Introduction to Probability (G5211)

15 credits, Level 5

Autumn teaching

This module will cover topics including:

  • elementary probability theory: axioms, probability measure, conditional probability, independence, Bayes formula and permutations and combinations
  • discrete distributions: expectation, variance, standard distributions, probability generating functions and sums of random variables and random walk
  • continuous distributions: densities, expectation, variance, standard distributions, transformations, linear function of independent normal random variables, normal approximations, central limit theorem, moment generating functions and law of large numbers
  • joint distributions: discrete and continuous, conditional distributions, covariance and correlation

Teaching

77%: Lecture
23%: Practical (Workshop)

Assessment

20%: Coursework (Problem Set, Test)
80%: Examination (Unseen examination)

Contact hours and workload

This module is 4 hours of work. This breaks down into 4 hours of contact time.

This module is running in the academic year 2018/19. We also plan to offer it in future academic years. It may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.

Courses

This module is offered on the following courses: