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SF2940 Probability Theory 7.5 credits

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

Choose semester and course offering

Choose semester and course offering to see current information and more about the course, such as course syllabus, study period, and application information.

Application

For course offering

Autumn 2024 CINEK3 m.fl. programme students

Application code

50254

Headings with content from the Course syllabus SF2940 (Spring 2023–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

  • Probability spaces, random variables and their distributions, functions of random
    variables, expectation
  • Independence, conditional probabilities, conditional expectation
  • Probability and moment generating functions, characteristic function, sums of random variables
  • Convergence of random variables, law of large numbers, central limit theorem
  • Multivariate normal distribution and applications

Intended learning outcomes

The overall aim of the course is for students to become well-acquainted with basic probability theory concepts, models and solutions methods applied to concrete problem.

After passing the course, the students should be able to

  • formulate and explain central definitions, results and theorems within probability theory
  • systematically apply concepts and methods to independently solve basic problems within probability theory
  • read and understand a mathematical text.

Literature and preparations

Specific prerequisites

  • English B / English 6
  • Completed basic coursein probability theory and statistic (SF1918, SF1922 or equivalent).

Recommended prerequisites

  • Basic course in Multivariable Calculus (SF1626, SF1674 or equivalent)
  • Basic course in Algebra and Geometry (SF1624 or equivalent)

Equipment

No information inserted

Literature

Announced no later than 4 weeks before the start of the course on the course web page.

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, 7.5 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.

Opportunity to complete the requirements via supplementary examination

The grade Fx can be completed to grade E.

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 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.

Offered by

Main field of study

Mathematics

Education cycle

Second cycle

Add-on studies

No information inserted

Contact

Kevin Schnelli (schnelli@kth.se)