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 | An introduction to probability; no prior knowledge is required. |
| 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)
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Information for Visiting Students
| Pre-requisites | None |
| High Demand Course? |
Yes |
Course Delivery Information
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| Academic year 2015/16, Available to all students (SV1)
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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 )
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| 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
On completion of this course, the student will be able to:
- To understand the basic notions of probability, conditional probability and independence..
- To be familiar with the geometric, bionomial and Poisson discrete distributions.
- To be familiar with the uniform, exponential and normal continuous distributions.
- To be able to work with several random variables and functions of them.
- To understand the basic limit theorems of probability.
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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 |
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