Probability (Year 2) (U01480)

? Credit Points : 10 ? SCQF Level : 8 ? Acronym : MAT-2-Prb

Core second year course for Single Honours Degree in Mathematics and Honours Degrees including Statistics.

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 : Passes in 40 credit points of Mathematics courses (any version)

? Prohibited combinations : MAT-2-mi4, MAT-2-am4I, MAT-3-Prb

Subject Areas

Home subject area

Specialist Mathematics & Statistics (Year 2), (School of Mathematics, Schedule P)

Delivery Information

? Normal year taken : 2nd year

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

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

First Class Information

Date	Start	End	Room	Area	Additional Information
19/09/2006	11:10	12:00	Lecture Theatre A, JCMB	KB

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

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.