Entry requirements

Calculus in several dimensions.

Aims

To give basic knowledge of the theory of

probability and an overview of its applications

in engineering science.

Content

The probability concept. Sample space. Axioms of

probability. Random phenomena. Conditional

probability. Independent events. Random variables

and vectors. Distribution functions. Probability

distributions and density functions. Conditional

distributions. Independent random variables.

Expectation and variance. Special distributions:

the binomial, Poisson and normal distributions.

Functions of random variables. The law of large

numbers. The central limit theorem. The Poisson

process.

Instruction

Lectures and problem solving sessions.

Assessment

Written examination at the end of the course.

Compulsory assignments may be given during the

course.