Probability Theory 7.5 credits

About the course

The course covers random variables in one and several dimensions, conditional probabilities, probability generating and characteristic functions. The multivariate normal distribution and distributions of order statistics and quadratic forms are treated. Other important probabilistic results that are covered more thoroughly compared to courses on the Bachelor level, are covergence criteria for series of random variables, the Borel Cantelli lemma, convergence through transforms, the law of large numbers, the central limit theorem and Cramér-Slutsky's theorem. Finally a deepend presentation of Poisson processes is given.

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Autumn 2025
- Probability Theory
  
  Autumn 2025 / Umeå / English / On site
  
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  Starts
  1 September 2025
  
  Ends
  2 November 2025
  
  Number of credits
  7.5 credits
  
  Type of studies
  On site
  
  Study pace
  50%
  
  Teaching hours
  Daytime
  
  Study location
  Umeå
  
  Language
  English
  
  Application code
  UMU-58203
  
  Eligibility The course requires 90 ECTS including courses in Mathematical Statistics minimum 12 ECTS or courses in Statistics, minimum 75 ECTS and in both cases a course in Basic Calculus, 7,5 ECTS. Proficiency in English and Swedish equivalent to the level required for basic eligibility for higher studies.
  
  Selection
  Guaranteed place
  
  Application
  Application deadline was 15 April 2025. The application period is closed.
  
  Application and tuition fees
  As a citizen of a country outside the European Union (EU), the European Economic Area (EEA) or Switzerland, you are required to pay application and tuition fees for studies at Umeå University.
  
  Application fee: SEK 900
  
  Tuition fee, first instalment: SEK 19,038
  
  Total fee: SEK 19,038
  
  Details about tuition, fees and funding

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