Introduction to Probability (G5143)

15 credits, Level 5

Autumn teaching

We begin exploring the notion of 'randomness' from a mathematical standpoint. We will harmonise normal experiences such as rolling dice, flipping coins, waiting in a queue, or answering randomly in a test with rigorous mathematical concepts, creating a synergy between applications, modelling and mathematical analysis.

 

We will begin with classical probability, developed since antiquity to model gambling questions and use the notion of conditional probability to resolve several `paradoxes’. Then we bring in the maths via the notion of a random variable and its distribution function. When we have these analytical concepts we define the expected value, variance, and other moments of a random variable, and develop the notion of independence. The final part of the module is limit theorems such as the law of large numbers and the central limit theorem.

Questions may include:

  • What is the probability to double your money in some casino games?
  • If you have tested positive for Covid, what is the probability you do not have it and the test is false? What if you did 2 tests?
  • What is the probability you wait at the bus stop for more than 10 minutes?
  • How are producers deciding their warranty length for expensive products?

Teaching

75%: Lecture
25%: Seminar

Assessment

30%: Coursework (Portfolio, Problem set)
70%: Examination (Unseen examination)

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 44 hours of contact time and about 106 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We鈥檙e planning to run these modules in the academic year 2024/25. However, there may be changes to these modules in response to feedback, staff availability, student demand or updates to our curriculum.

We鈥檒l make sure to let you know of any material changes to modules at the earliest opportunity.