MA2010: PROBABILITY (2021-2022)

Last modified: 31 May 2022 13:05

Course Overview

Probability theory is concerned with the analysis of random phenomena by providing an abstract mathematical framework to study them within the language of set theory. This is done by the concepts of "probability spaces" and "random variables". The theory began in the 16th century in attempts to analyze games of chance; In 1812 Pierre Simon Laplace wrote: "It is remarkable that a science which began with the consideration of games of chance should have become the most important object of human knowledge."

The course is recommended to anyone interested in the foundations and applications of mathematics.

Course Details

Study Type	Undergraduate	Level	2
Term	First Term	Credit Points	15 credits (7.5 ECTS credits)
Campus	Aberdeen	Sustained Study	No
Co-ordinators	Dr Alexey Sevastyanov

Qualification Prerequisites

Programme Level 2

What courses & programmes must have been taken before this course?

Any Undergraduate Programme (Studied)
Either MA1005 Calculus 1 (Passed) or MA1508 Calculus II (Passed)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

Course Description

The course aims to provide an introduction to "Probability Theory", namely the mathematical framework used to study events involving randomness. Applications range from game theory to financial mathematics.

Syllabus

Sample spaces and (discrete) probability spaces.
Conditional probability and the partition theorem.
Random variables and distribution functions.
Expectation and variance of random variables. Linearity of the expectation. The covariance.
Independent random variables.
Frequently used distributions: Bernoulli, binomial, geometric, hypergeometric, Poisson.
Limit theorems (Chebyshef's inequality, the weak law of large numbers, the central limit theorem).
Branching processes (if time permits).

Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

More Information about Week Numbers

Details, including assessments, may be subject to change until 30 August 2024 for 1st term courses and 20 December 2024 for 2nd term courses.

Summative Assessments

2x assignments (30% each)

Test (30%)

10x Weekly Quiz (1% each, 10% in total)

Alternative Resit Arrangements

Resubmission of failed elements (pass marks carried forward)

Formative Assessment

There are no assessments for this course.

Course Learning Outcomes

Knowledge Level	Thinking Skill	Outcome
Factual	Remember	ILO’s for this course are available in the course guide.