Probability Theory II
Probability Theory II is generally given in Swedish, and more information can be found on the Swedish version of this page - click the little globe to the right of the course title.
You can also find the Swedish version of this page here
This course concerns multi-dimensional stochastic variables and some of the methods that exist to describe the characteristics of these. Specially studied is the multi-dimensional normal distribution. The course contents also give introduction to the concepts and methods which are used to describe convergence for the results of random variables.
The goals of the course are to give the student an in-depth understanding of the more common concepts and results in probability theory. Theoretical evalutions are complemented with examples. The course gives a theoretical base for many statistical courses and for more advanced courses in probability theory.
Course contents
The course covers the basics of probability theory, simultaeous and conditional distributions, especially the multinomial normal distribution, conditional expectaion and variance, transforms, stochastic convergence and limit theorems.
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Course literature
Note that the course literature can be changed up to two months before the start of the course.
