# 2018/2019

## Forudsætninger/Anbefalede forudsætninger for at deltage i modulet

The module builds on Linear Algebra, Calculus, and Fourier Theory

## Modulets indhold, forløb og pædagogik

After attending the course the students have developed the engineering intuition of the fundamental concepts and results of Probability, Statistics, and Stochastic Processes. They are able to apply the taught material to model and solve simple engineering problems involving randomness.

### Læringsmål

#### Viden

• Must have knowledge about the concept of probability spaces
• Must have knowledge about the conceptual models of estimation and hypothesis testing
• Must be able to understand the basic concepts of probability theory:
• Probability of events
• Random variables
• Must be able to understand the basic concepts of statistics:
• Binary hypothesis testing.

#### Færdigheder

• Must be able to apply/compute
• Bayes rule in simple contexts
• The probability that Binomial, Poisson, and Gaussian random variables take values in a specified interval
• The mean and variance of Binomial, Poisson, and Gaussian random variables
• The marginal distributions of multi-variate Gaussian variables
• Must be able to apply and interpret
• ML-estimation in simple contexts involving the Binomial, Poisson, and Gaussian distribution
• Binary-hypothesis tests in simple contexts involving the Binomial, Poisson, and Gaussian distribution

#### Kompetencer

• Must be able to apply the general concepts of Probability Theory and Statistics in a new simple context. This includes choosing the suitable methods, evaluating the outcomes, and drawing the appropriate conclusions.

### Undervisningsform

Combination of e.g. face-to-face lectures, exercises, self-studies and mini-projects (using e.g. MATLAB).

## Eksamen

### Prøver

 Prøvens navn Introduktion til sandsynlighedsregning og statistik Prøveform Skriftlig eller mundtlig ECTS 5 Bedømmelsesform 7-trins-skala Censur Intern prøve Vurderingskriterier Som angivet i Fællesbestemmelser for uddannelser http:/​/​www.tech.aau.dk/​uddannelse/​Studieadministration/​

## Fakta om modulet

 Engelsk titel Introduction to Probability Theory and Statistics Modulkode ESNEITB6K1 Modultype Kursus Varighed 1 semester Semester Forår ECTS 5 Tomplads Ja Undervisningssted Campus Aalborg Modulansvarlig Ove Kjeld Andersen

## Organisation

 Studienævn Studienævnet for Elektronik og IT Institut Institut for Elektroniske Systemer Fakultet Det Tekniske Fakultet for IT og Design