MATS260 Probability Theory 1 (5 cr)

Open the course unit brochure on Sisu
Study level:
Advanced studies
Grading scale:
0-5
Language:
English
Responsible organisation:
Department of Mathematics and Statistics
Curriculum periods:
2017-2018, 2018-2019, 2019-2020

Description

Content

Basic concepts of probability:

* probability space
* independence of events
* random variables
* expectation and its basic properties
* independence of random variables

Completion methods

Course exam and exercises. Part of the exercises may be obligatory.

Final exam is an other option.

Assessment details

The grade is based on
a) the number of points in the course exam and possibly additional points from exercises
OR
b) the number of points in the final exam.

At least half of the points are needed to pass the course.

Learning outcomes

The students are familiar with the concept of probability spaces, random variables, and independence.

They are able to describe simple stochastic phenomena within this framework and know important distributions. The notion of expected values along with the main theorems about integration is understood as extension of the Riemann integral.

The students are able to compute expected values based on discrete distributions and the Lebesgue measure on the real line.

Description of prerequisites

MATA280 Foundations of stochastics or TILA121 Probability or TILA1200 Probability 1.

Study materials

Lecture notes: C. Geiss and S. Geiss. Introduction to Probability Theory I

Completion methods

Method 1

Select all marked parts

Method 2

Select all marked parts
Parts of the completion methods
x

Teaching (5 cr)

Type:
Participation in teaching
Grading scale:
0-5
Language:
English

Teaching

x

Exam (5 cr)

Type:
Exam
Grading scale:
0-5
Language:
English

Teaching