Probability Distributions

Faculteit Economie en Bedrijfskunde
Jaar 2017/18
Vakcode EBP038A05
Vaknaam Probability Distributions
Niveau(s) propedeuse
Voertaal Engels
Periode semester II a
ECTS 5
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Uitgebreide vaknaam Probability Distributions
Leerdoelen Upon completion of the course the student is able to:
1. Identify the relationship among special distributions.
2. Define the probability distribution function of random variables that are combinations of other random variables
3. Apply their knowledge of functions of random variable by deriving sampling distributions.
4. Define the distribution of estimators and decide which is the best one under certain circumstances.
5. Define the distribution of test statistics
Omschrijving The topics discussed in the course can be broadly categorised in two parts. In the first part (chapters 6 and 7 of the textbook), essential tools and techniques are mentined. These include special probability functions and the relation among them, as well as techniques that allow the derivation of the probability distribution function from functions of other random variables.
The second part (chapters 8 and 10 of the textbook) demonstrates how these techniques are utilised for the purposed of conducting statistical inference and more specifically point estimation. Applications to hypothesis testing will be discussed in a later course of the EOR programme.
The course involves a lecture and a practical (two hours each) per week. During lectures the main theory and typical examples are demonstrated. Additionally, applications are demonstrated to provide the motivation for the afforementioned theory discussed.
During practicals students will have to work on specific exercises (some from the textbook and some others posed by the lecturers).
Uren per week 4
Onderwijsvorm hoor- en werkcolleges
Toetsvorm schriftelijk tentamen met open vragen
(Written Exam 80%, Midterm assignments 20%)
Vaksoort propedeuse
Coördinator dr. A. Juodis
Docent(en) dr. A. Juodis
Verplichte literatuur
Titel Auteur ISBN Prijs
John E. Freund's Mathematical Statistics with Applications, 7th (or later) Edition. Miller, I., M. Miller
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 Info: Secr: Martine Geerlings-Koolman, phone: +31(0)50 363 7018, e-mail: m.a.koolman@rug.nl.
Opgenomen in
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 1 semester II a verplicht