Probability and Statistics

Autumn 2006

(Last updated: 4-12-2006)

 

Organizers:   Dr. Ir. Mark Huiskes

               

Period: September 20th - December 13th 2006

Place:   Room 412 (LIACS, Snelliusgebouw)

Time:   Wednesday 18.00 - 20.00

 

EC's: 6

 

Description: The course Probability and Statistics will cover the following topics: combinatorics, probability spaces, random variables, distributions and density functions, conditional probability, expected value, variance, standard deviation, law of large numbers, central limit theorem, confidence intervals, hypothesis tests

 

Grading:

There will be a written exam at the end of the course. Furthermore there will be weekly assignments that have to be completed before being allowed to do the exam.

 

Schedule:

 

Place: Room 412 (LIACS, Snelliusgebouw)

Time: 18.00 - 20.00

 
Date Subject
27-9  Introduction and organization
4-10  Discrete probability spaces
11-10  Continuous probability spaces
18-10  Combinatorics
8-11  Conditional probability and independence
15-11  Important Distributions and Densities
22-11  Expected Value and Variance
29-11  Sums of Independent Random Variables; The Law of Large Numbers
6-12  Central Limit Theorem; Confidence Intervals
13-12  Hypothesis Testing

Book used in the course:

Links:

 

 Book applets