Module ST2352: Probability and Theoretical Statistics II
- Credit weighting (ECTS)
- 5 credits
- Semester/term taught
- Hilary term 2012-13
- Contact Hours
- 11 weeks, 3 lectures including tutorials per week
- Prof. John Haslett (Statistics)
- Learning Outcomes
- On successful completion of this module, students should be able to:
- Model a 'stochastic system' by spread-sheet or similar using Monte Carlo methods;
- Model some stochastic systems through probability arguments;
- Use such models for problem solving;
- Model systems that arise in statistical analysis of data;
- Master the use of probability distribution theory in such modelling;
- Progress to Sophister modules in Statistics
- Module Content
- Reinforcement of probability theory by:
- The Monte Carlo approach to systems of random variables;
- Properties of Monte Carlo algorithms
- Transformations of elementary Uniform random variables;
- Conditional and rejection algorithms;
- The use of composite random variables;
- Frequently used univariate probability distributions;
- The study of joint, marginal and conditional distributions
- Probability theory will be developed for:
- Bivariate and multivariate probability distributions, including 'change of variable'
- The Multivariate Normal
- The theory of statistical inference will be introduced, and applied to:
- Sampling distributions for linear combinations including means, proportions, differences and simple linear regression;'
- An introduction to likelihood theory.
- This module will be examined jointly with ST2351 in a 3-hour examination in Trinity term, except that those taking just one of the two modules will have a 2 hour examination. Continuous assessment will contribute 20% to the final grade for the module at the annual examination session. Supplemental examinations will consist of 100% exam.