MAT-02506 Probability Calculus, 4 cr
Additional information
The implementation will not be executed during the academic year 2016-2017
Person responsible
Henri Hansen
Lessons
| Implementation | Period | Person responsible | Requirements |
| MAT-02506 2017-01 | 2 |
Henri Hansen |
Learning Outcomes
In this course, the students learn the basic concepts of probabilities, random variables and random vectors. The students learn to compute discrete and continuous probabilities and expectation values such as variances and correlations. The students also learn to apply the probability calculus to practical problems. The students learn how to justify their claims using mathematical methods and to present their solutions orally as well as in written form.
Content
| Content | Core content | Complementary knowledge | Specialist knowledge |
| 1. | Basic Notions of Probability Theory: Probability and Expectation, Conditional Probability, Total probability and Independence | Bayesian probability and Combinatorial analysis. | |
| 2. | Random Variables: The Probability Mass and Density Functions, Important Discrete Random Variables, Important Continuous Random Variables and Expectation and Variance | Moment Generating Function | |
| 3. | Random Vectors: Discrete and Continuous Random Vectors, Covariance and Correlation, Multinormal Distribution and The Central Limit Theorem | Transformations of Random Vectors |
Instructions for students on how to achieve the learning outcomes
The grade of the course is based on the final exam and exercises.
Assessment scale:
Numerical evaluation scale (0-5)
Prerequisites
| Course | Mandatory/Advisable | Description |
| MAT-01166 Mathematics 1 | Mandatory | |
| MAT-01266 Mathematics 2 | Mandatory | |
| MAT-01366 Mathematics 3 | Mandatory | |
| MAT-01466 Mathematics 4 | Advisable |
Correspondence of content
There is no equivalence with any other courses