• Svenska

# SF1921 Probability Theory and Statistics 6.0 credits

The overall purpose of the course is that the student should be well acquainted with basic concepts, theory, models and solution methods in probability theory and statistical inference.

### For course offering

Spring 2025 CMATD3 programme students

Only CMATD3

P3 (6.0 hp)

14 Jan 2025
16 Mar 2025

50%

Normal Daytime

Swedish

KTH Campus

### Number of places

Places are not limited

## Application

### For course offering

Spring 2025 CMATD3 programme students

61407

## Contact

### For course offering

Spring 2025 CMATD3 programme students

### Contact

Björn-Olof H G Skytt (bos@kth.se)

### Examiner

No information inserted

### Course coordinator

No information inserted

### Teachers

No information inserted
Headings with content from the Course syllabus SF1921 (Spring 2020–) are denoted with an asterisk ( )

## Content and learning outcomes

### Course contents

Basic concepts such as probability, conditional probability and independent events. Discrete and continuous random variables, in particular one dimensional random variables. Measures of central tendency, dispersion and dependence of random variables and data sets. Common distributions and models, such as the normal, binomial and Poisson distributions. The Central limit theorem and the Law of large numbers.

Descriptive statistics. Point estimates and general methods of estimation, such as maximum likelihood estimation and the method of least squares. General confidence intervals and in particular confidence intervals for the mean and variance of normally distributed data. Confidence intervals for proportions and for difference in means and proportions. Statistical hypothesis testing. Chi2-tests of goodness of fit, homogeneity and independence. Linear regression.

### Intended learning outcomes

To pass the course, the student should be able to

• solve problems that require knowledge about standard concepts and methods in probability theory
• solve problems that require knowledge about standard concepts and methods in statistics

## Literature and preparations

### Specific prerequisites

Completed course SF1625 Calculus in one variable.

### Recommended prerequisites

SF1626 Calculus in Several Variable, SF1624 Algebra and Geometry

### Equipment

No information inserted

### Literature

Blom et al., Sannolikhetsteori och statistikteori med tillämpningar, Studentlitteratur

Complemental material from the department.

## Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

A, B, C, D, E, FX, F

### Examination

• TEN1 - Examination, 6.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

The examiner decides, in consultation with KTHs Coordinator of students with disabilities (Funka), about any customized examination for students with documented, lasting disability.

### Opportunity to complete the requirements via supplementary examination

No information inserted

### Opportunity to raise an approved grade via renewed examination

No information inserted

### Ethical approach

• All members of a group are responsible for the group's work.
• In any assessment, every student shall honestly disclose any help received and sources used.
• In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

## Further information

### Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Technology

First cycle