| NMAC12 | Probability Theory, second course, 7,5 ECTS credits. /Sannolikhetsteori, fortsättningskurs/ |
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Area of Education: Science Subject area: Mathematics |
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| Advancement level
(A-D): C
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| Aim: To provide the student with a solid background and understanding of the basic results and methods in probability theory needed in more advanced courses in mathematical statistics and related subjects. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) NMAB 06 Probability and statistics, first course 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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| Organisation: Teaching is performed in groups and consists of lessons dealing with theory and exercises. Obligatory projects may be given. |
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| Course contents: Multivariate random variables. Conditioning. Probability generating function, moment generating function, characteristic function. Order statistics. The multivariate normal distribution. Convergence concepts. The law of large numbers and the central limit theorem. |
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| Course literature: Gut, Allan: An Intermediate Course in Probability, Springer (1995). |
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| Examination: | |||
| Written examination Written or oral examination (theory) |
4 p 1 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Eva Enqvist Examiner: Pontus Andersson Link to the course homepage at the department Course Syllabus in Swedish |
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