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 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. However, there may be changes to this module in response to COVID-19, or due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity.

It may not be possible to take some module combinations due to timetabling constraints. The structure of some courses means that the modules you choose first may determine whether later modules are core or optional.