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Course module: 202001235
202001235
Probability 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
Academic year2022
Starting block
2B
RemarksPart of module 8 EE
Application procedureYou apply via OSIRIS Student
Registration using OSIRISYes
Aims
  • 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
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
Reader
Probability Theory for Electrical Engineering, available at Union Shop, https://su.utwente.nl/en/unionshop/readers/
Recommended materials
-
Instructional modes
Lecture

Tutorial

Tests
Probability Theory for EE

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Kies de Nederlandse taal