[Matematisk statistik]
[Matematikcentrum]
[Lunds tekniska högskola]
[Lunds universitet]
Current information fall semester 2012
Department:
Mathematical Statistics, Centre for Mathematical
Sciences
Credits:
FMSF15: 7.5hp (ECTS) credits
MASC03: 7.5hp (ECTS) credits
Requirements:
FMSF15: A basic course in Mathematical statistics in one of the civil engineering programs.
MASC03: 45hp (ECTS) credits in Mathematics and a course
corresponding to MASA01 Mathematical Statistics,
General Course.
Literature:
Norris, J. R.: Markov Chains, Cambridge Series in Statistical
and Probabilistic Mathematics. Additional
handouts. See Google books for more information on the book.
For those who prefer additional references in English we recommend either D. Stirzaker: Stochastic Processes and Models (Oxford University Press) or S.M. Ross: Introduction to Probability Models (Academic Press). These texts are both more comprehensive than the above book. For the even more ambitious student, P. Brémaud: Markov Chains. Gibbs Fields, Monte Carlo Simulation and Queues. (Springer-Verlag), is also an excellent text that is written at a mathematical level. They can be ordered at, for example, www.bookshop.co.uk, www.amazon.co.uk or www.springer.de.
Examination:
To get credits for the course you must pass the written examination
and do the computer lab work.
Previous exams:
2005-01-11,
solutions
2005-06-03,
solutions
2006-05-31,
solutions
2007-05-25,
solutions
2009-05-25,
solutions
2009-08-25,
solutions
Last modified: Thu Mar 11 14:30:13 CEST 2010