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MA2010: PROBABILITY (2023-2024)

Last modified: 05 Oct 2023 08:46


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
Session First Sub Session 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?

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?

No

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 31 August 2023 for 1st half-session courses and 22 December 2023 for 2nd half-session courses.

Summative Assessments

Exam

Assessment Type Summative Weighting 70
Assessment Weeks Feedback Weeks

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Feedback

Students will be invited to contact the Course Coordinator for feedback on the final examination.

Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Homework

Assessment Type Summative Weighting 10
Assessment Weeks Feedback Weeks

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Feedback
Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

10 x Weekly Quiz

Assessment Type Summative Weighting 10
Assessment Weeks Feedback Weeks

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Feedback
Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Homework

Assessment Type Summative Weighting 10
Assessment Weeks Feedback Weeks

Look up Week Numbers

Feedback

In-course assignments will normally be marked within one week and feedback provided to students in tutorials.

Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Formative Assessment

There are no assessments for this course.

Resit Assessments

Exam

Assessment Type Summative Weighting 100
Assessment Weeks Feedback Weeks

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Feedback

Best of (resit exam mark) or (resit exam mark with carried forward CA marks)

Learning Outcomes
Knowledge LevelThinking SkillOutcome
Sorry, we don't have this information available just now. Please check the course guide on MyAberdeen or with the Course Coordinator

Course Learning Outcomes

Knowledge LevelThinking SkillOutcome
FactualRememberILO’s for this course are available in the course guide.

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