Course

Probability and Statistics 2 (STA500)

Basic and advanced issues in probability, statistical modeling using stochastic processes, estimation and statistical inference.


Course description for study year 2025-2026. Please note that changes may occur.

Facts

Course code

STA500

Credits (ECTS)

10

Semester tution start

Autumn

Language of instruction

English

Number of semesters

1

Exam semester

Autumn

Time table

View course schedule

Literature

Search for literature in Leganto

Content

Basic issues in probability. Presentation of a number of commonly used probability distributions. Short introduction to extreme-value statistic. Estimation, in particular the maximum likelihood method, and confidence intervals in various situations. Brief introduction to Bayesian statistics. Stochastic processes, in particular Poisson processes and Markov processes. Theory and areas for applications of the various methods will be covered. Use of software (R).

Learning outcome

After having completed the course, the student should:

  • Be able to use various probability distributions
  • Have basic knowledge of extreme value statistics.
  • Know about maximum likelihood estimation and have basic knowledge about estimation and confidence intervals
  • Have basic knowledge of Bayesian statistics
  • Know of common models for stochastic processes.
  • Be able to do basic calculations for Poisson processes and Markov processes, including simple queue models.

Required prerequisite knowledge

One of the following alternatives:
Mathematical Methods 1 (MAT100)
Mathematical Methods 2 (MAT200)
Probability and Statistics 1 (STA100)

Recommended prerequisites

Mathematical Methods 1 (MAT100), Mathematical Methods 2 (MAT200), Probability and Statistics 1 (STA100)
or equivalent courses.

Exam

Form of assessment Weight Duration Marks Aid
Written exam 1/1 4 Hours Letter grades Approved, basic calculator, One A4 sheet of handwritten notes


Permitted aids on the exam are simple approved calculator and one A4-sheet with your own handwritten notes. It is allowed to write on both sides of the note sheet, and the notes should be written by hand directly on the sheet.

Written exam is with pen and paper

Coursework requirements

Mandatory submissions
At least 8 out of 12 exercises must be submitted and recieve a pass in order to be eligable to take the exam.

Course teacher(s)

Head of Department:

Bjørn Henrik Auestad

Course coordinator:

Jan Terje Kvaløy

Course coordinator:

Jörn Schulz

Method of work

4+2 hours of lectures and problem solving per week, self study.

Overlapping courses

Course Reduction (SP)
Mathematical statistics and stochastic processes A (MOT100_1) , Probability and Statistics 2 (STA500_1) 7
Mathematical statistics and stochastic processes B (MOT110_1) , Probability and Statistics 2 (STA500_1) 4
Mathematical statistics (MOT150_1) , Probability and Statistics 2 (STA500_1) 4
Mathematical Statistics - Petroleum (MOT320_1) , Probability and Statistics 2 (STA500_1) 4
Introduction to Statistics and Probability 2 (MET270_1) , Probability and Statistics 2 (STA500_1) 10

Open for

Mathematics and Physics - Bachelor's Degree Programme
Admission to Single Courses at the Faculty of Science and Technology
City and Regional Planning - Master of Science City and Regional Planning - Master of Science Degree Programme, Five Years Computational Engineering - Master of Science Degree Programme Computer Science - Master of Science Degree Programme Environmental Engineering - Master of Science Degree Programme Industrial Economics - Master of Science Degree Programme Industrial Economics - Master of Science Degree Programme, Five Year Industrial Automation and Signal Processing - Master's Degree Programme - 5 year Robot Technology and Signal Processing - Master's Degree Programme Structural and Mechanical Engineering - Master of Science Degree Programme Structural and Mechanical Engineering - Master of Science Degree Programme. Five Years Mathematics and Physics - Master of Science Degree Programme Mathematics and Physics - Five Year Integrated Master's Degree Programme Offshore Field Development Technology - Master of Science Degree Programme Industrial Asset Management - Master of Science Degree Programme Marine and Subsea Technology, Master of Science Degree Programme, Five Years Marine and Offshore Technology - Master of Science Degree Programme Offshore Technology - Master's Degree Programme Petroleum Geosciences Engineering - Master of Science Degree Programme Petroleum Engineering - Master of Science Degree Programme Petroleum Engineering - Master of Science Degree Programme, Five Years Risk Analysis - Master of Science Degree Programme Master's Degree Programme in Societal Safety, Specialisation in Technical Social Safety Risk Management - Master's Degree Programme (Master i teknologi/siviling.)
Exchange programme at Faculty of Science and Technology

Course assessment

There must be an early dialogue between the course supervisor, the student union representative and the students. The purpose is feedback from the students for changes and adjustments in the course for the current semester.In addition, a digital course evaluation must be carried out at least every three years. Its purpose is to gather the students experiences with the course.

Contact

Head of Department:

Bjørn Henrik Auestad

Course coordinator:

Jan Terje Kvaløy

Course coordinator:

Jörn Schulz

Offered by

Faculty of Science and Technology

Department of Mathematics and Physics

The course description is retrieved from FS (Felles studentsystem). Version 1