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

79%: Lecture
21%: Practical (Workshop)

Assessment

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

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.

Courses

This module is offered on the following courses: