|Delivery Type||Delivery length / details|
|Seminars / Tutorials||5 Hours. (5 x 1 hour tutorials)|
|Lecture||22 Hours. (22 x 1 hour lectures)|
|Assessment Type||Assessment length / details||Proportion|
|Semester Exam||2 Hours (written examination)||80%|
|Supplementary Assessment||2 Hours (written examination)||100%|
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.
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.
To introduce students to techniques for modelling and understanding randomness and to develop a facility at calculating probabilities and moments of random variables.
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.
Reading ListRecommended Text
J H McColl (1995) Probability Edward Arnold Primo search S M Ross (1998) A first course in probability 5th Prentice Hall Primo search Supplementary Text
D D Wackerley, W Mendenhall & R L Scheaffer (2002) Mathematical Statistics with Applications 6th Duxbury. Primo search Strait, Peggy Tang. (c1989.) A first course in probability and statistics with applications /Peggy Tang Strait. Harcourt Brace Primo search Weiss, N. A. (c2006.) A course in probability /Neil A. Weiss, with contributions from Paul T. Holmes, Michael Hardy. Pearson Addison Wesley Primo search
This module is at CQFW Level 4