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 Course module: 202001235
 202001235Probability Theory
 Course info
Course module202001235
Credits (ECTS)4
Course typeStudy Unit
Language of instructionEnglish
Contact persondr. J.B. Timmer
E-mailj.b.timmer@utwente.nl
Lecturer(s)
 Contactperson for the course dr. J.B. Timmer Lecturer dr. J.B. Timmer Examiner dr. J.B. Timmer Lecturer dr. C.G. Zeinstra
Starting block
 2B
RemarksPart of module 8 EE
Application procedureYou apply via OSIRIS Student
Registration using OSIRISYes
 Aims
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } Student can reason on stochastic experiments and use axioms of probability theory, events (especially dependence and independence) and their interpretations. Student can use combinatorial concepts. Student can use (a selection of) discrete and continuous random variables, and apply probability mass functions/probability density functions to calculate probabilistic concepts like expected value, variance, moments, CDF’s, marginal, conditional and joint probability mass/density functions. Student can determine the probability mass/density function of a function of one or more random variables. Student can apply Bayes’ rule. Student can determine covariance and correlation of two random variables Student can apply the central limit theorem.
 Content
 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.
Assumed previous knowledge
 Mathematics track: basic calculus (limits, differentiation, integration, etc.)
 Module
 Module 8
 Participating study
 Bachelor Electrical Engineering
Required materials