ST206      Half Unit
Probability and Distribution Theory

This information is for the 2025/26 session.

Course Convenor

Dr Milt Mavrakakis

Availability

This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of Study and Exchange Programme for Students from University of California, Berkeley. This course is freely available as an outside option to students on other programmes where regulations permit. It does not require permission. This course is freely available to General Course students. It does not require permission.

Requisites

Pre-requisites:

Before taking this course, students must have completed: (MA100 and ST102) or (EC1C1 and MA107 and ST109)

Additional requisites:

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

10 hours of seminars, 10 hours of help sessions and 10 hours of lectures in the Autumn Term.

This course has a reading week in Week 6 of Autumn Term.

Formative assessment

Students will be expected to produce 9 pieces of weekly homework, which will be returned with feedback. If there is sufficient student demand, there will be the option of an exam-style class test in the AT.

 

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: 120 Minutes in the January exam period


Key facts

Department: Statistics

Course Study Period: Autumn Term

Unit value: Half unit

FHEQ Level: Level 5

CEFR Level: Null

Total students 2024/25: 76

Average class size 2024/25: 8

Capped 2024/25: No
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Course selection videos

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Personal development skills

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