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Valid for year : 2008
 
TAMS15 Mathematical Statistics, First Course, 6 ECTS credits.
/Matematisk statistik I, grundkurs/

For:   BAS-X   I   Ii   KA   Mat  

 

Prel. scheduled hours: 56
Rec. self-study hours: 104

  Area of Education: Science

Subject area: Mathematics
  Advancement level (G1, G2, A): G1

Aim:
In broad terms, this course gives an introduction to the mathematical modelling of random experiments, with a special emphasis on applications in science, technology, and economics. After completing the course the student will be expected to be able to:
  • identify experiments where the result is influenced by random factors.
  • describe the basic concepts and theorems of probability theory, e.g., random variable, density function, and the law of large numbers.
  • construct suitable probabilistic models for random experiments.
  • compute important quantities in probabilistic models, e.g., probabilities and expectations.
  • construct and analyse probabilistic models for certain time-dependent randomly varying quantities, e.g., the number of customers in a queueing system.
  • follow a basic course in statistics.


Prerequisites: (valid for students admitted to programmes within which the course is offered)
Algebra and calculus, especially differentiation, integration, multiple integration and series.

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.
Supplementary courses:
TAMS65 Mathematical Statistics, second course, TAMS22 Queueing Theory, TAMS46 Probability Theory, second course, TAMSxy Stochastic Processes, TPPE13 Production and Operations Management, TPPE29 Financial Markets and Instruments.

Organisation:
Teaching is performed in groups and consists of lessons dealing with theory and exercises.
Course contents:
Sample space, events and probabilities. Combinatorics. Conditional probabilities and independent events. Discrete and continuous random variables, their probability distributions, expectations and variances. Normal, exponential, binomial, poisson distributions etc. Functions of random variables. Multidimensional random variables, covariance and correlation. Law of large numbers and the central limit theorem. Simulation of random numbers. Poissonprocesses. Birth- and death-processes. Queueing theory.
Course literature:
Blom, G.: Sannolikhetsteori med tillämpningar (Bok A). Studentlitteratur. Compendium with exercises. Handbook of formulas published by the department.
Examination:
Written examination
 6 ECTS
 


Course language is Swedish.
Department offering the course: MAI.
Director of Studies: Eva Enqvist
Examiner: Torkel Erhardsson
Link to the course homepage at the department


Course Syllabus in Swedish

Linköping Institute of Technology
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Contact: TFK , val@tfk.liu.se
Last updated: 06/11/2015