Course syllabus

Matematisk statistik, allmän kurs
Mathematical Statistics, Basic Course

FMS012, 9 credits, G2 (First Cycle)

Valid for: 2012/13
Decided by: Education Board 1
Date of Decision: 2012-03-27

General Information

Main field: Technology.
Compulsory for: C3, D3, E3, F3, I2, Pi2
Language of instruction: The course will be given in Swedish


The course is intended to give the student the basics in mathematical modelling of random variation and an understanding of the principles behind statistical analysis. It shall also give the students a toolbox containing the most commonly used models and methods, as well as the ability to use these in practical situations. The student shall also be able to handle dependence between observations.

The course fills two purposes, providing a fundamental knowledge of mathematical statistics, as well as giving a foundation for further studies.

The fundamental knowledge is essential for those who, in their professional lives, will not necessarily be involved in statistical analyses on a daily basis, but who, on occasion, will be expected to perform basic statistical tests and present the results for their colleagues. They will also be expected to be able to read and assess the analyses of others.

The main purpose of the course is to provide a basis for further studies. Both in stochastic modelling and analysis of random phenomena in time and/or space, and in the application areas, such as telecommunications, economics, signal processing, logistics, and process control. The focus therefore lies in probability theory and stochastic modelling of both independent and dependent data.

Learning outcomes

Knowledge and understanding
For a passing grade the student must

Competences and skills
For a passing grade the student must

Judgement and approach
For a passing grade the student must


Data analysis. Descriptive statistics. Axioms of probability. Conditional probability, independent events. Stochastic variables and functions of the same. Expectation, variance, and covariance. Normal distribution, binomial distribution, and other important distributions for measurements and frequencies. Conditional distributions and conditional expectations. Point estimates and their properties. Maximum likelihood and Least squares. Principles of interval estimates and hypothesis testing. Methods for normally distributed observations. Approximative methods based on the normal distribution. Estimates of proportions. Correlation. Linear univariate and multiple regression. Introduction to stochastic processes. Examples are chosen with respect to the different programs.

Examination details

Grading scale: TH
Assessment: Written exam and compulsory computer exercises.

Code: 0108. Name: Examination.
Credits: 8. Grading scale: TH. Assessment: Written exam.
Code: 0208. Name: Laboratory Work.
Credits: 1. Grading scale: UG. Assessment: Computer exercises.


Admission requirements:

Required prior knowledge: Calculus in one and several variables and Linear algebra.
The number of participants is limited to: No
The course overlaps following course/s: FMS011, FMS021, FMS022, FMS032, FMS033, FMS035, FMS086, FMS120, FMS121, FMS140, MASB02, MASB03, MASA01

Reading list

Contact and other information

Director of studies: Studierektor Anna Lindgren,
Course homepage:
Further information: The course is also given for physicists at the faculty of science with the code MASB03.