Undergraduate Course: Probability (MATH08066)
Course Outline
School  School of Mathematics 
College  College of Science and Engineering 
Credit level (Normal year taken)  SCQF Level 8 (Year 2 Undergraduate) 
Availability  Available to all students 
SCQF Credits  10 
ECTS Credits  5 
Summary  Students 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 prerequisites. 
Course description 
Week 1: Introduction, counting, foundations of Probability: sample spaces and events (Chap. 1.12.3 of Sheldon Ross.)
Week 2: Samples spaces with equally likely outcomes. (Ch. 2.42.5)
Week 3: Conditional Probability, Bayes's formula (Ch 3.13.3)
Week 4: Independence (Ch 3.43.5)
Week 5: Discrete random variables, expectation, variance (4.14.5),
Week 6: Bernoulli, binomial, Poisson, geometric, negative binomial RVs (4.64.9)
Week 7: Sums of RV's, hypergeometric RV, Continuous RVs (4.95.3)
Week 8: Uniform, normal, exponential, gamma RVs (5.45.6)
Week 9: Joint and independent RVs (6.16.2)
Week 10: Sums of independent RVs, Limit theorems: Markov, Chebyshev, weak law of large numbers, Moment generating function (6.38.2)
Week 11: Central limit theorem, Poisson Process, Overview (8.39.1)

Information for Visiting Students
Prerequisites  None 
Course Delivery Information

Academic year 2014/15, 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 Probability  2:00   Resit Exam Diet (August)  (MATH08066) Probability  2:00  
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 2state discretetime Markov chain.

Reading List
A First Course in Probability (8th Editions), Sheldon Ross, 
Additional Information
Graduate Attributes and Skills 
Not entered 
Keywords  Prob 
Contacts
Course organiser  Dr Tibor Antal
Tel: (0131 6)51 7672
Email: Tibor.Antal@ed.ac.uk 
Course secretary  Mr Martin Delaney
Tel: (0131 6)50 6427
Email: Martin.Delaney@ed.ac.uk 

