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).


79%: Lecture
21%: Practical (Workshop)


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

Contact hours and workload

We’re currently reviewing contact hours for modules and will update with further information as soon as it is available.

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.


This module is offered on the following courses: