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Syllabus for

Academic year
TMA321 - Mathematical statistics  
 
Syllabus adopted 2012-02-22 by Head of Programme (or corresponding)
Owner: TKTFY
4,5 Credits
Grading: TH - Five, Four, Three, Not passed
Education cycle: First-cycle
Major subject: Mathematics, Engineering Physics
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: Swedish

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 Summer course No Sp
0194 Examination 4,5 c Grading: TH   4,5 c   30 May 2016 am SB,  09 Apr 2016 pm SB,  24 Aug 2016 pm SB

In programs

TKTFY ENGINEERING PHYSICS, Year 2 (compulsory)

Examiner:

Professor  Olle Häggström



  Go to Course Homepage

Eligibility:

In order to be eligible for a first cycle course the applicant needs to fulfil the general and specific entry requirements of the programme(s) that has the course included in the study programme.

Course specific prerequisites

Mathematical analysis.Matlab.

Aim

Our aim is to give a new view of measurement and information focusing on the variation and uncertainty and on efficient mathematical tools to handle randomness and uncertainty. The usefulness of this approach will be illustrated by physical, technical and other examples.

Learning outcomes (after completion of the course the student should be able to)

This course gives an introduction to probability theory, random modelling and statistical inference.

Content

Sample space, probability and conditioning. Modelling with different probability distributions. Computations involving random variables, expected values and variances. The Central limit theorem and approximation of distribution.
Parameter estimation methods, ML-estimation, confidence intervals and hypothesis testting in different standard situations. Random vectors and introduction to regression. Some models in physics eg radioactivity (Poisson processes etc.) and particle movements and many other applications appear in lectures and problems. Simulation is trained in laborations.

Organisation

Lectures and problem solving exercises as sheduled. Two lab exercises on simulation of phenomena in probability and statistics.

Literature

J. A. Rice: Mathematical Statistics and Data Analysis, Second edition. Duxbury Press, 1995.

Examination

A written exam with a minimum requirement in each of the probability and statistics part.


Page manager Published: Mon 28 Nov 2016.