TILA1300 Probability 2 (4 cr)
Review about random variables, generating functions, distributions of functions of random variables, laws of large numbers and the central limit theorem.
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.
Exam is passed when one gets at least half of the maximum points
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
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.
Teaching (4 cr)
Luennot ja harjoitukset ja kurssitentti
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