Browse Hierarchy MTH4207: Introduction to Probability

This is the first module in probability, covering events and random variables. It introduces the basic notions of probability theory and develops them to the stage where one can begin to use probabilistic ideas in statistical inference and modelling, and the study of stochastic processes. The first section deals with events, the axioms of probability, conditional probability and independence. The second introduces random variables both discrete and continuous, including distributions, expectation and variance. Joint distributions are covered briefly.