SF1917 Probability Theory and Statistics 6.0 credits

Basic concepts such as probability, conditional probability and independent events. Discrete and continuous random variables, in particular one dimensional random variables. Measures of central tendency, dispersion and dependence of random variables and data sets. Common distributions and models, such as the normal, binomial and Poisson distributions. The Central limit theorem and the Law of large numbers.

Descriptive statistics. Point estimates and general methods of estimation, such as maximum likelihood estimation and the method of least squares. General confidence intervals and in particular confidence intervals for the mean and variance of normally distributed data. Confidence intervals for proportions and for difference in means and proportions. Statistical hypothesis testing. Chi2-tests of goodness of fit, homogeneity and independence. Linear regression.

To pass the course, the student should be able to

• solve problems that require knowledge about standard concepts and methods in probability theory
• solve problems that require knowledge about standard concepts and methods in statistics

Completed course in SF1625 Calculus in one variable or SF1673 Analysis in one variable.  

SF1626 Calculus in Several Variable, SF1624 Algebra and Geometry 

Blom et al., Sannolikhetsteori och statistikteori med tillämpningar, Studentlitteratur

Complemental material from the department.

If the course is discontinued, students may request to be examined during the following two academic years.

• TEN1 - Examination, 6.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

The examiner decides, in consultation with KTHs Coordinator of students with disabilities (Funka), about any customized examination for students with documented, lasting disability. 

Björn Olof Skytt

• All members of a group are responsible for the group's work.
• In any assessment, every student shall honestly disclose any help received and sources used.
• In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Only for students enrolled in the Degree Programme in Energy and Environment (CENMI) and Master of Science in Engineering and in Education i mathematics/Pfysics and Information and communication (CLGYM, `MAFY, TIKT).