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 授業科目
 Course Title
応用確率モデル論
Theory of Applied Stochastic Models 
 担当者
 Instructor
准教授 加藤 憲一  後学期 火曜日2時限
 単 位
 Credit
2

関連するディプロマポリシー Related Diploma Policy
時代の課題と社会の要請に応えた専門的知識と技能/Expert knowledge and skills to address the issues of the age and the demands of society
 
到達目標 Target to be Reached
At the end of the course, students will able to understand (i) basic concepts of probability theory includes probability space, random variables, and distributions, (ii) concept of theory of large numbers and its applications.
 
授業内容 Course Content
The course will contain proofs of theorem and explanations of concepts behind a method or definition. As necessary, the course will introduce application examples in natural science and social science fields.
 
授業計画 Course Planning
Schedule of the course:
Probability space
1 Sample space and events
2 Basic definition of probability
Probability distribution and limit theorems
3 Binomial distribution
4 Poisson approximation
5 Poisson distribution
6 Normal distribution
7 Normal approximation
Law of large numbers and its application
8 Sequence of random variables
9 Some examples
10 Expectation
11 Chebyshev's inequality
12 Law of large numbers
13 Theory of fair games
14 Summary of the lecture

 
授業運営 Course Management
The course consists of lectures. And sometimes teacher does quiz questions in a lecture.
 
評価方法 Evaluation Method
Oral presentation and answers to questions in a lecture.
 
オフィスアワー Office Hour (s)
From 11:00 to 12:30 on Thursday, room 13-203.
 
使用書 Textbook (s)
W. Feller,An Introduction to Probability Theory and Its Applications,Third Edition,John Willey & Sons
宮沢政清『確率と確率過程』[近代科学社]2003年


 
 
 
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