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 Comment
Common I Monday 12-14 U81 06
Common I Monday 12-14 U82 7,12
Common I Monday 12-14 U20 08,13
Common I Monday 12-14 U140 10
Common I Monday 12-14 U91 11
Common I Wednesday 12-14 U1 06,08
Common I Wednesday 12-14 U140 07,10-12
M1 TE Monday 14-16 U49d 07-08,10-13
M1 TE Thursday 10-12 U49c 06-08,10-13
S1 TE Tuesday 14-16 U49b 07-08,10-13
S1 TE Thursday 12-14 U49b 06-08,10-13
S3 TE Tuesday 08-10 U49b 07-08,10-13
S3 TE Friday 12-14 U49b 06-08,10-13
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Revison of timetable:
F j, Y: Timetable has changed

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.

 

Date of exam
The ordinary exam takes place on March 31, 2014
The re-examination takes place on August 14, 2014

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

Lectures: 26 hours
Tutorials: 24 hours
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.