732A40 Probability Theory

Course information

Course contents:

The course aims to provide the student with a solid understanding of basic results and methods in probability. The topics covered include: major classes of probability distributions, multivariate random variables, conditioning, transforms, order statistics, multivariate normal distributions, and convergence concepts.

The course is a profile course in the Master's programme. "Statistics and Data Mining". Students who plan to take an advanced course in "Theory of statistics" are strongly advised first to take the course in probability.

Course Organisation:

The teaching is comprised of lectures and seminars. The lectures are devoted to presentations of theories, concepts, and methods. The seminars are devoted to presentation and discussion of assignments

Examination:

A written final exam. See further under exam.

Course literature:

Gut, A. An intermediate course in probability. 2nd ed. Springer-Verlag, New York, 2009. ISBN 978-1-4419-0161-3 (First ed. ISBN: 0387-945075)

Misprints and corrections may be read at http://www2.math.uu.se/~allan/81misprints.pdf

Course start:

September 13, 2011 at 13.15 in room E183

Prerequisities:

Basic skills in probability theory corresponding with an introductory course in statistics. Calculus (corresponding with a first course)

Page responsible: Anders Nordgaard
Last updated: 2011-08-26