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 Cursus: 202001235
 202001235Probability Theory
 Cursus informatie
Cursus202001235
Studiepunten (ECTS)4
CursustypeOnderwijseenheid
VoertaalEngels
Contactpersoondr. C.G. Zeinstra
E-mailc.g.zeinstra@utwente.nl
Docenten
 Docent dr. J.B. Timmer Examinator dr. J.B. Timmer Docent dr. C.G. Zeinstra Contactpersoon van de cursus dr. C.G. Zeinstra
Collegejaar2020
Aanvangsblok
 2B
AanmeldingsprocedureZelf aanmelden via OSIRIS Student
Inschrijven via OSIRISJa
 Cursusdoelen
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } Student can reason on stochastic experiments and use sample space, events and set theoretical operators to describe events. Students can reason about and use the axioms of probability theory, Laplace and the frequency interpretation. Student can use the basic principle of counting, and use especially the binomial coefficient. Student can reason about and use the concept of independent events. Student can use discrete and continuous random variables. Student can apply selection of probability mass functions/probability density functions and calculate expected value, variance and moments. Student can apply Chebyshevâ€™s inequality. Student can determine and use the cumulative distribution function. Student can determine the probability density function of a transformed random variable. Student can reason about and use conditional probabilities, in particular Bayesâ€™ rule. Student can use joint discrete and continuous random variables, in particular marginal probability mass/density functions. Student can calculate conditional expectation, in particular a continuous random variables given a discrete random variable. Student can use functions of two discrete/continuous random variables. Student can determine the probability mass/density function of use the sum of two random variables. Student can determine the covariance of two random variables. Student can determine the correlation coefficient of two random variables. Student can apply the (standard) normal distribution. Student can apply the central limit theorem.
 Inhoud
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } In probability theory you learn how to model events of chance and you learn some basic techniques to analyse those models. The following topics will be discussed: experiment, sample space and probability, basic combinatorial probability theory; conditional probability and independence; discrete and continuous random variables and their (joint) distributions and moments; the normal distribution and the central limit theorem.
Voorkennis
 Mathematics track: basic calculus (limits, differentiation, integration, etc.)
 Participating study
 Bachelor Electrical Engineering
 Module
 Module 8
Verplicht materiaal
Canvas
 Lecture Notes Probability Theory for Engineers
Aanbevolen materiaal
-
Werkvormen
Hoorcollege

Werkcollege
 Aanwezigheidsplicht Ja

Toetsen
 Probability Theory for EE
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