Stochastics
5 credits
Syllabus, Bachelor's level, 1MS032
This course has been discontinued.
A revised version of the syllabus is available.
- Code
- 1MS032
- Education cycle
- First cycle
- Main field(s) of study and in-depth level
- Mathematics G2F
- Grading system
- Pass with distinction (5), Pass with credit (4), Pass (3), Fail (U)
- Finalised by
- The Faculty Board of Science and Technology, 24 April 2013
- Responsible department
- Department of Mathematics
Entry requirements
60 credits in mathematics including Inference Theory I.
Learning outcomes
On completion of the course, the student should be able to
- use the Poisson process for probabilistic modelling;
- carry out calculations for simple random walk;
- carry out calculations with Brownian motion;
- account for the principles of simulation;
- use non-parametric statistical methods;
- present statistical arguments to others.
Content
The Poisson process. Simple random walk. Brownian motion. Simulation. Non-parametric statistical methods. A statistical study in project form.
Instruction
Lectures, teaching sessions and calculation exercises.
Assessment
Written examination (4 credits) at the end of the course combined with written assignments during the course according to instructions delivered at course start, and implementation of the project work of the course (1 credit). The project work contains oral and written presentation.