Course info

This module introduces basic concepts of probability, random variables and probability distributions. It aims to equip the students with a basic knowledge in probability theory and its applications.

       Having successfully completed the module, students should be able to

         i. Demonstrate understanding of the main concepts and definitions in set theory and functions

       ii.  Demonstrate an understanding of the axiomatic foundations of probability

      iii.   Understand the concept of a random variable and show familiarity with common distributions

The module has two units and the following are their respective contents

Unit I Introduction to probability

• Definition of key terms in probability
• Axioms of probability 
• Types of probability
• Law of Large Numbers
• The Addition Rules for Probability
• Counting Rules
• The multiplication rule for probability
• Probabilities for “At Least"
• Conditional probability
• Law of total probability

• Bayes Rule

Unit II. Probability distributions

• Random Variables
• Mean and Variance of a Random Variable
• Moment generating function
• Commonly used probability distribution (Discrete probability distribution)
• Uniform Distribution
• Bernoulli distribution
• Binomial Distribution
• Poisson distribution
• Commonly used probability distribution (Continuous distribution)
• Uniform distribution
• Normal distribution
• Exponential distribution