Infopaket

Probability Theory for Economists

ОК 14

Обов’язкова дисципліна для ОП

First

2022/2023

2 Semester

5

PLO 8. Apply appropriate economic-mathematical methods and models to solve economic problems. PLO 12. Apply the acquired theoretical knowledge to solve practical tasks and meaningfully interpret the obtained results. PLO 21. Be able to think abstractly, apply analysis and synthesis to identify key characteristics of economic systems of different levels, as well as specifics of their subjects’ behavior.

1. Know the basic concepts of the theory of boundaries of sequences and functions, the concept of differentiation and integration of a function of one variable. 2. Have the skills to differentiate and integrate the functions of one variable, the application of derivatives to the study of functions.

The curriculum consists of the following content modules: Content module 1. "Random events and their probabilities. Random quantities and distribution functions ", which discusses the basic concepts of probability theory, axioms of probability theory, discrete random variables, continuous random variables, numerical characteristics of random variables; Content module 2. "Sequences of random variables. Boundary theorems of probability theory. Elements of the theory of random processes-1 ", which considers the limit theorems of probability theory: the law of large numbers, the central limit theorem; characteristic functions, discrete Markov chains, ergodic theorem for discrete Markov chains, basic types of random processes, processes with independent increments, Wiener process, reduction processes, branching processes.

Chernyak O.I., Obushna O.M., Stavytskyi A.V. Probability theory and mathematical statistics. Collection of problems. - K.: Znannia, 2002. Chernyak O.I., Lyashenko O.I., Kravets T.V., Banna O.L. Probability theory and mathematical statistics. Workshop. - Ternopil: Economic Opinion, 2019. Barkovsky V. V., Barkovsky N. V., Lopatin O. K. Probability theory and mathematical statistics. Textbook – K.: Center for Educational Literature, 2019. Karmelyuk G.I. Probability theory and mathematical statistics. Guide to solving problems: Education. manual.– K.: Center for Educational Literature, 2019.

Lectures, practical classes, consultations, independent work.

Semester assessment: (maximum score of 60 points / marginal score of 36 points) 1. Surveys and problem solving – 20 points / 12 points; 2. Modular test work (2 MTW 10 points max. each) – 40 points / 24 points. The final assessment is conducted in the form of an exam with a maximum score of 40 points (marginal score of 24 points).

Ukrainian