Course

Probability and Statistics 2 (STA500)

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 principle,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.


Dette er emnebeskrivelsen for studieåret 2019-2020. Merk at det kan komme endringer.

See course description and exam/assesment information for this semester (2024-2025)

Semesters

Fakta

Emnekode

STA500

Vekting (stp)

10

Semester undervisningsstart

Autumn

Undervisningsspråk

English

Antall semestre

1

Vurderingssemester

Autumn

Timeplan

Vis timeplan

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 principle,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.

Learning outcome

After having completed the course one 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.

Forkunnskapskrav

Et av følgende alternativer:
Mathematical Methods 1 (MAT100)
Mathematical Methods 2 (MAT200)
Probability and Statistics 1 (STA100)

Anbefalte forkunnskaper

Mathematical Methods 1 (MAT100), Mathematical Methods 2 (MAT200), Probability and Statistics 1 (STA100)

Exam

Form of assessment Weight Duration Marks Aid Exam system Withdrawal deadline Exam date
Written exam 1/1 4 Hours Letter grades No printed or written materials are allowed. Approved basic calculator allowed — — —


Vilkår for å gå opp til eksamen/vurdering

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.

Fagperson(er)

Head of Department:

Bjørn Henrik Auestad

Course coordinator:

Jan Terje Kvaløy

Course coordinator:

Jörn Schulz

Method of work

4 hours lectures and 2 hours problem solving per week.

Overlapping

Emne Reduksjon (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

Åpent for

Master studies at the Faculty of Science and Technology and Bachelorstudents in mathematics and physics.

Emneevaluering

Questionnaire and discussion with the students.

Litteratur

Walpole, Myers, Myers and Ye. "Probability and Statistics for Engineers and Scientists", 9. edition, Pearson.

Kontakt

Head of Department:

Bjørn Henrik Auestad

Course coordinator:

Jan Terje Kvaløy

Course coordinator:

Jörn Schulz

Tilbys av

Faculty of Science and Technology

Department of Mathematics and Physics

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