SF2940 Probability Theory 7.5 credits

• 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

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.

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

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

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

• 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.

Kevin Schnelli

• 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.