TILA1300 Probability 2 (4 cr)
Description
Contents:
Review about random variables, generating functions, distributions of functions of random variables, laws of large numbers and the central limit theorem.
Completion mode:
Exam. The exams for foreign students are based on book S. Ross: A first course in probability (fifth edition or later).
((5th edition) Chapters 5.7, 6.7, 7.6, 8.1-8.6, 10.1-10.2)
Please contact the examiner well before the exam by email.
Evaluation:
Exam is passed when one gets at least half of the maximum points
Learning outcomes
After passing the exam the student is able to
- apply generating functions
- derive distribution and statistics for transformations of random variables
- use inequalities and laws of large numbers and central limit theorem for estimating probabilities
Description of prerequisites
Study materials
Lindgren, B.W. (1976): Statistical theory.
Tuominen, P: Todennäköisyyslaskenta I.
Ross, S: A first course in probability.
Schaeffer, R.L: Introduction to probability and its applications.
Completion methods
Method 1
Method 2
Teaching (4 cr)
Luennot ja harjoitukset ja kurssitentti
Materiaali TIMissä
Teaching
8/31–10/25/2020 Lectures
10/14–10/14/2020 Exam
11/4–11/4/2020 Exam
Independent Study (4 cr)
Independent Study and an Exam
Sheldon Ross: A first course in probability (5. edition) chapters 5.7, 6.7, 7.6, 8.1-8.6, 10.1-10.2