Probability Theory

2019-2020
Dit vak wordt in het Engels aangeboden. Omschrijvingen kunnen daardoor mogelijk alleen in het Engels worden weergegeven.

Doel vak

The learning objectives are as follows:

1. Knowledge and understanding of basic concepts of probability theory
and probability distributions.
2. Selecting an appropriate method to solve typical problems in
probability theory and applying these methods correctly.
3. Translating verbally described problems in the language of
probability theory to solve the problem.
4. Knowledge of probability distributions which occur most commonly in
practice and being able to use the known properties of these
distributions to solve problems.

Inhoud vak

The mathematical foundation for both modeling decisions under
uncertainty when performing statistics is probability theory and
probability theory therefore has a central role in the bachelor
Econometrics and Operations Research.
The structure of this course is as follows.
• Basic elements of the probability account (random experiment, outcomes
space, eventuality and opportunity) and fundamental calculation rules
for opportunities on eventualities. Combinatorial probability models,
conditional probabilities, the rule of Bayes, and the law of total
probability.
• Introduction of the concept of a stochastic variable, and concepts
such as distribution function, probability function, expectation and
variance of a stochastic variable.
• Specific discrete probability distributions, such as the binomial,
hypergeometric, Poisson, and geometric distribution.
• Continuous stochastic variables and associated probability
distributions. Specific continuous probability distributions such as the
uniform, normal, exponential and gamma distribution. Relations between
these continuous probability distributions and the previously introduced
discrete probability distributions are discussed.
• If there is sufficient time at the end of the course, the concepts of
bivariate and multivariate probability distribution included related
concepts such as joint and marginal distribution functions, conditional
probability distribution and independence of stochastic variables.

Onderwijsvorm

Theory lectures + Tutorials.

Toetsvorm

Interbetween exam - individual mark
Final exam - individual mark
Individual assignment - individual mark

Literatuur

Author: Saeed Ghahramani; Titel: Fundamentals of Probability (with
stochastic processes); Fourth Edition; publication year: 2018;
publisher: CRC Press, Taylor&Francis Group; EAN: 9781498755092

Overige informatie

During this course some knowledge gained at the simultaneous course
Analysis I will be utilized.

Aanbevolen voorkennis

Good knowledge and skill of mathematics taught at VWO.

Algemene informatie

Vakcode E_EOR1_PT
Studiepunten 6 EC
Periode P1+2
Vakniveau 100
Onderwijstaal Engels
Faculteit School of Business and Economics
Vakcoördinator dr. D.A. van der Laan
Examinator dr. D.A. van der Laan
Docenten dr. D.A. van der Laan
prof. dr. B.F. Heidergott

Praktische informatie

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