Stockholm university
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Probability Theory

This course gives you a mathematical and rigorous cover over the foundations of probability theory. You will learn to understand axioms of Probability theory and perform advanced probability calculations in some chosen applications. And you will be able to visualize basic concepts of probability theory using statistical software (Matlab).

Probability theory is the foundation for the understanding and use of statistical methods. It providesbackground theory that enables the use of models to describe and analyse various phenomena thatcharacterized by random variations.

With this course you will develop your understanding of the basis of probability theory and its implications for statistical inference, you will get an in-depth understanding develop skills of use within the field of statistics.

The course addresses various axiom systems and probability spaces, multivariate distributions, transformations, conditional random variables, hierarchical models, characteristic functions, different forms of convergence and limit theorems.

The course provides a solid base for the progression of studies on advanced level, and for the student who wants to go on with research studies in statistics.