Probability Theory
This course gives you a mathematical and rigorous cover over the foundations of probability theory. You will learn to understand axioms of Probability theory and perform advanced probability calculations in some chosen applications. And you will be able to visualize basic concepts of probability theory using statistical software (Matlab).
Probability theory is the foundation for the understanding and use of statistical methods. It providesbackground theory that enables the use of models to describe and analyse various phenomena thatcharacterized by random variations.
With this course you will develop your understanding of the basis of probability theory and its implications for statistical inference, you will get an in-depth understanding develop skills of use within the field of statistics.
The course addresses various axiom systems and probability spaces, multivariate distributions, transformations, conditional random variables, hierarchical models, characteristic functions, different forms of convergence and limit theorems.
The course provides a solid base for the progression of studies on advanced level, and for the student who wants to go on with research studies in statistics.
Information for admitted students autumn 2024
Congratulations! You have been admitted at Stockholm University and we hope that you will enjoy your studies with us.
In order to ensure that your studies begin as smoothly as possible we have compiled a short checklist for the beginning of the semester.
Follow the instructions on whether you have to reply to your offer or not.
universityadmissions.se
Checklist for admitted students
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Activate your university account
The first step in being able to register and gain access to all the university's IT services.
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Register at your department
Registration can be done in different ways. Read the instructions from your department below.
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Read all the information on this page
Here you will find what you need to know before your course or programme starts.
IMPORTANT
Your seat may be withdrawn if you do not register according to the instructions provided by your department.
Information from your department
On this page you will shortly find information on registration, learning platform, etc.
Welcome activities
Stockholm University organises a series of welcome activities that stretch over a few weeks at the beginning of each semester. The programme is voluntary (attendance is optional) and includes Arrival Service at the airport and an Orientation Day, see more details about these events below.
Your department may also organise activities for welcoming international students. More information will be provided by your specific department.
Find your way on campus
Stockholm University's main campus is in the Frescati area, north of the city centre. While most of our departments and offices are located here, there are also campus areas in other parts of the city.
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For new international students
Probability theory is the foundation for the understanding and use of statistical methods. It providesbackground theory that enables the use of models to describe and analyse various phenomena thatcharacterized by random variations.
With this course you will develop your understanding of the basis of probability theory and its implications for statistical inference, you will get an in-depth understanding develop skills of use within the field of statistics.
The course addresses various axiom systems and probability spaces, multivariate distributions, transformations, conditional random variables, hierarchical models, characteristic functions, different forms of convergence and limit theorems.
The course provides a solid base for the progression of studies on advanced level, and for the student who wants to go on with research studies in statistics.
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Course structure
The course is given at day time, full time.
The course forms a part of the Master's Program in Statistics, but it can also be studied as a freestanding course.
Teaching format
The teaching forms consist of lectures and exercises.
Language: English.
Course information
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Course description fall 2023 (328 Kb)
More information for registered students will be found in Athena.
Assessment
Examination will comprise a written test.
Examiner
Teacher autumn 2023
Course coordinator
You will find Andriy's reception hours in the link above. If you want to visit Andriy outside of his reception hours, you are welcome to e-mail him for an appointment.
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Schedule
The schedule will be available no later than one month before the start of the course. We do not recommend print-outs as changes can occur. At the start of the course, your department will advise where you can find your schedule during the course. -
Course literature
Note that the course literature can be changed up to two months before the start of the course. -
Course reports
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Contact
If you have questions about the course, please contact the cours coordinator:
Teacher autumn 2023
Course coordinator
You will find Andriy's reception hours in the link above. If you want to visit Andriy outside of his reception hours, you are welcome to e-mail him for an appointment.
If you have questions about studying at the Department of Statistics, please contact our study- and career counselor.
