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 and assessment

We’re currently reviewing teaching and assessment of our modules in light of the COVID-19 situation. We’ll publish the latest information as soon as possible.

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 42 hours of contact time and about 108 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.

This module is running in the academic year 2020/21. 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: