PROBABILITY THEORY
[English] AF: 127064 AR: 63238
| Titolo corso in inglese | PROBABILITY THEORY |
| Anno Accademico | 2011/2012 |
| Codice Insegnamento | EM2Q11 |
| Crediti formativi universitari | 7 |
| Livello laurea | Laurea Magistrale dm270 |
| Settore scientifico disciplinare | SECS-S/03 |
| Periodo | 1° Periodo |
| Anno corso | 1 |
Docenti
Corsi di laurea e percorsi
Programma
| Obiettivi Formativi | The first part of the course is intended to be an introduction to fundamentals of probability theory in order to devote the second part to nonparametric curve estimation (kernel methods). The use of these tools allows the analysis of macroeconomic as well as financial data and therefore the interpretation of a variety of economic phenomena through a set of instruments characterized by high degree of flexibility. |
| Contenuti |
FIRST PART: Introduction to probability theory Events, probability, axioms of probability, conditional probability, independence Distributions, expectations, moments, Joint and marginal distributions, dependence, conditional distributions, SECOND PART: Nonparametric methods for data analysis Nonparametric estimate of probability distributions (kernel density estimator) Practical use of the kernel density estimator to study some data set Nonparametric estimate of conditional density (stochastic kernels) for economic convergence analysis. |
| Testi di riferimento | Material available on the lecturer's website |
| Modalità di verifica dell'apprendimento | scritto |
| Metodi didattici | Conventional |
| Lingua di insegnamento | English |
