LU / (NF) - (LTH) / MatCent / Course / Fmsf05masc01
Mathematical Sciences
På svenska
Education
Research
Outreach
Library
About
Contact/Staff

Probability Theory

Official Course Description

LTH Course Description (SV) NF Course Description (SV) LTH Course Description (EN)

Description

Basic probability theory, random variables in one and several dimensions, multivariate Gaussian distribution, convergence of random variables and distributions, conditional distributions. Moment generating functions and characteristic functions.

Coming Sessions

, VT1

Finished Sessions

Course Information

LTH Code:FMSF05
NF Code: MASC01
Credits:7.5
Level:Upper Basic Level
Language:English

Prerequisites

Mathematical Statistics, Basic Course (Alt Mandatory) Mathematical Statistics, Basic Course (L,V) (Alt Mandatory) Mathematical Statistics, Basic Course (M) (Alt Mandatory) Mathematical Statistics (B,K,N,BME) (Alt Mandatory) Mathematical Statistics, Basic Course (W) (Alt Mandatory) Mathematical statistics, basic course (Mandatory) Mathematical Statistics (Alt Mandatory)

Following courses

Statistical Modelling of Extreme Values, Examensarbete- kandidatexamen i matematisk statistik Valuation of Derivative Assets

CEQ

CEQ - Probability Theory

Questions: webmaster
Last update: 2013-04-10

Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)