Probability and Statistics

5 credits

Syllabus, Bachelor's level, 1MS005

A revised version of the syllabus is available.

Code: 1MS005
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, 19 March 2007
Responsible department: Department of Mathematics

Entry requirements

Single Variable Calculus or Derivatives and Integrals

Learning outcomes

In order to pass the course (grade 3) the student should

be able to perform simple calculations of probabilities and conditional probabilities using methods for independent events;

have a basic knowledge of stochastic variables and the most common probability distributions;

be able to compute expected value and variance of various distributions;

understand the meaning of the law of large numbers and the central limit theorem;

be able to perform approximate calculations of probabilities using the central limit theorem, in particular methods for the normal distribution;

be familiar with probabilistic methods in some area of application;

understand the foundation for statistical investigations and know some methods for descriptive statistics;

be able to obtain point and interval estimates in some typical statistical problems;

be able to obtain estimates in connection with simple linear regression.

Content

The probability concept. Independence, conditional probability. Random variables. Common probability distributions. Expected value, variance. The law of large numbers. The central limit theorem. Applied probability problems. Statistical investigations. Descriptive statistics. Point and interval estimation. Regression analysis.

Instruction

Lectures and problem solving sessions.

Assessment

Written examination at the end of the course. Moreover, compulsory assignments may be given during the course.