Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Probability Theory
Course Number:
X_400622
Course Description:
After the course: Students know the three axioms of probability and associated basic propositions and are able to use these to compute probabilities of events. They understand the concept of independence and can compute conditional probabilities (directly or with Bayes' rule). Students can compute probability mass functions and density functions, cumulative distributions, expectations and variances of discrete and continuous random variables. They also know important discrete and continous probability distributions (Bernoulli, binomial, Poisson, geometric, negative bionomial, hyper geometric, uniform, normal and exponential distribution) and their properties and know in which context these distributions occur. Students can work with jointly distributed random variables. He can compute probabilities, use the concept of independence in this context, compute marginal distributions, conditional distributions, (conditional) expectations, covariances and correlations. Students can compute the probability distribution of a function of a random variable or a random vector. Students know and can apply the central limit theorem.
Language:
English
Approved Equivalent:
MATH 351
Attachment Files:
