Keio University Syllabus and Timetable

INTRODUCTION TO PROBABILITY THEORY 1

Subtitle確率論入門
Lecturer(s)KAWABI, HIROSHI
Credit(s)2
Academic Year/Semester2023 Spring
Day/PeriodMon.1
CampusHiyoshi
Class FormatFace-to-face classes (conducted mainly in-person)
Registration Number87344
Faculty/Graduate SchoolECONOMICS
Department/MajorECONOMICS Type A, B
Year Level2
FieldMAJOR SUBJECTS ELECTIVE
Course DescriptionThis is an introductory course of probability theory, which are necessary for studying economics. In the course "Introduction to Probability Theory 2", students learn the concept of convergence of random variable sequences, the law of large numbers, and the basic ideas of the central limit theorem.
K-Number FEC-EC-25203-211-12
Course AdministratorFaculty/Graduate SchoolFECECONOMICS
Department/MajorECECONOMICS
Main Course NumberLevel2Second-year level coursework
Major Classification5Major Subjects Course- Advanced Course
Minor Classification20Lecture - Other
Subject Type3Elective subject
Supplemental Course InformationClass Classification2Lecture
Class Format1Face-to-face classes (conducted mainly in-person)
Language of Instruction1Japanese
Academic Discipline12Analysis, applied mathematics, and related fields

Course Contents/Objectives/Teaching Method/Intended Learning Outcome

今後, 本格的に理論経済学, 計量経済学, 金融数理を学ぶ際に必要となる確率論の初歩を, 確率論入門 I, II を通して一つの講義と捉えて, 地道に学んでいく。

確率論入門 I では, 初等的確率論の問題から始め, 主に離散的な値をとる確率変数や離散集合上の分布を扱うが, 途中で秋学期の確率論入門 II への準備を兼ねて, 2変数関数の積分についても学習する。(この部分は1年生の微分積分の講義の最後で学んだ積分の続編である。)

講義では具体的な例を多く挙げて理解を促すつもりである。

Course Plan

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Method of Evaluation

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Textbooks

石谷 謙介『ガイダンス確率統計』(サイエンス社)

Reference Books

笠原 勇二『明解 確率論入門』(数学書房)

今野 紀雄, 井出 勇介, 瀬川 悦生, 竹居 正登, 大塚 一路『横浜発 確率・統計入門』(産業図書)

吉田伸生『確率の基礎から統計へ』(日本評論社)

Lecturer's Comments to Students

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Question/Comments

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