620-140 Probability and Applications

Note

Students may only gain credit for one of 620-131, 620-140, 620-160 (1997 or earlier Handbooks 617-141, 617-160, 617-170, 619-100).

Credit Points

Coordinator

Semester

Contact

Subject Description

This subject lays the foundations for subsequent studies in probability and statistics, and treats some topics in greater depth than does 620-160. Students completing this subject will develop skills in probability modelling and data analysis, and appreciate the significance of random variation in science, technology and commerce.

Probability spaces: axioms, simple consequences and examples. Random variables: mean and variance with continuous and discrete examples. Bayes' theorem and consequences. Simulation and its use in more complicated probability calculations. Elementary distribution theory: Poisson, binomial and normal distributions. Random sampling, simulation of random samples. Population parameters and sample statistics. Estimation: confidence intervals and hypothesis testing based on the binomial and normal distributions. Experimental design.

Assessment

Up to 36 pages of written assignments or project work, a one-hour mid-semester test and a three-hour written examination.