Probability (Year 3) (U01614)

? Credit Points : 10 ? SCQF Level : 9 ? Acronym : MAT-3-Prb

Optional course for MA Honours Mathematics and Combined Honours Degrees including Mathematics. Syllabus summary: Finite probability spaces, conditional probability, Bayes's Theorem, independence of events. Discrete random variables, probability distributions, expectation and variance, bivariate distributions, probability generating functions. Continuous random variables, probability density functions, moment generating functions. Sums of independent random variables, weak law of large numbers and the Central Limit Theorem. Elementary stochastic processes and application to gambler's ruin.

Entry Requirements

? Pre-requisites : MAT-2-FoC, MAT-2-SVC, MAT-2-LiA, MAT-2-MAM

? Prohibited combinations : MAT-2-mi4, MAT-2-Prb, similar courses from Mathematics 3 (Hons) prior to 2004-05

Subject Areas

Home subject area

Specialist Mathematics & Statistics (Honours), (School of Mathematics, Schedule P)

Delivery Information

? Normal year taken : 3rd year

? Delivery Period : Semester 1 (Blocks 1-2)

? Contact Teaching Time : 2 hour(s) 30 minutes per week for 11 weeks

All of the following classes

Type	Day	Start	End	Area
Lecture	Tuesday	11:10	12:00	KB
Lecture	Friday	11:10	12:00	KB

? Additional Class Information : Tutorials: at times to be arranged.

Summary of Intended Learning Outcomes

The following are to be achieved at a higher level than for MAT-2-Prb; this will be assessed by a more demanding examination.

1. Understanding ideas of independence, dependence and conditional probability.
2. Understanding the nature of random variables, both continuous and discrete, and their probability distributions.
3. Understanding the behaviour of sums of independent random variables and their applications.