ST206 Half Unit
Probability and Distribution Theory
This information is for the 2021/22 session.
Teacher responsible
Dr Miltiadis Mavrakakis-Vassilakis
Availability
This course is available on the BSc in Business Mathematics and Statistics and BSc in Mathematics, Statistics and Business. This course is not available as an outside option. This course is available to General Course students.
Pre-requisites
Students must have completed Elementary Statistical Theory (ST102) and Mathematical Methods (MA100).
Course content
The course covers the probability and distribution theory needed for third year courses in statistics and econometrics.:
Events and their probabilities. Random variables. Discrete and continuous distributions. Moments, moment generating functions and cumulant generating functions. Functions of Random Variables. Monte Carlo Simulation in R. Joint distributions and joint moments. Marginal and conditional densities. Independence, covariance and correlation. Sums of random variables and compounding. Multinomial and bivariate normal distributions. Law of large numbers and central limit theorem.
Teaching
This course will be delivered through a combination of classes and lectures totalling a minimum of 30 hours across Michaelmas Term. This year, some of this teaching may be delivered through a combination of virtual classes and flipped-lectures delivered as short online videos. This course includes a reading week in Week 6 of Michaelmas Term.
Formative coursework
Students will be expected to produce 2 pieces of coursework in the MT.
These are exam-style class tests.
Indicative reading
M C Mavrakakis & J Penzer, Probability and Statistical Inference: From Basic Principles to Advanced Models (primary reading)
G C Casella & R L Berger, Statistical Inference (very useful as a reference)
Assessment
Exam (100%, duration: 2 hours) in the January exam period.
Course selection videos
Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.
Student performance results
(2018/19 - 2020/21 combined)
| Classification | % of students |
|---|---|
| First | 55.9 |
| 2:1 | 32.4 |
| 2:2 | 2.9 |
| Third | 5.9 |
| Fail | 2.9 |
Important information in response to COVID-19
Please note that during 2021/22 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.
Key facts
Department: Statistics
Total students 2020/21: 12
Average class size 2020/21: 2
Capped 2020/21: No
Value: Half Unit
Personal development skills
- Self-management
- Problem solving
- Application of numeracy skills
- Specialist skills
