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Cursus: 202001344
202001344
Probability Theory
Cursus informatie
Cursus202001344
Studiepunten (ECTS)5
CursustypeOnderwijseenheid
VoertaalEngels
Contactpersoondr.ir. W.R.W. Scheinhardt
E-mailw.r.w.scheinhardt@utwente.nl
Docenten
Docent
dr. J. de Jong
Examinator
dr.ir. W.R.W. Scheinhardt
Contactpersoon van de cursus
dr.ir. W.R.W. Scheinhardt
Docent
dr. J.B. Timmer
Collegejaar2021
Aanvangsblok
2B
OpmerkingPart of module 4 B-AM.
Minor students: please register for the minor!
AanmeldingsprocedureZelf aanmelden via OSIRIS Student
Inschrijven via OSIRISJa
Cursusdoelen
  • Describe and apply basic concepts of probability theory such as outcome, event, probability, conditional probability, independence, stochastic variable, distribution, distribution function, frequency function, density, expectation, moment, (co)variance, correlation coefficient and moment generating function.
  • Adequately model chance events.
  • Describe and use the most important discrete and continuous distributions and their properties.
  • Describe and apply moment generating functions, the Markov and Chebyshev inequalities, the weak and strong laws of large numbers and the central limit theorem.
  • Use the technique of conditioning for the computation of probabilities and expectations.

 
Inhoud

Voorkennis
Basic Calculus skills, including Double integrals, Geometric series, Taylor series.
Participating study
Bachelor Applied Mathematics
Module
Module 4
Verplicht materiaal
Book
S.M. Ross, Introduction to probability models, 9th International Student Edition, ISBN 9780123736352
Aanbevolen materiaal
-
Werkvormen
Hoorcollege

Practicum
AanwezigheidsplichtJa

Werkcollege

Toetsen
Probability Theory

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