Credits: 5. Grading scale: TH. Compulsory for: F2. Course coordinator: Ulla Holst, ulla@maths.lth.se, Matematisk statistik. Recommended prerequisites: Mathematics, Basic Course (FMA012). Assessment: Written examination. To qualify for a final grade, students must have completed the laboratory work. Homepage: http://www.maths.lth.se/matstat/kurser/fms011.

Aim
Basic knowledge of construction and analysis of simple stochastic models.

Contents
Data analysis. Probability axioms. Conditional probability, independent events. Random variables, distributions. Conditional distributions. Expectation, variance, covariance. Poisson processes. Point and interval estimation. Test of hypotheses. methods based on normal distribution. Chi-squared test. Linear univariate and multivariate regression. Special attention to applications in physics.

Literature
Blom, G.: Sannolikhetsteori med tillämpningar, Lund 1984 Blom, G. & Holmquist, B.: Statistikteori med tillämpningar, Lund 1998