Stochastic Methods

 7.5 ECTS credits
Probability theory: Sample spaces, events, and probabilities. Combinatorics. Independent events, conditional probabilities. Discrete and continuous random variables. Common probability distributions, especially the normal, exponential, binomial, and Poisson distributions. Functions of random variables. Expected values, variance, covariance, and correlation. The law of large numbers and the central limit theorem. Stochastic processes, random walks, and Poisson processes.

Statistical methods: The Chi-square and t-distributions. Point estimates, unbiased and consistent estimates. Estimation with the maximum likelihood and least squares methods. Confidence intervals and test of significance, especially of the normal, binomial, and Poisson distributions and in situations where the central limit theorem can be applied. Different forms of misleading statistics. Regression analysis.

Progressive specialisation: G1F (has less than 60 credits in first‐cycle course/s as entry requirements)
Education level: Undergraduate level
Admission requirements: Registered on Mathematics 30 ECTS credits, including the courses Calculus and Geometry, 7.5 ECTS credits, and Calculus in several variables, 7.5 ECTS credits, of which 15 ECTS credits must be completed.
Selection: Selection is usually based on your grade point average from upper secondary school or the number of credit points from previous university studies, or both.

This course is included in the following programme

More information

  • Start Spring 2027
  • Mode of study Campus
  • Language Swedish
  • Course code MAGB64
  • Application code KAU-48124
  • Study pace 50% (Day)
  • Study period week 3–12
  • Schedule Show
  • Reading list Show
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