Probability Theory

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Course Code: 
MTH 2102
Course Credit Units: 
Semester 1
Year of Study: 
Year 2
Undergraduate or Graduate Level: 
Undergraduate Level
Course Description & Objectives: 

This course focuses on introductory probability and its applications to statistics. It starts with the review of probability spaces, univariate random variables and functions of univariate random variables. It then covers generating functions, joint distributions and the distribution of functions of several random variables. The course ends with the description of the Law of Large Numbers (LLN) and the Central Limit Theorem (CTL). 

Learning Outcomes: 

The objectives of the course are: 

  • To compute  moments, moment generating functions and probability generating functions of distributions.
  • To compute the mean and variance of distributions using the moment and probability generating functions.
  • To introduce students to multivariate distributions.
  • To calculate covariance and correlation of random variables.
  • To derive distributions of functions of random variables.
Probability Theory
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