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Linköping Institute of Technology

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Valid for year : 2009
 
TNG006 Statistics , 6 ECTS credits.
/Matematisk statistik/

For:   ED   KTS   MT  

 

Prel. scheduled hours: 36
Rec. self-study hours: 124

  Area of Education: Science

Subject area: Mathematics

  Advancement level (G1, G2, A): G2

Aim:
The course is intended to teach students to understand and use basic probability and statistical theory, that is, the theory for dealing with random experiments. The emphasis is on developing the statistical background required for use in engineering, economy and natural sciences. After the course the students should be able to
  • Model and use both events and stochastic variables in different problems
  • Use conditional probability
  • Use the multiplication rule and combinations
  • Good understanding, derivation and use of distribution functions
  • Decide whether given random variables are independent
  • Calculate the expected value and variance for functions of stochastic variables
  • Use the Central Limit Theorem
  • Point estimation by Maximum likelihood, moment and least squares methods
  • Determine interval of confidence for mean and variance
  • Testing a hypothesis
  • Use regression analysis


Prerequisites: (valid for students admitted to programmes within which the course is offered)
Calculus in several variables

Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding.

Organisation:
Lectures and sessions of exercises.

Course contents:
  • Probability theory: Sample space, events and probabilities. Combinatorics. Conditional probabilities and independent events. Discrete and continuous random variables, their probability distributions, expectations and variances. Normal, exponential, binomial, Poisson distributions etc. Functions of random variables. The central limit theorem.
  • Statistics: Point estimation. Properties of estimators. The method of maximum likelihood, the method of moments and the least squares estimation. Confidence intervals. Testing statistical hypotheses. Simple linear regression.


Course literature:
Please contact the department of mathematical statistics for information.

Examination:
Written examination
Optional written test
6 ECTS
0 ECTS
 



Course language is Swedish.
Department offering the course: ITN.
Director of Studies: Clas Rydergren
Examiner: George Baravdish
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Linköping Institute of Technology

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Contact: TFK , val@tfk.liu.se
Last updated: 02/10/2009