    Sluiten Help Print  Cursus: 202001344  202001344Probability Theory Cursus informatie   Cursus 202001344
Studiepunten (ECTS) 5
Cursustype Onderwijseenheid
Voertaal Engels
Contactpersoon dr.ir. W.R.W. Scheinhardt
E-mail w.r.w.scheinhardt@utwente.nl
Docenten  Docent dr. J. de Jong   Examinator dr.ir. G. Meinsma   Examinator dr.ir. W.R.W. Scheinhardt   Contactpersoon van de cursus dr.ir. W.R.W. Scheinhardt   Docent dr. J.B. Timmer  Collegejaar2022
Aanvangsblok
 2A / 2B OpmerkingPart of module 3 B-AM.
Minor students: please register for the minor!
AanmeldingsprocedureZelf aanmelden via OSIRIS Student
Inschrijven via OSIRISJa Cursusdoelen
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } 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
 body { font-size: 9pt; font-family: Arial } table { font-size: 9pt; font-family: Arial } This course presents a mathematical foundation for the concepts associated with uncertainty and events of chance. In particular, you learn how to model events of chance as stochastic variables and some basic techniques to analyse those models. We do this both for discrete (the outcome of throwing a dice) as well as continuous (the time it takes you to drive home) variables. We relate different stochastic variables through concepts such as correlation and independence.  We introduce the concepts of conditioning to model prior information. If we have stochastic variables, which are the sum of many independent stochastic variables, then we will show that in certain cases, we can simplify the model by using the laws of large numbers.  Voorkennis Basic Calculus skills, including Double integrals, Geometric series, Taylor series Participating study Bachelor Applied Mathematics     Module Module 3  Verplicht materiaal
Book
 S.M. Ross, Introduction to probability models, 9th International Student Edition, ISBN 9780123736352  Aanbevolen materiaal
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