| TNG006 |
Statistics , 6 ECTS credits.
/Matematisk statistik/
For:
ED
KTS
MT
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Prel. scheduled
hours: 52
Rec. self-study hours: 108
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Area of Education: Science
Main field of studies: Mathematics, Applied Mathematics
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Advancement level
(G1, G2, A): G2
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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, economy and natural sciences. After the course the students should be able to:
- Model and use both events and stochastic variables in different problems
- Use conditional probability
- Use the multiplication rule and combinations
- Good understanding, derivation and use of distribution functions
- Decide whether given random variables are independent
- Calculate the expected value and variance for functions of stochastic variables
- Use the Central Limit Theorem
- Point estimation by Maximum likelihood, moment and least squares methods
- Determine interval of confidence for mean and variance
- Testing a hypothesis
- Use regression analysis
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Prerequisites: (valid for students admitted to programmes within which the course is offered)
Calculus in several variables
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.
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Organisation:
Lectures and sessions of exercises.
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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. The central limit theorem.
- Statistics: Point estimation. Properties of estimators. The method of maximum likelihood, the method of moments and the least squares estimation. Confidence intervals. Testing statistical hypotheses. Simple linear regression.
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Course literature:
Gunnar Blom et. al.: Sannolikhetsteori och statistikteori med tillämpningar (Studentlitteratur)
Problemsamling för kursen TNG006
Formelsamling i matematisk statistik (utgiven av ITN)
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Examination: |
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Written examination
Optional written test
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6 ECTS
0 ECTS
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Course language is Swedish.
Department offering the course: ITN.
Director of Studies: George Baravdish
Examiner: George Baravdish
Link to the course homepage at the department
Course Syllabus in Swedish
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