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Probability Theory

  • 7.5 credits

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.

  • Course structure

    The course is given at day time, full time.

    The course forms a part of the Master's Program in Statistics, but it can also be studied as a freestanding course.

    Teaching format

    The teaching forms consist of lectures and exercises.

    Language: English.

    Course information

    More information for registered students will be found in Athena.

    Assessment

    Examination will comprise a written test.

    Examiner

    Teachers autumn 2019

    Course coordinator

    Andriy Andreev

    You will find Andriy's reception hours in the link above. If you want to visit Andriy outside of his reception hours, you are welcome to e-mail him for an appointment.

    Teaching assistant

    Oscar Oelrich
    Azadeh Chizarifard

  • Contact

    If you have questions about the course, please contact the cours coordinator:

    Teachers autumn 2019

    Course coordinator

    Andriy Andreev

    You will find Andriy's reception hours in the link above. If you want to visit Andriy outside of his reception hours, you are welcome to e-mail him for an appointment.

    Teaching assistant

    Oscar Oelrich
    Azadeh Chizarifard

    If you have questions about studying at the Department of Statistics, please contact our study- and career counselor: Jenny Rosen.