Stochastic Methods

Utbildningsfakta

Kod: MAGB64

Probability theory: Sample spaces, events, and probabilities. Combinatorics. Independent events, conditional probabilities. Discrete and continuous random variables. Common probability distributions, especially the normal, exponential, binomial, and Poisson distributions. Functions of random variables. Expected values, variance, covariance, and correlation. The law of large numbers and the central limit theorem. Stochastic processes, random walks, and Poisson processes. Statistical methods: The Chi-square and t-distributions. Point estimates, unbiased and consistent estimates. Estimation with the maximum likelihood and least squares methods. Confidence intervals and test of significance, especially of the normal, binomial, and Poisson distributions and in situations where the central limit theorem can be applied. Different forms of misleading statistics. Regression analysis.

Behörighet

Registered on Mathematics 30 ECTS credits, including the courses Calculus and Geometry, 7.5 ECTS credits, and Calculus in several variables, 7.5 ECTS credits, of which 15 ECTS credits must be completed.

Utbildningstillfällen

Varje tillfälle har egna datum och villkor. Avslutade tillfällen behålls som historik och innebär inte att en ny ansökan är öppen.

• Stochastic Methods

  Karlstad University

  Karlstad

  Startdatum: 18 januari 2027

  Slutdatum: 28 mars 2027

  Studietakt: 50 %