| 01142 Probability Theory |
| Danish title: Sandsynlighedsregning |
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Language: Danish ECTS-creditpoints: 5, External examination.
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Exam schedule:
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E3-A (dec 15 2001), F3-A (maj 31 2002) |
| Recommended semester: 4th -7th semester |
| Scope and form: Lectures, group study and homework problems. |
| Evaluation: Written exam
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| Examination: 13-scale |
| Previous course: C0142 |
| Prerequisites: 01020 / 01021 or 01002 / 01003 or 01005, 01030 / 01031 / 01032 / 01034 / 36260 |
| Aim: To provide the student with an understanding of probabilistic reasoning, to enable him / her to apply it within different technical subjects and to give the necessary mathematical foundation for statistical subjects. |
| Contents: The concept of probability, conditional probability, independence. Random variables, mean value, variance, covariance. Weak convergence. The most important probability distributions, including the binomial distribution, the Poisson distribution, the exponential distribution and the normal distribution. Generating functions, Laplace transformations. Stochastic processes, including the Poisson process, Markov chains, birth- and death processes, queueing theory. |
| Contact: Ole Groth Jørsboe, building 303, (+45) 4525 3059, o.joersboe@mat.dtu.dk |
| Department: 001 Department of Mathematics |
| Course URL: http://www.mat.dtu.dk/courses/01142 |
| Keywords: Probability, Random variables, Distributions, Markov chains |
| Updated: 04-05-2001 |
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