## Probability Theory for EOR

 Faculteit Economie en Bedrijfskunde Jaar 2018/19 Vakcode EBP014B05 Vaknaam Probability Theory for EOR Niveau(s) propedeuse Voertaal Engels Periode semester I b ECTS 5 Rooster rooster

Uitgebreide vaknaam Probability Theory for EOR
Leerdoelen Upon completion of the course the student is able to:
a. Define the following key concepts, and apply these in mathematical problems:
1. random variable,
2. joint/marginal/conditional probability distributions,
3. expectation,
4. moment generating function.
b. Calculate probabilities using:
1. combinatorics
2. set theory and the axioms of probability
3. probability distributions.
c. Apply the concepts to calculate key properties of discrete random variables for several important probability distributions.
Omschrijving There are two lectures each week in which the theory from the book is discussed, and various examples are given. In addition, there are weekly two-hour practical sessions.
We discuss Chapters 1 through 5 of the textbook. The material discussed in this course is used amongst others in Probability Distributions in period 2.1, and Estimation and Testing in period 2.2.
Uren per week 6
Onderwijsvorm hoorcolleges, practica
Toetsvorm schriftelijk tentamen met open vragen, tussentoets(en)
(Final exam 80%, Midterm 20%)
Vaksoort propedeuse
Coördinator dr. T. Boot
Docent(en) dr. T. Boot , student-assistants
Verplichte literatuur
Titel Auteur ISBN Prijs
John E. Freund's Mathematical Statistics with Applications, 8th Edition. Miller, I., M. Miller
Entreevoorwaarden Admittance to the BSc EOR. The students are expected to know and be able to apply the subjects treated in Mathematics I (mathematical induction, calculation of integrals in one variable)
Opmerkingen Info: Dr Tom Boot, phone: +31(0)50 36 34001, e-mail: t.boot@rug.nl.
Secr: Martine Geerlings-Koolman, phone: +31(0)50 36 37018, e-mail: m.a.koolman@rug.nl.
Opgenomen in
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 1 semester I b verplicht