The objectives of the course is to provide an fundamental concept of probability theory.
The headlines are: probability spaces, conditional probabilities, independence, random variables, discrete and continuous densities, special distributions (binominal, Poisson, negative binomial, uniform, normal, exponential, gamma etc.), expectations, Chebychev's inequality and Markov Chains.
Course period: One semester course
Teaching arrangement: 4 hours lectures and 3 hours problem session a week.
Qualifications
Mathematics 10 (elementary calculus and linear algebra), it is supposed that the students follow the course Mathematics 11 (functions of several variables) at the same time.
Text-books
L. L. Helms: Probability theory with contemporary applications, W. H. Freeman and Co., New York 1997, ISBN 0-7167-3023-5 (hbk). Additional exercises and lecture notes which are provided during the cource.
Evaluation
The examination is a written test, which will be evaluated according to the Danish 13-scale. In order to join the examination, at least 5 of the weekly assignments must have been delivered and accepted.