Probability Theory I
Syllabus, Bachelor's level, 1MS034
- Code
- 1MS034
- 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, 24 April 2013
- Responsible department
- Department of Mathematics
Entry requirements
Several Variable Calculus M.
Learning outcomes
On completion of the course, the student should be able to
- account for the axiomatic basis of the probability theory;
- carry out probability calculations by means of combinatorial principles and be able to use methods for independent events;
- account for the concepts of stochastic variable and expectation and be able to calculate probabilities, expectations and variance for given distributions;
- elementary account for the most common probability distributions;
- handle conditioned probabilities, distributions and expectations as well as moment generating functions;
- apply the law of large numbers and the central limit theorem;
- account for probabilistic models within different application fields.
Content
Combinatorics. The probability concept. Calculation of probabilities. Stochastic variable. Probability distributions. Independent and conditioned distributions. Expectation and variance. Conditioned expectations. Moment generating function. The central limit theorem. The law of large numbers. Practical examples of design of probability models.
Instruction
Lectures, teaching sessions and calculation exercises.
Assessment
Written examination at the end of the course combined with written assignments during the course according to instructions delivered at course start.
Other directives
The course can not be included in higher education qualification together with any of the courses Probability and statistics (1MS005) or Probability Theory (1MS006).