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| NMAB06 | Probability and statistics, first course, 10 p (sw) /MATEMATISK STATISTIK, grundkurs/ Advancement level: B | |
| Aim: The course is intended to teach the students to understand and use basic probability and statistical theory, that is the theory for dealing with random experiments. The emphasis is on model building and analysis and interpretation of data from random experiments.Prerequisites: Calculus, algebra, power series and differential equations.Supplementary courses: NMAC 12 Probability Theory, second course NMAC 02 Regression and Analysis of Variance with Design of Experiments NMAC 10 Stationary Stochastic Processes NMAD 01 Markov and Renewal Processes Course organization: Teaching consists of lectures, lessons and obligatory computer exercises.Course content: 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. Descriptive statistics. Point estimation according to the method of moments, maximum likelihood and least squares methods. Chi-square- and t-distributions. Confidence intervals. Hypothesis testing. Chi-square tests. Simple linear regression. A few nonparametric methods.Course literature: Please contact the department of mathematical statistics. | ||
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