MAT-02506 Probability Calculus, 4 cr

Additional information

This course will no longer be lectured. In the future, take MAT-01566 Mathematics 5 instead.
The implementation will not be executed during the academic year 2019-2020.

Person responsible

Henri Hansen


Implementation Period Person responsible Requirements
MAT-02506 2019-01 - Henri Hansen

Learning Outcomes

In this course, the students learn the basic concepts of probabilities, random variables and random vectors. The students learn to compute discrete and continuous probabilities and expectation values such as variances and correlations. The students also learn to apply the probability calculus to practical problems. The students learn how to justify their claims using mathematical methods and to present their solutions orally as well as in written form.


Content Core content Complementary knowledge Specialist knowledge
1. Basic Notions of Probability Theory: Probability and Expectation, Conditional Probability, Total probability and Independence  Bayesian probability and Combinatorial analysis.   
2. Random Variables: The Probability Mass and Density Functions, Important Discrete Random Variables, Important Continuous Random Variables and Expectation and Variance  Moment Generating Function   
3. Random Vectors: Discrete and Continuous Random Vectors, Covariance and Correlation, Multinormal Distribution and The Central Limit Theorem  Transformations of Random Vectors   

Instructions for students on how to achieve the learning outcomes

The grade of the course is based on the final exam and exercises.

Assessment scale:

Numerical evaluation scale (0-5)


Course Mandatory/Advisable Description
MAT-01166 Mathematics 1 Mandatory    
MAT-01266 Mathematics 2 Mandatory    
MAT-01366 Mathematics 3 Mandatory    

Correspondence of content

There is no equivalence with any other courses

Updated by: Ullgren Sini, 10.04.2019