Basic issues in probability. Presentation of a number of commonly used probability distributions. Short introduction to extreme-value statistic. Estimation, in particular the maximum likelihood method, and confidence intervals in various situations. Brief introduction to Bayesian statistics. Stochastic processes, in particular Poisson processes and Markov processes. Theory and areas for applications of the various methods will be covered. Use of software (R).
Learning outcome
After having completed the course, the student should:
Be able to use various probability distributions
Have basic knowledge of extreme value statistics.
Know about maximum likelihood estimation and have basic knowledge about estimation and confidence intervals
Have basic knowledge of Bayesian statistics
Know of common models for stochastic processes.
Be able to do basic calculations for Poisson processes and Markov processes, including simple queue models.
Required prerequisite knowledge
None
Recommended prerequisites
MAT100 Mathematical Methods 1, MAT200 Mathematical Methods 2, MAT210 Real and Complex Calculus, STA100 Probability and Statistics 1
or equivalent courses.
Exam
Form of assessment
Weight
Duration
Marks
Aid
Written exam
1/1
4 Hours
Letter grades
Approved, basic calculator, One A4 sheet of handwritten notes,
Permitted aids on the exam are simple approved calculator and one A4-sheet with your own handwritten notes.Written exam is with pen and paper
Coursework requirements
Mandatory submissions
At least 8 out of 12 exercises must be submitted and recieve a pass in order to be eligable to take the exam.
Exchange programme at Faculty of Science and Technology
Course assessment
There must be an early dialogue between the course supervisor, the student union representative and the students. The purpose is feedback from the students for changes and adjustments in the course for the current semester.In addition, a digital subject evaluation must be carried out at least every three years. Its purpose is to gather the students experiences with the course.