TNG006 
Statistics , 6 ECTS credits.
/Matematisk statistik/
For:
ED
KTS
MT


Prel. scheduled
hours: 36
Rec. selfstudy 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 nonprogramme 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
Link to the course homepage at the department
