Topics of week 1 are covered in the course book by the following chapters:

1, 2.1, 2.2, 2.3.2, 2.3.3, 2.5.1, 2.5.2, (2.5.3), 2.6

and the exercises:

2.1(-1), 2.2(-1), 2.9(0), X1(0), X2(-1), 2.3(0), 2.6(0), 2.4(+1), 2.8(0), 2.14(0), 2.18(0), 2.10(+1), 2.16(0), 2.15(0), 2.12(0), 2.13(+1)

An mp4-video (10-20 minutes) with slides presents the topic, where the corresponding slides also are included as a separate pdf-file. Exercises that corresponds to the video-material are listed.

Questions on the course material and exercises can be asked in several different ways. Under 'discussions' you could post open questions. Zoom-based question hours are given (see 'calender') for drop-in. Question hours, with limited number of students, are given on campus, where you need to pre-schedule yourself for access. Find the schedule in the 'calender', and press 'find appointments' (to the right).

The numbered exercises are found in the course book and the exercises X1, X2 … are found in additional exercises (exercises and solutions). Solutions of the course book exercises are found in the solutions manual. The exercises are marked with three levels: (-1) if you have forgotten some of the prior knowledge or need extra training, (0) to be computed by everyone, (+1) if you like challenges.

Review of stochastic variables. Ex. 2.1(-1), 2.2(-1)

Review_stoch_var.mp4 W1_review_stoch_var.pdf

Why stochastic processes: Ex. 2.9(0)

Intro_stoch_proc.mp4 W1_intro_stoch_proc.pdf

Calculation of mean value, variance and covariance function: Ex. X1(0), X2(-1), 2.3(0), 2.6(0), 2.4(+1)

Calc_mean_cov.mp4 W1_calc_mean_cov.pdf

Interpretation of covariance function: Ex. 2.8(0)

Interpret_cov_func.mp4 W1_interpret_cov_func.pdf

Estimation of mean value: Ex. 2.14(0) (solved in the lecture below), 2.18(0), 2.10(+1)

Est_mean_val.mp4 W1_est_mean_val.pdf

Estimation of mean value for large n and covariance estimation: Ex. 2.16(0) (solved in the lecture below), 2.15(0), 2.12(0), 2.13(+1)

Est_mean_val2.mp4 W1_est_mean_val2.pdf