FMSF05 / MASC01
7,5 credits, G2 (First Cycle)

FMSF05 / course code for LTH
MASC01 course code for Faculty of Science

General Information

Elective for: BME4, F4, F4-fm, I4, Pi4
Language of instruction: The course will be given in English

Contents

The course deapens and expands the basic knowledge in probability theory. Central moments in the course are transforms of distribution, conditional expectations, multidimensional normal distribution, and stochastic convergence. Further, the concept of stochastic processes is introduced by a fairly thourough treatment of the properties of the Poisson process.

Examination details

Grading scale: TH - (U,3,4,5) - (Fail, Three, Four, Five)
Assessment: Written exam.

The examiner, in consultation with Disability Support Services, may deviate from the regular form of examination in order to provide a permanently disabled student with a form of examination equivalent to that of a student without a disability.

Admission

Admission requirements:

FMSF20 Mathematical Statistics, Basic Course or FMSF25 Mathematical Statistics - Complementary Project or FMSF32 Mathematical Statistics or FMSF45 Mathematical Statistics, Basic Course or FMSF50 Mathematical Statistics, Basic Course or FMSF55 Mathematical Statistics, Basic Course or FMSF70 Mathematical Statistics or FMSF75 Mathematical Statistics, Basic Course or FMSF80 Mathematical Statistics, Basic Course

The number of participants is limited to: No

Reading list

Gut, A.: An Intermediate Course in Probability Theory. Springer, 1995.

Contact and other information

Director of studies: studierektor@matstat.lu.se