English

ST517: Probability and random variables (5 ECTS)

STADS: 25002201

Level
Bachelor course

Teaching period
The course is offered in the spring semester.
3rd quarter

Teacher responsible

Email: bentj@stat.sdu.dk

Timetable

Group	Type	Day	Time	Classroom	Weeks
Common	I	Monday	10-12	U24	05-06
Common	I	Monday	10-12	U150	07-11
Common	I	Wednesday	14-16	U20	05-10
M1	TE	Thursday	10-12	U49d	06-11
M1	TE	Friday	10-12	U151	06-08,10-11
M1	TE	Friday	10-12	U154	09
S1	TE	Tuesday	12-14	U14	06-11
S1	TE	Friday	12-14	U49c	06-11
S2	TE	Wednesday	12-14	U14	06-11
S2	TE	Friday	08-10	U144	06-11

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Comment:
Ubegrænset deltagerantal. 3. kvartal.Fælles undervisning med ST518.

Prerequisites:
None

Academic preconditions:
The material from the course Mathematical Methods (MM529) is assumed known.

Course introduction
To introduce elementary concepts from probability theory, including random variables and standard distributions.

Expected learning outcome
The course will enable the participants to work independently with elementary probability calculations and random variables. The participants will be able to apply the acquired knowledge in relevant circumstances to
• identify problems that can be solved by means of probability calculations;
• carry out simple probability calculations using distributions and random variables;
• to know conventional probability models and identify their application areas;
• to know the law of large numbers and the central limit theorem, and to apply them in simple examples;
• to use the statistical package R to carry out simple probability calculations and make simple graphics, including simple linear regression.

Subject overview
Probability, distributions, random variables, multivariate distributions, special distributions, convergence of sequences of random variables, simple linear regression.

Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:
a) Written exam. Danish 7 mark scale, internal examiner. (5 ECTS)

Mandatory assignments. The mandatory assignments count for 20% of the total mark. (0 ECTS)

Re-exam after 4th quarter.

The exam form can be different for the re-exam.

Expected working hours
The teaching method is based on three phase model.

Forelæsninger: 26 timer
Eksaminatorietimer: 24 timer
Educational activities

Language
This course is taught in Danish.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.