Registry

Module Specifications

Current Academic Year 2012 - 2013
Please note that this information is subject to change.

Module Title Probability 1
Module Code MS117
School School of Mathematics
Online Module Resources

Module Co-ordinatorSemester 1: Olaf Menkens
Semester 2: Olaf Menkens
Autumn: Olaf Menkens
NFQ level 8 Credit Rating 5
Pre-requisite None
Co-requisite None
Compatibles None
Incompatibles None
Description
Module Aims:To introduce the basic concepts of Probability Theory using gambling problems as motivating examples.To give the students a working knowledge of the main techniques of elementary probability.

Learning Outcomes
1. Define elementary concepts of probability and state main theorems
2. Use counting techniques to assign probabilities to events.
3. Compute and apply conditional probabilities
4. Derive the basic properties of common discrete and continuous distributions



Workload Full-time hours per semester
Type Hours Description
Lecture24Lecture
Tutorial12Tutorial
Independent learning time89No Description
Total Workload: 125

All module information is indicative and subject to change. For further information,students are advised to refer to the University's Marks and Standards and Programme Specific Regulations at: http://www.dcu.ie/registry/examinations/index.shtml

Indicative Content and Learning Activities
Probability Models.
basic definitions and rules, examples, general probability model with discrete and continuous sample spaces.[CT3--(ii)].

Elements of Combinatorial Analysis.
basic rules, ordered samples, unordered samples, partitions..

Conditional Probability.
independence, formula of total probability, Bayes formula.[CT3 (ii)].

Independent Trials.
Bernoulli trials, binomial distribution, negative binomial distribution, multinomial distribution, hypergeometric distribution. [CT3--(v)].

Discrete Random Variables.
joint distributions, conditional distributions, distribution of thesums of two random variables, expectations, variance.[CT3--(iii),(v)].

Moments.
Probability generating functions. Applications to determining densities of sums of discrete random variables, Binomial, Poisson, Geometric. Chebyshev's Inequality[CT3--(iv)].

Continuous Random Variables.
uniform distribution, exponential distribution, Cauchydistribution, Gaussian (or normal) distribution, probability density function. [CT3--(iii),(v)].

Assessment Breakdown
Continuous Assessment25% Examination Weight75%
Course Work Breakdown
TypeDescription% of totalAssessment Date
PresentationPresenting solutions of tutorial questions at the blackboard and answer questions on it.25%As required
Reassessment Requirement
Resit arrangements are explained by the following categories;
1 = A resit is available for all components of the module
2 = No resit is available for 100% continuous assessment module
3 = No resit is available for the continuous assessment component
This module is category 3
Indicative Reading List
  • Geoffrey Grimmett and David Stirzaker: 2001, Probability and Random Processes, 3rd edition, Oxford University Press, Oxford,
  • Kai Lai Chung: 2003, Elementary Probability Theory with Stochastic Processes and an Introduction to Mathematical Finance, 4th edition, Springer, New York,
  • Richard Durrett: 1994, The Essentials of Probability, Duxbury Press, Belmont,
  • William Feller: 1971, An Introduction to Probability and its Applications, 3rd edition, Wiley, New York,
  • A. N. Shiryaev: 1996, Probability, 2nd edition, 1. chapter, Springer, New York,
  • Henk Tijms: 2007, Understanding Probability – Chance Rules in Everyday Life, 2nd edition, Cambridge University Press, Cambridge,
  • David Williams: 2001, Weighing the Odds – A Course in Probability and Statistics, Cambridge University Press, Cambridge,
  • Sheldon M. Ross: 2010, A first course in probability, 8th edition, Pearson, Englewood Cliffs,
  • Peter L. Bernstein: 1996, Against the Gods: The Remarkable Story of Risk, John Wiley & Sons, New York,
Other Resources
None
Array
Programme or List of Programmes
ACMBSc Actuarial Mathematics
BSSAStudy Abroad (DCU Business School)
BSSAOStudy Abroad (DCU Business School)
CAFMCommon Entry into Mathematical Sciences
ECSAStudy Abroad (Engineering & Computing)
ECSAOStudy Abroad (Engineering & Computing)
HMSAStudy Abroad (Humanities & Soc Science)
HMSAOStudy Abroad (Humanities & Soc Science)
SAMPMProfessional Development Modules Maths
SHSAStudy Abroad (Science & Health)
SHSAOStudy Abroad (Science & Health)
SMPSCSingle Module Professional Science
Timetable this semester: Timetable for MS117
Date of Last Revision11-MAY-12
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