Last modified: 13 Nov 2025 11:46
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.
| Study Type | Undergraduate | Level | 2 |
|---|---|---|---|
| Term | First Term | Credit Points | 15 credits (7.5 ECTS credits) |
| Campus | Aberdeen | Sustained Study | No |
| Co-ordinators |
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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
Information on contact teaching time is available from the course guide.
| Assessment Type | Summative | Weighting | 70 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback |
Students will be invited to contact the Course Coordinator for feedback on the final examination. |
|||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Conceptual | Analyse | Be able to prove basic results about probability and its properties. |
| Conceptual | Understand | Be able to state and understand the main definitions and theorems of the course. |
| Conceptual | Understand | Understand the definition and properties of random variables and distribution functions. |
| Factual | Remember | Be able to identify some frequently used distributions. |
| Factual | Remember | State the definition of a probability space. |
| Procedural | Apply | Be able to calculate the expectation and variance of random variables. |
| Assessment Type | Summative | Weighting | 10 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback | ||||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Conceptual | Understand | Be able to state and understand the main definitions and theorems of the course. |
| Conceptual | Understand | Understand the definition and properties of random variables and distribution functions. |
| Conceptual | Understand | Understand the intuitive meaning of probability. |
| Factual | Remember | Be able to identify some frequently used distributions. |
| Factual | Remember | State the definition of a probability space. |
| Procedural | Apply | Be able to calculate the expectation and variance of random variables. |
| Assessment Type | Summative | Weighting | 10 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback |
In-course assignments will normally be marked within one week and feedback provided to students in tutorials. |
|||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Conceptual | Analyse | Be able to prove basic results about probability and its properties. |
| Conceptual | Understand | Be able to state and understand the main definitions and theorems of the course. |
| Conceptual | Understand | Understand the definition and properties of random variables and distribution functions. |
| Procedural | Apply | Be able to calculate the expectation and variance of random variables. |
| Assessment Type | Summative | Weighting | 10 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback | ||||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Conceptual | Analyse | Be able to prove basic results about probability and its properties. |
| Conceptual | Understand | Understand the intuitive meaning of probability. |
| Conceptual | Understand | Be able to state and understand the main definitions and theorems of the course. |
| Factual | Remember | State the definition of a probability space. |
There are no assessments for this course.
| Assessment Type | Summative | Weighting | 100 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback |
Best of (resit exam mark) or (resit exam mark with carried forward CA marks) |
|||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
|
|
||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Factual | Remember | Be able to identify some frequently used distributions. |
| Factual | Remember | State the definition of a probability space. |
| Conceptual | Analyse | Be able to prove basic results about probability and its properties. |
| Procedural | Apply | Be able to calculate the expectation and variance of random variables. |
| Conceptual | Understand | Be able to state and understand the main definitions and theorems of the course. |
| Conceptual | Understand | Understand the intuitive meaning of probability. |
| Conceptual | Understand | Understand the definition and properties of random variables and distribution functions. |
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