| NMAC19 |
Regression Analysis and Queueing Theory, 6 ECTS credits.
/Regressionsanalys med köteori /
For:
Mat
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Prel. scheduled
hours: 44
Rec. self-study hours: 116
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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 give knowledge of models, describing relationships between variables, and ability to apply the models to data. To give knowledge of queueing models and their applications.
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Prerequisites: (valid for students admitted to programmes within which the course is offered)
NMAB06 Mathematical Statistics, first course, or a similar 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:
The teaching consists of lectures, lessons and obligatory computer exercises.
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Course contents:
Random vectors and multivariate normal distribution. Multiple linear regression: parameter estimation, tests, confidence and prediction intervals, residual analysis, transformation of variables, model selection. Queueing Theory: The Poisson process, Markov processes, Little´s Formula, Markov queueing systems (one server, several servers, finite and infinite carrying capacity), Erlang´s formulae, more general queueing systems, networks of queueing systems, simulation of queueing systems.
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Course literature:
Information will be given later.
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Examination: |
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A written examination Computer exercises |
3,5 p 0,5 p
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Course language is English.
Department offering the course: MAI.
Director of Studies: Eva Enqvist
Examiner: John M. Noble
Course Syllabus in Swedish
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