Introduction to Probability (G5211)
15 credits, Level 5
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
21%: Practical (Workshop)
20%: Coursework (Problem Set, Test)
80%: Examination (Unseen examination)
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.