Probability Distributions

Faculteit Economie en Bedrijfskunde
Jaar 2021/22
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. 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
Titel Auteur ISBN Prijs
Introduction to Probability theory, 2nd edition, 2019, Chapman & Hall/CRC Texts in Statistical Science Blitzstein, Joseph K., Jessica Hwang 9781138369917 ca. €  52,00
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
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 1 semester II a verplicht