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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. 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
OpmerkingPart of module 3 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
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
-
Werkvormen
Hoorcollege

Practicum
AanwezigheidsplichtJa

Werkcollege

Toetsen
Probability Theory

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