Probability and Statistics E (2017/2018) - Departamento de Matemática
Description

Basic discipline of Probability and Statistics, where the fundamentals of these twoscientific areasare taught.

Objectives

It is objective of this subject to teach the basics about probability theory, namely about probability, conditional probability, independence, random variables - their distribution, moments and some other characteristics - and the central limit theorem.

Learn the fundamentals about statistics, as the notion of population, sample and random sample, estimators, their sample distributions and some other properties, point estimation, estimation by confidence interval, hypotheses testing and simple linear regression.

Syllabus
Short Programme

1. Basic notions of probability.

2. Random variables and their probability distribution.

3. Moments of random variables.

4. Some important distributions.

5. Random vectors.

6. Central Limit Theorem.

7. Pointestimation.

8.Interval estimation.

9. Hypothesis testing.

10. Simple linear regression.

Bibliography

Guimarães e Cabral (1997). Estatística. McGraw-Hill.

Montgomery e Runger (2002). Applied Statistics and Probability for Engineers. Wiley.

Mood, Graybill e Boes (1974). Introduction to the Theory of Statistics. McGraw-Hill.

Murteira, B., Ribeiro, C., Silva, J. e Pimenta, C. (2007). Introdução à Estatística, 2ª edição. McGraw-Hill

Paulino e Branco (2005). Exercícios de Probabilidade e Estatística. Escolar Editora.

Pestana, D. e Velosa, S. (2002). Introdução à Probabilidade e à Estatística. Fundação Calouste Gulbenkian, Lisboa.

Rohatgi (1976). An Introduction to Probability Theory and Mathematical Statistics. Wiley.

Sokal e Rohlf (1995). Biometry. Freeman.

Tiago de Oliveira (1990). Probabilidades e Estatística: Conceitos, Métodos e Aplicações, vol. I, II. McGraw-Hill.

Prerequisites

Basics of mathematical analysis, pointing out some topological notions, primitives, integrals and functions of more than one variable.

Student work
  Hours per credit 28
  Hours per week Weeks Hours
Aulas teórico-práticas   56.0
Avaliação   4.0
Self study   90.0
Others   15.0
Total hours 165
ECTS 6.0