Saturday, December 13, 2014

ST2131 / MA2216 Probability


Module Description
The objective of this module is to give an elementary introduction to probability theory for science (including computing science, social sciences and management sciences) and engineering students with knowledge of elementary calculus. It will cover not only the mathematics of probability theory but will work through many diversified examples to illustrate the wide scope of applicability of probability. Topics covered are: counting methods, sample space and events, exioms of probability, conditional probability, independence, random variables, discrete and continuous distributions, joint and marginal distributions, conditional distribution, independence of random variables, expectation, conditional expectation, moment generating function, central limit theorem, the weak law of large numbers. This module is targeted at students who are interested in Statistics and are able to meet the prerequisite. It is an essential module for Industrial and Systems Engineering students.

Lecture Topic
Sample Spaces, Probability and Combinations
Axioms of Probability
- Binomial, Bernoulli, Poisson Random Variables
Discrete Uniform, Geometric, Hypergeometric, Negative Binomial, Exponential, Gamma, Continuous Uniform and Normal Random Variables
Distribution of a Function of Random Variables
- Jointly Distribution Function
- Sum of Independent Random Variables
- Multidimensional Change of Random Variables and Bivariate Normal
- Properties of Expectation
- Properties of Expectation, Conditional Expectation
- Moment Generating Functions, Inequalities
- Central Limit Theorem (CLT)

This module is the first core module for a year 2 statistics major. Workload is medium. Concepts are quite alright. Nothing too difficult.

Workload
Two two-hours lecture
My lecturer was a visiting Prof from Israel. He uses handwritten notes which were so messy. The whole module felt so disorganised. He uploads the lecture notes 5-10 minutes before the class which was at 8 am. The shop was not even open for us to print notes.

One two-hours tutorial
Tutorials were held in the computer labs. Most of them were quite do-able, at least to me.

Textbook is compulsory. The Prof expects you to read it before the class.

Lectures were webcasted.

Assessment
5% Online Quizzes
15% Written Assignments
20% 1.5 hrs Midterm (MCQ)
60% 2 hrs Finals

The online quizzes consist of probability questions that you have to complete on IVLE. You can only do it once. There will be practice question to let you know the structure of the questions.

Mid term was very easy. Consist of 20 MCQ questions. Most of them test you on P&C.

Personal
Most people did very well for mid term.

Final paper was very difficult.. It is easily the hardest paper I have taken out of the 4 years worth of exams. There were 6 questions and I couldn't answer any of them fully. It's quite insane. For the first time I felt so helpless and thought I would fail terribly. I passed with average results, so thankful for that.

This module is also taken with the Maths and ISE majors. Good luck with the bell curve.

Not much practice needed. No need to mad mug the textbook. It's either you get it or you don't.

Extra notes to readers: I have lecture notes, tutorials, past year papers, textbook inside my dropbox. Cheers!


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