Probability Theory II, 7.5 ECTS

First level

Facts

Study pace 50%
Study time Daytime
Study form Normal
Language English / Swedish
Special eligibility requirements
Prerequisites for the course are knowledge equivalent to the courses Mathematical Analysis III, FC, 7.5 hp, Linear Algebra II FC, 7.5 hp, Statistical Analysis FC, 7.5 hp and Stochastis processess and simulations I FC, 7.5 hp.

Description

This course concerns multi-dimensional stochastic variables and some of the most common methods that exist to describe characteristics of these. Specially studied is the multi-dimensional normal distribution. The course contents also an introdutio…

This course concerns multi-dimensional stochastic variables and some of the most common methods that exist to describe characteristics of these. Specially studied is the multi-dimensional normal distribution. The course contents also an introdution to the concept and methods which are used to describe convergence for the results of random variables. The goals of the course are to give the student a basic understanding of the more common results in probability theory. Theoretical evalutions are completed with examples. The course contents a theoretical base for many statistical courses and for more advanced courses in probability theory.

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Area of interests: Information only in Swedish

Information only in Swedish

Subject

Mathematical Statistics

Mathematical statistics is the subject within applied mathematics that describes and analyses random events.

The foundation is the mathematical probability theory, which goes back to the 17th century, but has in its modern form developed mostly during the 20th century. Probability theory is also the foundation of statistical theory on how to draw conclusions from data with random features. The rise of computer technology has also significantly contributed to broadening the field of applications within mathematical statistics. Today is mathematical statistics one of the most powerful tools in applied mathematics.

Examples that apply mathematical statistics to a large extent are the insurance and finance sectors, biological and medical research (biostatistics) and industrial applications like telecommunications and quality control.

The department cooperates closely both in research and teaching with the pharmaceutical industry, medical institutions and banking and insurance companies. Depending on direction of studies, a student with an exam in mathematical statistics has a good chance to get employment in these sectors.

Mathematical statistics can be studied in elective courses, as a major in a Bachelor’s or Master’s degree or as a complementary subject. Courses cover both theory and applications in various areas. Mathematical statistics is included in the Bachelor’s programmes in Mathematics, Biomathematics and Mathematics and Economics and a major in the Master’s programmes in Mathematical statistics, Biostatistics, Finance mathematics and Finance and Actuarial science.

Mathematical Statistics

Course events

Spring 2018

Study pace 50 %
Study time Daytime
Study form Normal
Language English, Swedish.

Selection: No selection.

Start period: Period 2 - starts during the second half of the semester

Location: Stockholm

Tuition fee

Tuition fees only concern citizens outside the EU, EES and Switzerland
First instalment: 17500 SEK
Total course/programme fee: 17500 SEK

Tuition fees only concern citizens outside the EU, EES and Switzerland