# Gwybodaeth Modiwlau

Module Identifier
MA10310
Module Title
PROBABILITY
2010/2011
Co-ordinator
Semester
Semester 1
Mutually Exclusive
May not be taken at the same time as any of MA12410, MA12510 or MA12710.
Pre-Requisite
A-level Mathematics or equivalent.
Other Staff

#### Course Delivery

Delivery Type Delivery length / details
Seminars / Tutorials 5 Hours. (5 x 1 hour tutorials)
Lecture 22 Hours. (22 x 1 hour lectures)

#### Assessment

Assessment Type Assessment length / details Proportion
Semester Assessment (coursework)  20%
Semester Exam 2 Hours   (written examination)  80%
Supplementary Assessment 2 Hours   (written examination)  100%

### Learning Outcomes

On completion of this module, a student should be able to:

• use set notation and operations to describe events and to calculate their probabilities;
• calculate probabilities involving equally likely outcomes in both finite and continuous sample spaces;
• use the cumulative distribution function (cdf) of a random variable to calculate probabilities and percentiles;
• find the cdf of simple transformations from first principles;
• describe the relationship between the cdf and (i) the probability mass function (pmf) and (ii) the probability density function (pdf)
• sketch and describe the pmf and pdf;
• calculate the mean and variance of simple distributions and of linear functions of a random variable;
• explain the notion of conditional probability and use it to model more complex situations;
• apply the concept of independence in simple cases including infinite sequences of trials.

### Brief description

This module provides a grounding in probability and is a necessary precursor for any subsequent study of mathematical statistics and operational research. The emphasis is on modelling real situations, including probability calculations motivated by statistical problems. The mathematical techniques required will be introduced or revised as an integral part of the course.

### Aims

To introduce students to techniques for modelling and understanding randomness and to develop a facility at calculating probabilities and moments of random variables.

### Content

1. EVENTS AND PROBABILITY: Elementary set operations; rules for describing events with emphasis on experiments and associated sample spaces; Venn Diagrams; partitions, De Morgan's Laws. The additive rule of probability; probability of the complement.
2. EQUALLY LIKELY OUTCOMES: Defining probabilities on sample spaces with equally likely outcomes: discrete and continuous. Permutations and combinations. Functions of random variables (monotone only).
3. CONDITIONAL PROBABILITY: Definition and simple applications. Tree diagrams; informal applications of the Law of Total Probability and Bayes' Theorem; uses in combinatorial problems; sampling with/without replacement. Independence. Bernoulli trials, infinite games.
4. PROBABILITY DISTRIBUTIONS: Cumulative distribution functions: use in calculating probabilities; medians, percentiles; simple (monotone) transformations.
5. DISCRETE DISTRIBUTIONS: probability mass functions; sketching; examples including Binomial and Geometric.
6. CONTINUOUS DISTRIBUTIONS: Probability density functions; sketching; examples including Pareto, Exponential.
7. MOMENTS: Expected values of X and of functions of X; calculation for simple distributions; mean and variance of aX + b.