Probability II (Bologna) STATS3024

  • Academic Session: 2024-25
  • School: School of Mathematics and Statistics
  • Credits: 12
  • Level: Level 3 (SCQF level 9)
  • Typically Offered: Semester 1
  • Available to Visiting Students: No
  • Collaborative Online International Learning: No

Short Description

The course provides a rigorous treatment of the theory of multidimensional random variables and sequences of random variables.

 

 

Timetable

Requirements of Entry

This course is only available to students on the Double Degree programme in Statistics with the University of Bologna.

Excluded Courses

-/-

Co-requisites

-/-

Assessment

End-of-course examination, carried out in accordance with the assessment procedures and regulations of the University of Bologna.

Main Assessment In: December

Are reassessment opportunities available for all summative assessments? Not applicable for Honours courses

Reassessments are normally available for all courses, except those which contribute to the Honours classification. For non-Honours courses, students are offered reassessment in all or any of the components of assessment if the satisfactory (threshold) grade for the overall course is not achieved at the first attempt. This is normally grade D3 for undergraduate students and grade C3 for postgraduate students. Exceptionally it may not be possible to offer reassessment of some coursework items, in which case the mark achieved at the first attempt will be counted towards the final course grade. Any such exceptions for this course are described below. 

Course Aims

This course aims 

■ to help students develop a thorough understanding of the theory underpinning multivariate random variables;

■ to expose students to the multivariate normal distribution; and

■ to expose students to the theory of different types of convergence of sequences of random variables.

Intended Learning Outcomes of Course

By the end of the course students will be able to:

■ derive the distribution of transformed random variables;

■ derive joint, conditional and marginal probability density functions;

■ state the definition and recall the properties of multivariate normal distributions;  and

■ investigate convergence properties of sequences of random variables.

 

Minimum Requirement for Award of Credits

Students must submit at least 75% by weight of the components (including examinations) of the course's summative assessment.