ST517: Probability and random variables (5 ECTS)

STADS: 25002201

Level
Bachelor course

Teaching period
The course is offered in the autumn semester.

Teacher responsible
Email: bentj@stat.sdu.dk

Timetable
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Comment:
Ubegrænset deltagerantal. Fælles undervisning med ST521 Matematisk statistik

Prerequisites:
None

Academic preconditions:
The material from Calculus or Mathematical and numerical analysis is assumed known.

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

Qualifications
The course will enable the participants to work independently with elementary probability calculations. The participants will be able to apply the acquired knowledge in relevant circumstances to:

• identify problems that can be solved by means of probability;
• carry out simple probability calculations using standard distributions;
• to know standard probability models and identify their application areas, including the normal distribution and the central limit theorem;
• to use the package R to carry out simple probability calculations and make simple graphics.   

Expected learning outcome
To achieve assurance in performing basic calculations of probability.

Subject overview
Probability, conditional probability and independence, discrete and continuous random variables and vectors, mean, variance and covariance, special distributions, the normal distribution and the central limit theorem.

Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:

1. Projects. Evaluated by internal censorship on a pass/fail basis (5 ECTS). (25002202)

Expected working hours
The teaching method is based on three phase model.
Intro phase: 24 hours
Skills training phase: 24 hours, hereof:
 - Tutorials: 24 hours

Educational activities Study phase: 12 hours

The participants are required to bring their own laptop for the tutorials.

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.