| NMAB27 | Probability and Statistics, First Course, 7,5 ECTS credits. /Sannolikhetslära/ |
||
Prel. scheduled
hours: 120 |
|||
|
Area of Education: Science Subject area: Mathematics |
|||
| Advancement level
(A-D): B
|
|||
| Aim: The course is intended to teach the students to understand and use basic probability that is the theory for dealing with random experiments. |
|||
| Prerequisites: (valid for students admitted to programmes within which the course is offered) Calculus, algebra, 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. |
|||
| Supplementary courses: NMAC 12 Probability Theory, second course NMAC 20 Stationary Stochastic Processes NMAC 22 Queueing Theory TAMS 22 Probability Theory and Bayesian Networks |
|||
| Organisation: Teaching consists of lectures and lessons. |
|||
| Course contents: Sample space, events and probabilities. Combinatorics. Conditional probabilities. Continuous and discrete random variables. Functions of random variables. Expectation, variance, covariance and correlation. Moment generating function. Functions of random variables. Normal, exponential, binomial, poisson distributions etc. Poisson process. Law of large numbers and Central Limit Theorem. Random number generation.Poisson process. Birth and death processes. |
|||
| Course literature: Blom, G: Sannolikhetsteori med tillämpningar (bok A). Studentlitteratur. Compendium with exercises. Handbook of formulas published by the department. |
|||
| Examination: | |||
| Written examination Written examination |
1 p 4 p |
||
Course language is Swedish. Department offering the course: MAI. Director of Studies: Eva Enqvist Examiner: Åke Hammarström Course Syllabus in Swedish |
|||
|
|
 |
|||||
| ||||||