IGESS (Institute for Global Economics and Social Sciences)

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MAT200XF(数学 / Mathematics 200)
Probability Models and Applications

Kazuhiro YASUDA

Class code etc
Faculty/Graduate school IGESS (Institute for Global Economics and Social Sciences)
Attached documents
Year 2021
Class code H9705
Previous Class code
Previous Class title
Term 秋学期授業/Fall
Day/Period 火5/Tue.5
Class Type
Campus 小金井
Classroom name
Grade
Credit(s)
Notes
Open Program
Open Program (Notes)
Global Open Program
Interdepartmental class taking system for Academic Achievers
Interdepartmental class taking system for Academic Achievers (Notes)
Class taught by instructors with practical experience
SDGs CP
Urban Design CP
Diversity CP
Learning for the Future CP
Carbon Neutral CP
Chiyoda Campus Consortium
Category General Education Courses/総合教育科目
Global Open Program/グローバルオープン科目
Faculty Sponsored Department Science and Engineering

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Outline and objectives

Learning a basic part of probability theory and some applications in English.

Goal

The purpose of this course is to understand the basic part of probability theory and some applications.

Default language used in class

英語 / English

Method(s)(学期の途中で変更になる場合には、別途提示します。 /If the Method(s) is changed, we will announce the details of any changes. )

Lecture-style.

Active learning in class (Group discussion, Debate.etc.)

なし / No

Fieldwork in class

なし / No

Schedule

※各回の授業形態は予定です。教員の指示に従ってください。

1:Introduction

An introduction to learn mathematics in English.

2:Probability 1

Sample space, event, probability and independence.

3:Probability 2

Random variable and distribution.

4:Probability 3

Expectation and variance.

5:Probability 4

Discrete distribution, binomial distribution, and Poisson distribution.

6:Probability 5

Continuous distribution, uniformly distribution, exponential distribution and normal distribution.

7:Probability 6

Joint distribution, covariance and correlation.

8:Probability 7

Conditional probability, Bayesian inference and conditional expectation.

9:Probability 8

Review of probability parts.

10:Application 1

Random walk.

11:Application 2

Markov chain.

12:Application 3

Poisson process and compound Poisson process.

13:Application 4

Brownian motion.

14:Application 5

Review of application parts.

Work to be done outside of class (preparation, etc.)

【本授業の準備・復習等の授業時間外学習は、4時間を標準とする】(Preparatory study and review time for this class are totally 4 hours.)
As preparing learning, fundamental calculus and linear algebra should be reviewed.
During the term, learning probability theory from "English" textbooks.

Textbooks

Nothing special.

References

I will introduce references in classes as appropriate.

Grading criteria

Class participation (50%) and Reports (50%). Reports will be handed back with feedback.

Changes following student comments

Nothing special.

Others

Note that this lecture is not a lecture for studying English.