PROBABILITY (R)
- Module code: MT861S
- Credits: 5
- Semester: 1
- Department: MATHEMATICS AND STATISTICS
- International:
 | Overview |
| | Module Objective: To introduce students to Probability Theory.
Axioms of probability, Conditional probability and independence, Discrete random variables: bernouilli, binomial, poisson, geometric, hypergeometric. Expectation; mean and variance. Continuous random variables: exponential, gamma, normal. Transformations. Joint distributions, marginal distributions and conditional distributions. Sums, order statistics. Multinomial. Bivariate normal. Expectation of functions, linear combinations. Covariance and correlation. Moment generating function. Limit theorems: inequalities, law of large numbers, central limit theorem, approximation. Sampling distributions: F and chi-squared.
Lectures and tutorials as for MT461S. |
 | Teaching & Learning methods |
| | - 24 lecture hours, 4 tutorial hours, 52 private study hours.
| Delivery methods | Hours | | Lectures | 24 | | Labs / Practicals | 0 | | Tutorials | 4 | | Planned learning activities | 0 | | Independent student activities | 52 | | Total | 80 | |
| | Assessment |
| | - Continuous Assessment detail(s): Continuous assessment 100%.
| Assessment type | Weighting | Duration | | Continuous Assessment | 100% | | | University scheduled written examination | 0% | minutes | | Other | 0% | | | Total | 100% | minutes | |
| | Pre-Requisites |
| | - Registered Research student. Permission is required from the Head of the Mathematics & Statistics Department.
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