Credits: 6. Grading scale: TH. Compulsory for: C2, D2, E2. Course coordinator: Tobias Rydén, Director of studies, tobias@maths.lth.se, Matematisk statistik. Recommended prerequisites: FMA410 Calculus in One Variable, FMA420 Linear Algebra, FMA430 or FMA025 Calculus in Several Variables. Assessment: Written exam. To qualify for a final grade, students must have completed the laboratory work. Homepage: http://www.maths.lth.se/matstat/kurser/fms022/.

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. Point and interval estimation. Test of hypotheses. Methods based on normal distributions. Linear univariate and multivariate regression. Introduction to Stochastic Processes.

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