in a professional way and they should have building arguments and problem resolution skills within their area of study.
- Students must be capable of communicating information, ideas, problems and solutions to both specialised and non-specialised audiences.
- Use quality criteria to critically assess the work done.

- Critically assess the work done on the basis of quality criteria.
- Distinguish deterministic models from probabilistic-statistical models.
- Make effective use of references and electronic resources to obtain information.
- Reappraise one's own ideas and those of others through rigorous, critical reflection.
- Recognise the usefulness of mathematical methods (calculus, algebra, numerical methods) for probabilistic modelling.
- Students must be capable of applying their knowledge to their work or vocation in a professional way and they should have building arguments and problem resolution skills within their area of study.
- Students must be capable of communicating information, ideas, problems and solutions to both specialised and non-specialised audiences.
- Use probabilistic models to describe data in contexts of uncertainty and deduce behaviour patterns.

1. Simulation of random variables.

2. Random vectors. Basic definitions. Discrete random vaectors. Covariance, correlation. Independents random variables.

3. Probability generation and moment geneerating functions.

4. Convergence of rnadom sequences. Convergence in probability, in quadratic mean, almost sure. convergence in distribution.

5. Laws of Large Numbers. Central Limit Theorem. Applications..

6. Markov chains with finite set of states.

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There will be three types of classroom activities: theory classes, problems classes and practical classes.
During the theory classes we will develop the concepts and results that are at the core of the subject.
A collection of exercices lists will be published to work in class of problems that students must have worked in before.
The practices will be in the computer rooms and using specialized software like R. The attendance to the classes of practices is obligatory.
```

**Annotation**: Within the schedule set by the centre or degree programme, 15 minutes of one class will be reserved for students to evaluate their lecturers and their courses or modules through questionnaires.

Title | Hours | ECTS | Learning Outcomes |
---|---|---|---|

Type: Directed | |||

Classes of problems | 18 | 0.72 | 4, 1, 2, 6, 5, 3 |

Classes of theory | 26 | 1.04 | 4, 1, 2, 7, 5, 8 |

Type: Supervised | |||

Classes of practice | 8 | 0.32 | 4, 1, 2, 7, 6, 5 |

Type: Autonomous | |||

Personal study | 82 | 3.28 | 4, 2, 5, 3, 8 |

`The continuous evaluation will consist of two partial examinations (eliminatory) with a weight of 40% each and the evaluation of the practices`

that will represent 20%.
In the evaluation of the practices will be taken into account the delivery of various works as well as the carrying out of an exam.
The recoverable part will be the one corresponding to the partial exams.

` In order to pass the course a minimum grade of 3 is required in the partials and the practices is required.`

Title | Weighting | Hours | ECTS | Learning Outcomes |
---|---|---|---|---|

Continued evaluation | 100% | 12 | 0.48 | 4, 1, 2, 7, 6, 5, 3, 8 |

Exam of recuperation | 80% | 4 | 0.16 | 4, 1, 2, 7, 6, 5, 3, 8 |

X. Bardina. *Càlcul de probabilitats. *Materials UAB, 139.

M.H. de Groot. *Probabilidad y estadística*. Addison-Wesley Iberoamericana.

W. Mendenhall et al. *Estadísitica Matemática con aplicaciones*. Grupo editorial Iberoamérica.

K.L. chung. *Teoría elemental de la probabilidad y los procesos estocásticos*. Ed. Reverté.

S.M. Ross.* A First course in probability*. Ed. MacMillan.

We will use statistical software R.