MA8704 - Probability Theory and Asymptotic Techniques

About

Examination arrangement

Examination arrangement: Oral examination
Grade: Passed/Failed

Evaluation form Weighting Duration Examination aids Grade deviation
Oral examination 100/100

Course content

The course is taught only if a sufficient number of students register, next time Fall 2016. If too few students register, then the course is only given as a guided self study.
The course gives a broad introduction to classical probability theory and asymptotic techniques towards applications in statistics. Together with course MA8701 General statistical methods it provides a theoretical basis for PhD students in statistics. The contents include basic probability theory, convergence of sequences of random variables, characteristic functions, classical limit theorems, asymptotic properties of statistical methods.

Learning outcome

1. Knowledge
The course gives a broad introduction to classical probability theory and asymptotic techniques towards applications in statistics. Together with course MA8701 General statistical methods it provides a theoretical basis for PhD students in statistics. The contents include basic probability theory, convergence of sequences of random variables, characteristic functions, classical limit theorems, asymptotic properties of statistical methods.
2. Skills
The students should learn and be able to use the basic methods of probability theory and asymptotic analysis as mentioned above. They should be able to apply these methods to various problems in probability theory and statistical inference, as well as in applied mathematics.

3. Competence
The students should be able to participate in scientific discussions and conduct research in probability and in asymptotic analysis at a high international level. They should be able to participate in interdisciplinary projects involving these topics.



Learning methods and activities

Lectures, alternatively guided self-study.

Course materials

Will be announced at the start of the course.

Timetable

Detailed timetable

Examination

Examination arrangement: Oral examination

Term Statuskode Evaluation form Weighting Examination aids Date Time Room *
Autumn ORD Oral examination 100/100
Spring ORD Oral examination 100/100
  • * The location (room) for a written examination is published 3 days before examination date.
If more than one room is listed, you will find your room at Studentweb.