Probability Theory and Statistics

2018/2019

Content, progress and pedagogy of the module

Purpose:
After attending the course the students have developed the engineering intuition of the fundamental concepts and results of probability and statistics. They are able to apply the taught material to model and solve simple engineering problems involving randomness.

Learning objectives

Knowledge

  • 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, i.e., probability of events, random variables, etc.
  • Must be able to understand basic concepts of statistics such as binary hypothesis testing

Skills

  • Must be able to apply/compute Bayes rule in simple contexts
  • Must be able to determine the probability that Binomial, Poisson, and Gaussian random variables take values in a specified interval
  • Must be able to determine the mean and variance of Binomial, Poisson, and Gaussian random variables
  • Must be able to determine 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
  • Must be able to apply and interpret binary-hypothesis tests in simple contexts involving the Binomial, Poisson, and Gaussian distribution

Competences

  • Must be able to apply the general concepts of probability theory and statistics in a new, simple context. This includes choosing suitable methods, evaluating outcomes, and making the appropriate conclusions

Type of instruction

See the general description of the types of instruction described in the introduction to Chapter 3.

Exam

Exams

Name of examProbability Theory and Statistic
Type of exam
Written or oral exam
ECTS5
Assessment7-point grading scale
Type of gradingInternal examination
Criteria of assessmentAs stated in the Joint Programme Regulations
http:/​/​www.en.tech.aau.dk/​education-programmes/​Education+and+Programmes/​

Facts about the module

Danish titleSandsynlighedsregning og statistik
Module codeESNROBB4K3
Module typeCourse
Duration1 semester
SemesterSpring
ECTS5
Language of instructionEnglish
Empty-place SchemeYes
Location of the lectureCampus Aalborg
Responsible for the module

Organisation

Study BoardStudy Board of Electronics and IT
FacultyTechnical Faculty of IT and Design