| NMAB06 | Probability and Statistics, First Course, 15 ECTS credits. /Matematisk statistik, grundkurs/ |
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Prel. scheduled
hours: 120 |
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Area of Education: Science Subject area: Mathematics |
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| Advancement level
(A-D): B
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| Aim: The course is intended to teach the students to understand and use basic probability and statistical theory, that is the theory for dealing with random experiments. The emphasis is on model building and analysis and interpretation of data from random experiments. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) Calculus, algebra, power series and differential equations. Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Supplementary courses: NMAC 12 Probability Theory, second course NMAC 02 Regression and Analysis of Variance with Design of Experiments NMAC 10 Stationary Stochastic Processes NMAD 01 Markov and Renewal Processes |
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| Organisation: Teaching consists of lectures, lessons and obligatory computer exercises. |
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| Course contents: Sample space, events and probabilities. Combinatorics. Conditional probabilities. Continuous and discrete random variables. Functions of random variables. Expectation, variance, covariance and correlation. Moment generating function. Functions of random variables. Normal, exponential, binomial, poisson distributions etc. Poisson process. Law of large numbers and Central Limit Theorem. Random number generation. Birth and death processes. Descriptive statistics. Point estimation according to the method of moments, maximum likelihood and least squares methods. Chi-square- and t-distributions. Confidence intervals. Hypothesis testing. Chi-square tests. Random vectors. Multiple linear regression. |
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| Course literature: Blom, G: Sannolikhetsteori med tillämpningar (bok A). Studentlitteratur. Blom, G: Statistikteori med tillämpningar (bok B). Studentlitteratur. Compendium with exercises. Handbook of formulas published by the department. |
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| Examination: | |||
| Written examination Written examination Written examination Written examination Laboratory work |
1 p 4 p 1 p 3,5 p 0,5 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Eva Enqvist Examiner: Åke Hammarström/Torkel Erhardsson Course Syllabus in Swedish |
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