《概率论1》课程教学大纲.docxVIP

《概率论》课程教学大纲 一、课程基本信息 课程名称：概率论 课程代码：MAT921 学 分：3 学 时：3学时/课，共51学时。 二、任课教师、助教、教室等情况 （四）教 室：B108(经管2班)/B106(经管3班) （五）上课时间：周一1-3节(2班)，周一5-7节(3班)，共17周 （六）纪 律：1、无特殊情况，不允许无故缺课。 2、每次作业须在规定时间内提交。 三、阅读材料 （一）推荐教材：Morris DeGroot Mark Schervish, “Probability and Statistics”, 4th Edition, China Machine Press. （二）参考教材：George Casella Roger L. Berger, “Statistical Inference”, 2nd Edition, China Machine Press. 四、课程内容概要 （一）课程目标 This class will cover the main concepts and methods in probability theory and statistics. At the end of this course, the students are supposed to acquire basic techniques to deal with uncertainty and analyze data so as to make rational inferences and decisions. （二）课程内容 序号 题目 知识点 学时（课堂教授） 1 Ch.1 Introduction to Probability Basic set theory 2. Probability function 3. Probability on Finite sample space 4. Counting methods on simple sample space 5. The probability of a union of events 4 2 Ch.2 Conditional Probability Conditional Probability Independent Events Bayes Theorem 7 3 Ch.3 Random Variables and Distributions Random Variables Discrete Distribution Continuous Distribution The Cumulative Distribution Function Bivariate Distribution Marginal Distributions Independent Random Variables Conditional Distributions Multivariate Distribution Functions of a Random Variable Functions of Two or More Random Variables 10 4 Ch.4 Expectation The Expectation of a Random Variable Expectation for a Discrete Random Variable Expectation for a Continuous Distribution The Expectation of a Function Properties of Expectations Variance Properties of the Variances Moments Moment Generating Functions Mean and Median Covariance and Correlation Conditional Expectations 7 5 Ch.5 Special Distributions The Bernoulli and Binomial Distributions Hypergeometric Distribution The Negative Binomial Distributions and Geometric Distributions The Multinomial Distributions The Poisson Process and Poisson Distributions The Gamma Distribution The Exponential Distribution The Beta distributi