K7 Probability & Statistics

Purpose

The course purpose is to contribute to the student's attainment of knowledge about probability theory and his ability to use it in statistics and stochastic processes relevant within engineering.

Content

The axiom systems of the probability theory, one and multi dimensional discrete and continuous random variables, description of random variables, examples of probability distributions, the central limit theorem, estimation theory and test theory.

Course format

The course consists of 8 lectures. Lectures will be given in English. Each lecture consists of 2x45 minute lectures followed by exercises.

Course literature

[W] Walpole, Myers, Myers & Ye: Probability & Statistics for Engineers & Scientists, 8th Edn, 2007, Pearson. Should be available in the bookstore.

Software

We will use MATLAB.

Content of lectures

• Lecture 1
• Lecture 2
• Lecture 3
• Lecture 4
• Lecture 5
• Lecture 6
• Lecture 7
• Lecture 8

Lecturer

Poul Svante Eriksen, Institut for Matematiske fag.