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Valid for year : 2006
 
TAMS07 Probability, first course, 4,5 ECTS credits.
/Sannolikhetslära/

For:   BKM   C   Fys   Y   Yi  

 

Prel. scheduled hours: 46
Rec. self-study hours: 74

  Area of Education: Science

Subject area: Mathematics
  Advancement level (A-D): B

Aim:
The aim of the course is to provide an introduction to the mathematical modelling of random experiments. The emphasis is on methods applicable to problems in engineering, economy and natural sciences. After completing the course the student should have the knowledge and skills required to
  • Identify experimental situations where random influence may affect the results.
  • Construct relevant probabilistic models for simple random experiments.
  • Understand probabilistic concepts such as the distribution function and the law of total probability.
  • Apply and combine laws of probability. For example, computation of probabilities by conditioning.
  • take the course in statistical theory (TAMS08). This requires, for example, the handling of expectations.


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.
Supplementary courses:
TAMS08 Statistics, First Course for Y TAMS45 Stochastic Processes TAMS50 Applied Probability Models TSEA69 Image Processing TSIT64 Signal Theory TSRT35 Control Theory
Organisation:
Teaching is conducted in groups and consists of theory and exercises sessions.
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.
Course literature:
G. Blom, J. Enger, G. Englund, J. Grandell, L. Holst: Sannolikhetsteori och statistikteori med tillämpningar (Bok C). Studentlitteratur. Compendium with exercises. Handbook of formulas published by the department.
Examination:
Written examination
 3 p
 


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

Linköping Institute of Technology
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Contact: TFK , val@tfk.liu.se
Last updated: 10/18/2005