Faculteit | Economie en Bedrijfskunde |
Jaar | 2021/22 |
Vakcode | EBP038A05 |
Vaknaam | Probability Distributions |
Niveau(s) | propedeuse |
Voertaal | Engels |
Periode | semester II a |
ECTS | 5 |
Rooster | rooster |
Uitgebreide vaknaam | Probability Distributions | ||||||||
Leerdoelen | Upon completion of the course the student is able to: 1. Work with joint distribution functions and the related calculus skills. 2.Define the probability distribution function of random variables that are combinations of other random variables. 3. Use conditional expectation and variance to simplify probabilistic reasoning and computations. 4. Apply inequalities and limit theorems to approximately estimate probabilities for more difficult probability models. |
||||||||
Omschrijving | This course continues the study of probability theory, started in the course Probability theory. We will study joint probability distributions, change of variables, conditional expectation and inequalities and limit theorems. The book is the same as for Probability Theory, we continue with ch 7, 8, 9, and 10. |
||||||||
Uren per week | 6 | ||||||||
Onderwijsvorm |
-hoorcollege , -werkcollege
(Attendance to tutorials is mandatory) |
||||||||
Toetsvorm |
-groepsopdracht, -schriftelijk tentamen (open vragen)
(Written Exam with open questions 75%, Intermediate exam with open questions 25%) |
||||||||
Vaksoort | propedeuse | ||||||||
Coördinator | dr. N.D. van Foreest | ||||||||
Docent(en) | Dr. A. Rijal ,dr. N.D. van Foreest | ||||||||
Verplichte literatuur |
|
||||||||
Entreevoorwaarden | Admittance to the BSc EOR. Depending on e.g. capacity, other students may be allowed to participate in some or all course activities. (To be decided by the Programme Director.) The students are expected to have a sound understanding of differentiation, integration, the expectation operator, the use of moment generating function | ||||||||
Opmerkingen | |||||||||
Opgenomen in |
|