Probability Theory
Syllabus, Bachelor's level, 1MS006
This course has been discontinued.
- Code
- 1MS006
- Education cycle
- First cycle
- Main field(s) of study and in-depth level
- Mathematics G1F
- Grading system
- Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
- Finalised by
- The Faculty Board of Science and Technology, 15 March 2007
- Responsible department
- Department of Mathematics
Entry requirements
Probability and Statistics, Several Variable Calculus
Learning outcomes
In order to pass the course (grade 3) the student should be able to
Higher grades, 4 or 5, require a higher level of proficiency. The student should be able to treat and solve problems of greater complexity, i.e. problems requiring a combination of ideas and methods for their solution, and be able to give a more detailed account of the proofs of important theorems and by examples and counter-examples be able to motivate the scope of various results.
Requirements concerning the student's ability to present arguments and reasoning are greater.
Content
Combinatorics. Probability axioms. Calculation of probabilities. Random variables. Probability
distributions. Independence and conditional distributions. Expected value and variance, conditional expectations. Moment generating function. Law of large numbers, central limit theory. The Poisson
process. Simple random walk. Simulation. Construction of probability models, examples.
Instruction
Lectures and problem solving sessions.
Assessment
Written examination at the end of the course. Moreover, compulsory assignments may be given during the course.