732A63 · 6 credits · Advanced level (A1F) · Statistik
Probability Theory
Active · next start HT 2026
63%
passed the latest ordinary exam
TENT · 24 Oct 2025 · 8 students
79%
passed the ordinary exams, all sittings over the last 5 years
TENT · 57 students
Unusually hard in 2025/26
63% passed the ordinary exam in 2025/26 (8 students), against 80% on average in earlier years (49 students).
Part of 1 programme
Exam
TENT Examination
- A
- B
- C
- D
- E
- F
Ordinary exams
79% passed · 57 students
- 63%8
- 57%14
- 100%17
- 83%18
Re-exams
57% passed · 23 students
- 33%6
- 33%6
- 83%6
- 80%5
- Pass the re-exam: 57% (23 students), compared with 79% (57 students) on the ordinary exam
- Get B or A: 35% (80 students)
Show small sittings (5)
Sittings with fewer than 5 students, often credit transfers or special sittings. They are not part of any figure on this page.
- 25%4
- 67%3
- 0%1
- 100%1
- 33%3
Other modules
Partial exams, hand-ins and labs. They are not part of the figures at the top.
Other module
KTR1 Examination
- D
No sittings with at least 5 students.
Show small sittings (1)
Sittings with fewer than 5 students, often credit transfers or special sittings. They are not part of any figure on this page.
- 100%4
About the course
Aim
After completing the course, the student shall be able to
- Apply central univariate and multivariate probability distributions to solve theoretical and practical problems in probability theory.
- Derive probability distributions for functions of random vectors.
- Analyze probability models using moment-generating functions and other transforms.
- Analyze probability models using conditioning.
- Explain fundamental models for stochastic convergence and derive limit distributions.
Content
In the course, a theoretical foundation for models and methods based on probability concepts is established. The course covers:
- Probability distributions for univariate and multivariate random variables
- Expectation, variance, moments
- Joint distribution, conditional distribution, independence
- Fundamentals of Bayesian theory
- Transforms
- Order statistics
- Multivariate normal distribution and its properties
- Types of convergence and theorems related to the concept of convergence
- Examiner
- Johan Alenlöv
- Main field of study
- Statistik