Probability theory

Course Code :1002WETKAN
Study domain:Mathematics
Academic year:2017-2018
Semester:1st semester
Sequentiality:
Contact hours:90
Credits:9
Study load (hours):252
Contract restrictions: No contract restriction
Language of instruction:Dutch
Exam period:exam in the 1st semester
Lecturer(s)Florence Guillaume

3. Course contents *

  • We define the basic concepts of probability theory regarding univariate stochastic variables: distribution function, density and probability functions, quantile functions, expectations, ...

  • We define the basic concepts of probability theory regarding multivariate stochastic variables: marginal, joint and conditional density and distribution functions, independence, conditional expectation, ... 

  • We study stochastic vectors and their transformations.

  • We discuss generating functions and in particular characteristic functions.

  • We study convergence concepts and limit propositions.

  • We give an overview of frequently encountered univariate and multivariate distributions.