| TAMS07 | Probability, first course, 4,5 ECTS credits. /Sannolikhetslära/ |
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Prel. scheduled
hours: 48 |
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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 students to understand and use the basic probability theory, that is the theory for dealing with random experiments. The emphasis is on developing the statistical background required for use in engineering, economy and natural sciences. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) Calculus, algebra, differential and integral calculus, 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: TAMS08 Statistics, First Course for Y TAMS45 Stationary Stochastic Processes TAMS50 Applied Probability Models TSEA69 Image Processing TSIT64 Signal Theory TSRT35 Control Theory |
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| Organisation: Teaching is conducted in groups and consists of theory and exercises sessions. |
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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. Normal, exponential, binomial, poisson distributions etc. Poisson process. Law of large numbers and Central Limit Theorem. Moment generating function. |
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| Course literature: Please contact the department of mathematical statistics for information. |
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| Examination: | |||
| Written examination |
3 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Eva Enqvist Examiner: Per-Gösta Andersson Link to the course homepage at the department Course Syllabus in Swedish |
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