Stockholm university
Gå till denna sida på svenska webben

Probability Theory I

Probability Theory I is only given in Swedish, and more information can be found on the Swedish version of this page - click the little globe to the right of the course title.

You can also find the Swedish version of this page here

Randomness is a concept which is used daily for ''unpredictable'' phenomena. The point of this course is to make the student familiar with some of the most used mathematical concepts, models and analytical tools which are used to mathematically describe daily concepts such as 'random', 'uncertainty', 'spread', 'commonness' and more. The contents of the course are a necessary base for studies in statistics and further studies in probability theory. Theoretical evaluations of the lectures are mixed with practical problem solving at exercices and computer labs.

Course contents

Sample space and events. Probability axioms. Conditional probability. Independence. Random variables in one or more dimensions and their distributions. Functions of random variables. Expected value and variance. The Law of Large Numbers. The Central Limit Theorem.