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| TAMS46 | Probability Theory, second course, 4 p (sw) /Sannolikhetslära, fortsättningskurs/ Advancement level: C | |
| Aim: To provide the student with a solid background and understanding of the basic results and methods in probability theory needed in more advanced courses in mathematical statistics and related subjects.Prerequisites: TAMS07 Probability, first course, and TAMS08 Statistics, first course, or equivalent courses.Course organization: Teaching is performed in groups and consists of lessons dealing whith theory and exercises. Obligatory projects may be given.Course content: Multivariate random variables. Conditioning. Probability generating function, moment generating function, characteristic function. Order statistics. The multivariate normal distribution. Convergence concepts. The law of large numbers and the central limit theorem. Course literature: Gut, Allan: An Intermediate Course in Probability, Springer (1995). | ||
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