Sannolikhetsteori

Important Note (revised 28 October 2011):

The Course will begin in week 47 (21 or 22 November 2011). More detailed information and revised schedule will be posted on this site very soon.

Course Coordinator/Lecturer
Andriy Andreev, tel 08-16 2970, B:739 (Building B, floor 7)

General information

• University credits: 7.5 ETCS points
  
• The course will be given in English
  
• The course schedule can be found here.
• The detailed teaching plan can be found here.

Aim
The course is intended to give the students a thorough theoretical grounding in probability theory which is required for further studies, particularly in statistical inferences and their applications.

Contents
The course deepens and expands the basic knowledge in probability theory. Central moments in the course are conditional probability and independence, transformations of distribution, conditional expectations, multidimensional normal distribution, hierarchical models and mixture distributions, properties of a random sample and stochastic convergence concepts.

Learning outcomes
After completing the course, students should be able to

• use probabilistic models as a mathematical tool for describing chance phenomena
• explain the concepts of characteristic and moment generating functions and how these functions can be used
• describe the principles of hierarchical modeling and give some examples to illustrate particular concepts
• explain various concepts in stochastic convergence and how they relate to each other
• integrate knowledge from the different parts of the course when solving problems

Literature
The main course book is

• Casella G. & Berger R. L. Statistical Inference. Second Edition, Duxbury Press (Thomson Learning Academic Resource Center), 2007 (recommended buying).

Useful links

• Some useful information related to the Casella Berger book

Computer Exercises

• Computer Exercise 1
• Computer Exercise 2
• Data sets and Matlab code
• Description of Matlabs Statistics Toolbox here.

Examination/Assessment
The course examination consists of two parts, written exam and compulsory computer exercises.
The course grade is based on the written exam grade and passed compulsory exercises.

An old exam is found here and its solutions is found here