SF1922 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.
Choose semester and course offering
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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
Course disposition
No information inserted
Literature and preparations
Specific prerequisites
Active participation in SF1673 Analysis in one variable or SF1625 Calculus in one variable.
Recommended prerequisites
SF1672 Algebra and Geometry, SF1674 Calculus in Several Variables
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.
Grading scale
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
Examiner
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 web
Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.
Course web SF1922Offered by
Main field of study
Technology
Education cycle
First cycle
Add-on studies
No information inserted
Contact
Tetyana Pavlenko (pavlenko@kth.se)
Supplementary information
Only for students enrolled in th Degree Programme in Engineering Physics (CTFYS).