Syllabus year 2005

MATHEMATICAL STATISTICS, BASIC COURSEFMS121
Matematisk statistik, allmän kurs

Credits: 6. Grading scale: TH. Compulsory for: I2. Course coordinator: Tobias Rydén, Director of studies, tobias@maths.lth.se, Matematisk statistik. Recommended prerequisites: FMA410 Calculus in One Variable, FMA420 Linear Algebra, FMA430 Calculus in Several Variables. Assessment: Written examination. To qualify for a final grade, students must have completed the laboratory work and the assignments. Homepage: http://www.maths.lth.se/matstat/kurser/fms121/.

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

Contents
Data analysis. Probability axioms. Conditional probability, independent events. Random variables and distributions. Conditional distributions. Expectation, variance, covariance. Point and interval estimation. Test of hypotheses. Methods based on normal distribution. Chi-squared test. Linear univariate and multivariate regression. Simulation-based inference. Introduction to stochastic processes.

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