| TAIU06 |
Mathematical Statistics, 6 ECTS credits.
/Matematisk statistik/
For:
DI
KA
MI
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Prel. scheduled
hours: 42
Rec. self-study hours: 118
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Area of Education: Science
Main field of studies: Mathematics, Applied Mathematics
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Advancement level
(G1, G2, A): G1
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Aim:
This course intends to provide an introduction to mathematical modelling of random experiments and statistical theory/methodology. The course also illustrates applications, in particular within the fields of engineering and science. After completing the course the student should be able to:
- Identify simple experimental situations where random components can influence the result.
- Give an account of fundamental probabilistic concepts, such as random variable and distribution function.
- Construct relevant probabilistic models for simple random experiments.
- Compute important quantities in probabilistic models, such as probabilities and expected values.
- Give an account of fundamental concepts and methods within statistical theory, such as point estimator and confidence interval.
- Choose appropriate methods of analysis and apply these to simple probabilistic models that are constructed from observed data.
- Present conclusions drawn from performed calculations and judge the reasonableness of the conclusions.
- Use statistical software package.
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Prerequisites: (valid for students admitted to programmes within which the course is offered)
Calculus, Linear Algebra.
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, problem classes and computer exercises.
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Course contents:
Sample space, events and probabilities. Combinatorics. Conditional probability and independent events. Random variables and their probability distributions: exponential, normal, binomial och Poisson distributions. Expected value and standard deviation. Central limit theorem. Descriptive statistics. Point estimation of Expected value and standard deviation. Confidence interval and tests of hypotheses. Chi-square test. Simple linear regression. Engineering applications. Simulation.
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Course literature:
Jonsson, Dag/Norell Lennart: Ett stycke statistik. (Studentlitteratur)
From the department: Handbook of formulas and tables, published by the department.
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Examination: |
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Written examination
Computer exercise
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5 ECTS
1 ECTS
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Course language is Swedish.
Department offering the course: MAI.
Director of Studies: Ingegerd Skoglund
Examiner: Xiangfeng Yang
Link to the course homepage at the department
Course Syllabus in Swedish
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