Study Guide@lith
 

Linköping Institute of Technology

 
 
Valid for year : 2016
 
TNIU66 Statistics and Probabillity, 6 ECTS credits.
/Statistik och sannolikhetslära/

For:   BI   FT   SL  

 

Prel. scheduled hours: 42
Rec. self-study hours: 118

  Area of Education: Science

Main field of studies: Mathematics, Applied Mathematics

  Advancement level (G1, G2, A): G1

Aim:
The course aims to provide an introduction to mathematical modeling of random trials and to statistical methods and concepts. It shall also demonstrate applications relevant to the programs for which it is given. After the course the student will be able to:
  • analyze the distribution of a dataset for the central value and dispersion, such as mean, median and standard deviation, and visualize this.
  • describe different approaches to the concept of probability.
  • calculate probabilities of events, using concepts and tools such as independence, conditioning, incompatibility, complement event, union, intersection, combinatorics, tree diagram.
  • formulate a probabilistic model using random variables, also with the central limit theorem, and use it to determine the characteristics of its distribution and calculate probabilities.
  • calculate point estimates of expected value, variance , standard deviation, probability and intensity, and assess their suitability.
  • calculate confidence intervals for the expected value (with and without a known standard deviation), probability and intensity, and interpret the results.
  • formulate and implement hypothesis testing, and therein interpret the concepts of strength functions and P-value.
  • conduct a correlation analysis and interpret the results.
  • set up and interpret a linear regression model with two variables, determine whether a linear model is applicable and assess the reliability of estimates of both expected values �?<�?
  • use computer support for all calculations where relevant.


  • Prerequisites: (valid for students admitted to programmes within which the course is offered)
    A first course in mathematics at university level.

    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:
    Courses in simulation, quantitative logistics etc.

    Organisation:
    Teaching is done in lectures, problem classes and laboratory work.

    Course contents:
    • Probability: the concepts of probability. Sample space and event. Set theory and combinatorics. Conditional probabilities, Bayes' Theorem and the concept of independent events. Discrete and continuous random variables with distribution measures such as expected value, variance / standard deviation, covariance and correlation. The most common probability models, including uniform, binomial, poisson, exponential and normal distribution model. The Central Limit Theorem.
    • Statistics: Descriptive statistics with the concepts of mean, median and standard deviation, and visualizations. Point and interval estimates of the expected value (with and without a known standard deviation), probability and intensity. Point estimation of variance and standard deviation. Hypothesis testing, including P-value and intensity function. Correlation. Linear regression for two variables, including control of suitablitity and determination of confidence and prediction intervals.


    Course literature:
    Gunnar G. Lövås, Statistik - metoder och tillämpningar, Liber AB, Malmö, 2006.

    Examination:
    Written examination
    Laboratory work
    4,5 ECTS
    1,5 ECTS
     



    Course language is Swedish.
    Department offering the course: ITN.
    Director of Studies: George Baravdish
    Examiner: Michael Hörnquist
    Link to the course homepage at the department


    Course Syllabus in Swedish

    Linköping Institute of Technology

     


    Contact: TFK , val@tfk.liu.se
    Last updated: 11/25/2014