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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2015/2016

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DRPS : Course Catalogue : School of Mathematics : Mathematics

Undergraduate Course: Probability (MATH08066)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 8 (Year 2 Undergraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryStudents taking this course should have either passed both 'Introduction to Linear Algebra' and 'Calculus and its Applications' or be taking 'Accelerated Algebra and Calculus for Direct Entry' :
A beginning probability course, with no pre-requisites.
Course description Week 1: Introduction, counting, foundations of Probability: sample spaces and events (Chap. 1.1-2.3 of Sheldon Ross.)
Week 2: Samples spaces with equally likely outcomes. (Ch. 2.4-2.5)
Week 3: Conditional Probability, Bayes's formula (Ch 3.1-3.3)
Week 4: Independence (Ch 3.4-3.5)
Week 5: Discrete random variables, expectation, variance (4.1-4.5),
Week 6: Bernoulli, binomial, Poisson, geometric, negative binomial RVs (4.6-4.9)
Week 7: Sums of RV's, hypergeometric RV, Continuous RVs (4.9-5.3)
Week 8: Uniform, normal, exponential, gamma RVs (5.4-5.6)
Week 9: Joint and independent RVs (6.1-6.2)
Week 10: Sums of independent RVs, Limit theorems: Markov, Chebyshev, weak law of large numbers, Moment generating function (6.3-8.2)
Week 11: Central limit theorem, Poisson Process, Overview (8.3-9.1)
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: ( Introduction to Linear Algebra (MATH08057) AND Calculus and its Applications (MATH08058)) OR Accelerated Algebra and Calculus for Direct Entry (MATH08062)
Co-requisites
Prohibited Combinations Students MUST NOT also be taking Probability with Applications (MATH08067)
Other requirements None
Information for Visiting Students
Pre-requisitesNone
Course Delivery Information
Academic year 2015/16, Available to all students (SV1) Quota:  None
Course Start Semester 1
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 100 ( Lecture Hours 22, Seminar/Tutorial Hours 5, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 69 )
Additional Information (Learning and Teaching) Students must pass exam and course overall.
Assessment (Further Info) Written Exam 85 %, Coursework 15 %, Practical Exam 0 %
Additional Information (Assessment) Coursework 15%, Examination 85%
Feedback Not entered
Exam Information
Exam Diet Paper Name Hours & Minutes
Main Exam Diet S1 (December)MATH08066 Probability2:00
Resit Exam Diet (August)(MATH08066) Probability2:00
Learning Outcomes
1. To understand the basic notions of Probability
2. To understand conditional probability and independence.
3. To be familiar with the geometric, binomial and Poisson discrete probability densities.
4. To be familiar with the uniform, negative exponential and Normal distributions.
5. To be able to work with some random variables, and calculate their expected values.
6. To be familiar with a 2-state discrete-time Markov chain.
Reading List
A First Course in Probability (8th Editions), Sheldon Ross,
Additional Information
Graduate Attributes and Skills Not entered
KeywordsProb
Contacts
Course organiserDr Tibor Antal
Tel: (0131 6)51 7672
Email:
Course secretaryMr Martin Delaney
Tel: (0131 6)50 6427
Email:
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