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Statistics and probability

Vak
2022-2023

Admission Requirements

None

Description

The first half of this course is an introduction to probability theory. We start with the definition of a probability distribution, and discuss conditional probabilities and (conditional) independence. Next, we introduce a number of well known and much used probability distributions and consider joint distributions of multiple, dependent variables. We define the expectation, variance and covariance and finally we discuss two important Theorems: the Law of Large Numbers and the Central Limit Theorem.

The second half of the course is an introduction to statistics. On the basis of data we try to draw conclusions about the (random) process that generated those data. We discuss estimation theory where we attempt to find the probability distribution that “"best" fits the data. In particular, we consider the method of maximum likelihood. Next, we look at testing hypotheses, where we try to determine if the data are consistent with some hypothesis, or not.

Course objectives

Obtain introductory knowledge of Probability Theory and Statistics.

Timetable

You will find the timetables for all courses and degree programmes of Leiden University in the tool MyTimetable (login). Any teaching activities that you have sucessfully registered for in MyStudyMap will automatically be displayed in MyTimeTable. Any timetables that you add manually, will be saved and automatically displayed the next time you sign in.

MyTimetable allows you to integrate your timetable with your calendar apps such as Outlook, Google Calendar, Apple Calendar and other calendar apps on your smartphone. Any timetable changes will be automatically synced with your calendar. If you wish, you can also receive an email notification of the change. You can turn notifications on in ‘Settings’ (after login).

For more information, watch the video or go the the 'help-page' in MyTimetable. Please note: Joint Degree students Leiden/Delft have to merge their two different timetables into one. This video explains how to do this.

Mode of Instruction

Lectures, problem sessions, self study.

Assessment method

There are two partial exams. The homework does not contribute to the final grade.

Reading list

Recommended: Mathematical Statistics and Data Analysis. John A. Rice, Duxbury press (3-rd ed. 2007)

Registration

From the academic year 2022-2023 on every student has to register for courses with the new enrollment tool MyStudyMap. There are two registration periods per year: registration for the fall semester opens in July and registration for the spring semester opens in December. Please see this page for more information.

Please note that it is compulsory to both preregister and confirm your participation for every exam and retake. Not being registered for a course means that you are not allowed to participate in the final exam of the course. Confirming your exam participation is possible until ten days before the exam.

Extensive FAQ's on MyStudymap can be found here.

Contact

e.w.van_zwet@lumc.nl

Remarks

To be able to obtain a grade and the EC for the course, sign up for the (re-)exam in uSis ten calendar days before the actual (re-)exam will take place. Note, the student is expected to participate actively in all activities of the program and therefore uses and registers for the first exam opportunity.

Make sure you use the codes provided:
General Lecture: 4433STPRBH
Exam Statistics: 4433STPRST
Exam Probability: 4433STPRBT