| TAMS19 | Probability and Statistics, First Course, 8 ECTS credits. /Matematisk statistik, grundkurs för TB/ |
||
Prel. scheduled
hours: 94 |
|||
|
Area of Education: Science Subject area: Mathematics |
|||
| Advancement level
(A-D): B
|
|||
| Aim: The course is intended to teach students to understand and use basic probability and statistical theory, that is the theory for dealing with random experiments. The emphasis is on developing the statistical background required for use in engineering, biology and other natural sciences. |
|||
| Prerequisites: (valid for students admitted to programmes within which the course is offered) Calculus: derivatives and integrals, power series and differential equations. Linear algebra. 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: TAMS23 Statistical methods in bioinformatics TAMS12 Biostatistics TSEA70 Signal and image analysis |
|||
| Organisation: Teaching consists of lectures, lessons and obligatory computer exercises. |
|||
| Course contents: Probability theory: 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, covariance and correlation. Law of large numbers and the central limit theorem. Poisson process. Statistics: Point estimation. Properties of estimators. The method of maximum likelihood, the method of moments and the least squares method. Chi-square, t and F distribution. Confidence intervals for the cases with one or several samples from the normal distribution and for cases where normal approximations are used. Tests of statistical hypotheses. Chi-square tests. Random vectors. Multivariate normal distribution. Multiple linear regression. Descriptive statistics. |
|||
| Course literature: G. Blom, J. Enger, G. Englund, J. Grandell, L. Holst: Sannolikhetsteori och statistikteori med tillämpningar. Studentlitteratur. Compendium E. Enqvist, Grundläggande regressionsanalys. Compendium with exercises. Handbook of formulas published by the department. |
|||
| Examination: | |||
| Written examination Written examination Computer exercises |
2,5 p 2,5 p 0,5 p |
||
Course language is Swedish. Department offering the course: MAI. Director of Studies: Eva Enqvist Examiner: Per Gösta Andersson Course Syllabus in Swedish |
|||
|
|
 |
|||||
| ||||||