Unit name | Probability 1 |
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Unit code | MATH11300 |
Credit points | 10 |
Level of study | C/4 |
Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
Unit director | Dr. Leslie |
Open unit status | Not open |
Pre-requisites |
A good pass in A-level Maths or equivalent |
Co-requisites |
MATH11007 Calculus 1 |
School/department | School of Mathematics |
Faculty | Faculty of Science |
This unit introduces the basic ideas and methods of Probability. Some familiarity with calculus is needed. Probability is an everyday concept of which most people have only a vague intuitive understanding. Study of games of chance resulted in early attempts to formalise the theory; but a satisfactory rigorous basis for the subject only came with the axiomatic theory of Kolmogorov in 1933. The unit starts with the idea of a probability space, which is how we model the outcome of a random experiment. Probability models are then introduced in terms of random variables (which are functions of the outcomes of a random experiment), and the simpler properties of standard discrete and continuous random variables are discussed. Motivation is given for studying the common quantities of interest (probabilities, expected values, variances and covariances). Techniques are developed for evaluating these quantities, including generating functions, conditional expectations and simple approximate methods.