| Faculteit | Economie en Bedrijfskunde |
| Jaar | 2020/21 |
| 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. Compute moment generating functions to characterize probability distributions 2. Compute and reason about joint probability distribution function 3. Use transformations to characterize different types of probability distributions 4. Use conditional expectation to simplify and analyze probability problems. 5. Apply inequalities and limit theorems to bound and estimate probabilities. |
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| Omschrijving | This course is a follow-up of Probability Theory, and extends and deepens the probability concepts students learned earlier, and it prepares students for later courses on statistics, risk insurance, queueing theory, and so on. The modeling and analysis of probability problems is the central theme. Students have to invest in developing numerical skills to carry out the (sometimes involved) computations and simulations by means of computers. Finally, students have to be able to place (numerical) results in a practical (business) context. Thus, they develop `number sense' in a probabilistic context. | ||||||||
| Uren per week | variabel | ||||||||
| Onderwijsvorm | -hoorcollege , -werkcollege | ||||||||
| Toetsvorm |
-schriftelijk tentamen (open vragen), -tussentijds tentamen (open vragen)
(Written Exam 80%, Midterm assignments 20%) |
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| Vaksoort | propedeuse | ||||||||
| Coördinator | dr. N.D. van Foreest | ||||||||
| Docent(en) | E.R. van Beesten ,dr. N.D. van Foreest | ||||||||
| Verplichte literatuur |
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| Entreevoorwaarden | Admittance to the BSC EOR or pre-MSc EORAS | ||||||||
| Opmerkingen | Secretary: Martine Geerlings-Koolman, phone: +31(0)50 36 37018, e-mail: m.a.koolman@rug.nl. | ||||||||
| Opgenomen in |
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