MATS260 Probability Theory 1 (5 cr)
- probability space
- independence of events
- random variables
- expectation and its basic properties
- independence of random variables
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.
The students have developed their deductive reasoning skills for example by deriving properties of a measure from its definition.
Description of prerequisites
MATA280 Foundations of stochastics or TILA1200 Probability 1 or MATA2600 Basic course in probability.
Teaching (5 cr)
Lectures and homework exercises.