Probability - MA351

Location Term Level Credits (ECTS) Current Convenor 2017-18 2018-19
Canterbury Autumn
View Timetable
4 15 (7.5) DR F Leisen

Pre-requisites

Pre-requisite: An `A' level in Mathematics or in Mathematics and Statistics or Pure Mathematics or equivalent.
Co-requisite: MAST4006 (Mathematical Methods 1), MAST4001 (Algebraic Methods) or MAST4005 (Linear Mathematics)

Restrictions

None

2017-18

Overview

Introduction to Probability. Concepts of events and sample space. Set theoretic description of probability, axioms of probability, interpretations of probability (objective and subjective probability).
Theory for unstructured sample spaces. Addition law for mutually exclusive events. Conditional probability. Independence. Law of total probability. Bayes' theorem. Permutations and combinations. Inclusion-Exclusion formula.
Discrete random variables. Concept of random variable (r.v.) and their distribution. Discrete r.v.: Probability function (p.f.). (Cumulative) distribution function (c.d.f.). Mean and variance of a discrete r.v. Examples: Binomial, Poisson, Geometric.
Continuous random variables. Probability density function; mean and variance; exponential, uniform and normal distributions; normal approximations: standardisation of the normal and use of tables. Transformation of a single r.v.
Joint distributions. Discrete r.v.'s; independent random variables; expectation and its application.
Generating functions. Idea of generating functions. Probability generating functions (pgfs) and moment generating functions (mgfs). Finding moments from pgfs and mgfs. Sums of independent random variables.
Laws of Large Numbers. Weak law of large numbers. Central Limit Theorem.

Details

This module appears in:


Contact hours

47

Method of assessment

80% examination and 20% coursework.

Preliminary reading

S. Ross, A First Course in Probability (9th ed.), Pearson, 2012.
J.H.McColl, Probability, Butterworth-Heinmann, 1995.

See the library reading list for this module (Canterbury)

See the library reading list for this module (Medway)

Learning outcomes

On successfully completing the module students will be able to:
1 demonstrate knowledge of the underlying concepts and principles associated with probability
2 demonstrate the capability to make sound judgements in accordance with the basic theories and concepts in the following areas, whilst demonstrating a reasonable level of skill in calculation and manipulation of the material: set theoretic description of probability, axioms of probability, random variables, examples of discrete and continuous distributions, generating functions, weak law of large numbers.
3 apply the underlying concepts and principles associated with probability in several well-defined contexts, showing an ability to evaluate the appropriateness of different approaches to solving problems in this area

The intended generic learning outcomes.
On successfully completing the module students will be able to:
1 manage their own learning and make use of appropriate resources.
2 understand logical arguments, identifying the assumptions made and the conclusions drawn
3 communicate straightforward arguments and conclusions reasonably accurately and clearly
4 manage their time and use their organisational skills to plan and implement efficient and effective modes of working
5 solve problems relating to qualitative and quantitative information
6 make use of information technology skills such as online resources (moodle), internet communication
7 communicate technical material competently
8 demonstrate an increased level of skill in numeracy and computation.

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