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| TAMS20 | Probability, first course, 2,5 p (sw) /Sannolikhetslära/ Advancement level: B | |
| Aim: The course is intended to teach students to understand and use 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 and computer science.Prerequisites: Calculus, algebra, differential and integral calculus, power series and differential equations.Supplementary courses: TAMS 21 Statistics, first course TAMS 45 Stationary stochastic processes TAMS 70 Statistics, second course TSIT 73 Communication theory TBMI 05 Computer assisted decision making in medicine TSIT 66 Signal theory D TSBB 02 Computer vision TSRT 35 Control theoryCourse organization: Teaching consists of lectures and lessons.Course content: 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. Multidimensional random variables, covariance and correlation. Law of large numbers and the Central limit theorem. Poisson processes.Course literature: Please contact the department of mathematical statistics for information. | ||
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