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 2022
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 各学部・研究科等の時間割等で確認
Grade 2~4
Credit(s) 2
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

授業形態/methods of teaching:対面/face to face

※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[対面/face to face]:Introduction

An introduction to learn mathematics in English.

2[対面/face to face]:Probability 1

Sample space, event, probability and independence.

3[対面/face to face]:Probability 2

Random variable and distribution.

4[対面/face to face]:Probability 3

Expectation and variance.

5[対面/face to face]:Probability 4

Discrete distribution, binomial distribution, and Poisson distribution.

6[対面/face to face]:Probability 5

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

7[対面/face to face]:Probability 6

Joint distribution, covariance and correlation.

8[対面/face to face]:Probability 7

Conditional probability, Bayesian inference and conditional expectation.

9[対面/face to face]:Probability 8

Review of probability parts.

10[対面/face to face]:Application 1

Random walk.

11[対面/face to face]:Application 2

Markov chain.

12[対面/face to face]:Application 3

Poisson process and compound Poisson process.

13[対面/face to face]:Application 4

Brownian motion.

14[対面/face to face]: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

In-class contribution (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.