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Probability Theory

  • Number of credits 7.5 credits
  • Level Master’s level
  • Starting Autumn Term 2022

Admitted to the course

Here you will find everything you need to know before the course starts.

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.

Application and eligibility

Probability Theory, 7.5 credits

Visa tillfällen för föregående termin Autumn Term 2022 Det finns inga senare terminer för kursen

Starts

29 August 2022

Ends

31 October 2022

Study location

Umeå

Language

English

Type of studies

Daytime, 50%

Required Knowledge

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. Entry requirements

Selection

Guaranteed place Applicants in some programs at Umeå University have guaranteed admission to this course. The number of places for a single course may therefore be limited.

Application code

UMU-58203

Application

Application deadline was 19 April 2022. Please note: This second application round is intended only for EU/EEA/Swiss citizens. Submit a late application at Universityadmissions.se.

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 17,850

Total fee

SEK 17,850

Contact us

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Contactperson for the course is:
Study counselor Lars-Daniel Öhman