Courses Bachelor Display 2023-2024
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| Course title | Probability Theory | |||||||||||||||||||||||||||||||||||||||||||||||
| Course code | EBC1024 | |||||||||||||||||||||||||||||||||||||||||||||||
| ECTS credits | 6,5 | |||||||||||||||||||||||||||||||||||||||||||||||
| Assessment | Whole/Half Grades | |||||||||||||||||||||||||||||||||||||||||||||||
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| Level | Introductory | |||||||||||||||||||||||||||||||||||||||||||||||
| Coordinator |
Michael Eichler For more information: m.eichler@maastrichtuniversity.nl |
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| Language of instruction | English | |||||||||||||||||||||||||||||||||||||||||||||||
| Goals |
The purpose of the course is to introduce students to formal probabilistic concepts that are required for a theoretical understanding of statistical and econometric concepts. Students should be able to apply the acquired methods to problems in econometrics, economics, finance, and other fields.
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| Description |
Probability theory is the branch of mathematics concerned with analysis of random phenomena. It thus forms the mathematical foundation of statistics and is essential for understanding the quantitative analysis of large sets of data. The course covers the key concepts and tools from probability theory that are required at later points in the programme. Important topics are random variables and probability distributions, dependence between multiple random variables, and convergence of random variables. The course starts in period 4 and continues until the end of period 5.
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| Literature |
Casella G. & R.L. Berger, Statistical Inference, 2nd edition, Duxbury Press, Thomson Learning, 2002. ISBN 0-534-24312-6.
(We cover the first five chapters in this course. The sequel of the same book, Chapters 6-11, will be covered in the follow-up course Mathematical Statistics, code EBC2107). |
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| Prerequisites |
Differential and integral calculus, elements of mathematical analysis, linear algebra, and set theory.
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| Teaching methods (indicative; course manual is definitive) | Lecture / Assignment | |||||||||||||||||||||||||||||||||||||||||||||||
| Assessment methods (indicative; course manual is definitive) | Participation / Written Exam | |||||||||||||||||||||||||||||||||||||||||||||||
| Evaluation in previous academic year | For the complete evaluation of this course please click "here" | |||||||||||||||||||||||||||||||||||||||||||||||
| This course belongs to the following programmes / specialisations |
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