Probability Theory
7.5 credits
Syllabus, Master's level, 2ST080
A revised version of the syllabus is available.
- Code
- 2ST080
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Statistics A1N
- Grading system
- Fail (U), Pass (G), Pass with distinction (VG)
- Finalised by
- The Department Board, 30 August 2014
- Responsible department
- Department of Statistics
Entry requirements
120 credits including 90 credits in statistics.
Learning outcomes
After completing the course, the student is expected to
- be familiar with, and be able to use, different probability concepts and symbols that are often used in statistics
- know the mathematical foundations for the probability models that form the foundation for statistical inference
- have thorough knowledge of univariate and multivariate probability distributions
- have knowledge of moments and moment-generating functions
- have knowledge of different concepts of convergence
Content
The axiomatic foundation for probability theory. Combinatorics. Multivariate random variables. Conditional probability distributions. Moments and momen-generating functions. Order statistics. The multivariate normal distribution. Different concepts of convergence. Central limit theorems.
Instruction
Instruction is given in form of lectures.
Assessment
The examination takes place through a written examination at the end of the course and through written presentations of take-home assignments.