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Applied Mathematics 2 (Fall 2011)

Course code : ME-MAT2-U1
ECTS Credits : 5 Status : Compulsory
Placement : 4. semester Hours per week : 4
Length : 1 semester Teaching Language : English

Principal Content : Axioms of probability theory, elements of combinatorial analysis, conditional probability, independence, Bayes" rule, random variables, expectation, the binomial distribution, normal approximation to the binomial distribution, sampling with and without replacement, the hypergeometric distribution, the geometric and negative binomial distributions, the Poisson distribution, cumulative distribution function, the normal, exponential, and gamma distributions, the chi-squared distribution, random number generation, Markov and Chebychev inequalities, generating functions, law of large numbers, functions of random variables, joint distributions, the central limit theorem.
Simple methods for graphical and tabular assessments of collected or
measured data. Hypothesis testing, estimation of parameters, and construction of confidence intervals in common situations (especially mean values, variances, and proportions. Model formulation. Model control: goodness-of-fit test and test for independence. Examples of applications in the engineering sciences.
Teaching method : The teaching is problem-oriented, based on examples from the engineering sciences. There will be introductory and summing up lectures. Project work in small groups includes tutorial exercises, computer simulations and case studies
Responsible teacher : Imad Abou-Hayt , iabo@dtu.dk