Probability and Statistics (G5098)

15 credits, Level 5

Spring teaching

Topics covered on this module include:

  • multivariate discrete and continuous distributions (topic includes expectations, covariance, lower dimensional marginals, distributions of sums of independent random variables and central limit theorem (CLT), transformations of random variables, introduction to statistical linear regression of uniform random samples and point estimators for mean and variance)
  • conditional expectations
  • multivariate normal distributions, multivariate CLT and introduction of basic statistics and statistical distributions, sample mean and variance, t; 2 and F distributions
  • parameter estimation (exponential family of distributions, unbiased estimators, sucient estimators and maximum likelihood estimators, the German tank problem, Condence intervals)
  • hypothesis testing (z- and t-tests, 2 tests, including Pearson's test and test for proportions, contingency tables).

Teaching

79%: Lecture
21%: Practical (Workshop)

Assessment

20%: Coursework (Problem Set, Test)
75%: Examination (Unseen examination)
5%: Group work (Group submission (written))

Contact hours and workload

This module is 150 hours of work. This breaks down into 42 hours of contact time and 108 hours of independent study.

This module is running in the academic year 2019/20. 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.