| TAMS27 |
Mathematical Statistics, 6 ECTS credits.
/Matematisk statistik/
For:
D
|
| |
Prel. scheduled
hours: 47
Rec. self-study hours: 113
|
| |
Area of Education: Science
Main field of studies: Mathematics, Applied Mathematics
|
| |
Advancement level
(G1, G2, A): G2
|
|
Aim:
The course gives an introduction to mathematical modelling of experiments where the outcome is influenced by random factors. It is directed towards topics required for application in computer engineering. By the end of the course, the student should
- understand basic concepts in probability theory
- be able to set up relevant probability models for random experiments
- apply the techniques in the course to analyse these models
|
|
Prerequisites: (valid for students admitted to programmes within which the course is offered)
Series, Integral calculus (one and two variables), Linear algebra, differential calculus.
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:
The course prepares the student for courses in:
Queueing Theory, which develops the queueing models and their applications.
Bayesian Networks, which discusses graphical modelling and algorithms for updating probabilities in causal networks.
|
|
Organisation:
Teaching consists of lectures, tutorials and a computer laboratory.
|
|
Course contents:
Sample space, events and probabilities. Elementary combinatorial probability. Conditional probability and independence. Discrete random variables and probability distributions, expectation and variance. Binomial, Poisson distributions etc. The Probability Generating Function. Continuous Random Variables. Uniform, Exponential and Normal Distributions. Functions of random variables. Moment Generating Function. Simulating a Random Variable. Sampling. The Law of Large Numbers. The Central Limit Theorem. Stochastic Processes: The Poisson Process, introduction to Markov chains.
|
|
Course literature:
Sheldon Ross: A First Course in Probability, Pearson International Edition.
Compendium with exercises published by the department.
Institutionens formelsamling i matematisk statistik.
Handbook of formulas published by the department
|
|
Examination: |
|
Written examination
Computer exercise
|
5 ECTS
1 ECTS
|
| |
|
|
Course language is Swedish.
Department offering the course: MAI.
Director of Studies: Ingegerd Skoglund
Examiner: Jörg-Uwe Löbus
Link to the course homepage at the department
Course Syllabus in Swedish
|