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| TAMS07 | Probability, first course, 3 p (sw) /Sannolikhetslära/ Advancement level: B | |
| Aim: The course is intended to teach students to understand and use the basic probability 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.Prerequisites: Calculus, algebra, differential and integral calculus, power series and differential equations.Supplementary courses: TAMS08 Statistics, First Course for Y TAMS45 Stationary Stochastic Processes TAMS50 Applied Probability Models TSEA69 Image Processing TSIT64 Signal Theory TSRT35 Control TheoryCourse organization: Teaching is conducted in groups and consists of theory and exercises sessions.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.Course literature: Please contact the department of mathematical statistics for information. | ||
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