## ST206Half UnitProbability and Distribution Theory

This information is for the 2022/23 session.

Teacher responsible

Availability

This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on other programmes where regulations permit and to General Course students.

Pre-requisites

Students must have completed Elementary Statistical Theory (ST102) and Mathematical Methods (MA100).

Students must have completed one of the following two combinations of courses: (a) ST102 and MA100, or (b) MA107 and ST109 and EC1C1. Equivalent combinations may be accepted at the lecturer’s discretion.

Course content

The course covers the probability and distribution theory needed for advanced courses in statistics and econometrics.:

Topics covered: Probability. Conditional probability and independence. Random variables and their distributions. Moments and generating functions. Transformations. Sequences of random variables and convergence. Multivariate distributions. Joint and marginal distributions. Expectation and joint moments. Independence. Multivariate transformations. Sums of random variables. Conditional distributions. Conditional moments. Hierarchies and mixtures. Random sums.

Teaching

This course will be delivered through a combination of classes and lectures totalling a minimum of 30 hours across Michaelmas Term. In addition to these, there will be (optional) weekly workshops to help with homework assignments. 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.

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.

Student performance results

(2019/20 - 2021/22 combined)

Classification % of students
First 45.8
2:1 30.5
2:2 13.6
Third 6.8
Fail 3.4

Key facts

Department: Statistics

Total students 2021/22: 32

Average class size 2021/22: 5

Capped 2021/22: No

Lecture capture used 2021/22: Yes (MT)

Value: Half Unit

Guidelines for interpreting course guide information

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.

Personal development skills

• Self-management
• Problem solving
• Application of numeracy skills
• Specialist skills