TAMS15 | Mathematical Statistics, first course, 6 ECTS-points /Matematisk statistik I, grundkurs/ 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, economy and natural sciences.Prerequisites: Analysis, algebra, differential and integral calculus, power series and differential equations.Supplementary courses: TAMS65 Mathematical statistics, second course TPPE07 Production and operations management TPPE40 Manufacturing, planning and control TSRT38 Control theory I TMQU17 Total quality control TMQU10 Total quality management and methodologyCourse organization: Teaching consists of lessons and sessions of exercises.Course content: 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. Simulation of random numbers. Poissonprocesses. Birth- and death-processes. Queueing theory.Course literature: Please contact the department of mathematical statistics for information. | ||
TEN1 | Written examination, 4 p. |