STU22005 – Applied Probability II

Module CodeSTU22005
Module Name Applied Probability II
ECTS Weighting [1]5 ECTS
Semester TaughtSemester 2
Module Coordinator/s  Professor Caroline Brophy

Module Learning Outcomes

On successful completion of this module, students will be able to:

  1. Derive and implement confidence intervals and hypothesis tests for means and variances;
  2. Conduct and explain the outputs of hypothesis testing in regression analysis;
  3. Define and compute maximum likelihood estimates;
  4. Implement a bootstrap analysis to construct confidence intervals and perform hypothesis tests.

Module Content

This module will cover a range of topics, including:

  • Recap of probability distributions;
  • Derivation of the confidence interval and tests of hypothesis for normal data;
  • The Central Limit Theorem and what it says about confidence intervals and tests of hypothesis;
  • Hypothesis testing for regression analysis;
  • The difference between a confidence interval and a prediction interval;
  • The bootstrap approach to confidence intervals and tests of hypothesis;
  • Introduction to maximum likelihood estimation and computation;
  • Graphical assessments of normality;
  • Introduction to multivariate distributions.

Teaching and Learning Methods

Lectures and laboratories.

Assessment Details

Assessment ComponentBrief Description Learning Outcomes Addressed% of TotalWeek SetWeek Due
Examination In-person (or real-time online) exam (2 hours)All85%N/AN/A
Continuous AssessmentThree assessment sheetsAll (to date of each sheet)6%Week 2, 4, 6Week 3, 5, 8
Continuous Assessment Three real-time online multiple choice quizzes All (to date of each quiz) 9%N/AWeek 4, 6, 9

Reassessment Details

Examination (2 hours, 100%).

Contact Hours and Indicative Student Workload

Contact Hours (scheduled hours per student over full module), broken down by: 42 hours
Lecture and in-class discussion / question and answer sessions 33 hours
Laboratory / Tutorial9 hours
Independent Study (outside scheduled contact hours), broken down by:83 hours
Preparation for classes and review of material (including preparation for examination, if applicable)72 hours
Completion of assessments (including examination, if applicable)11 hours
Total Hours125 hours

Recommended Reading List

  • George Casella, Roger L. Berger, Statistical Inference, 2nd Edition.
  • Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining, Introduction to Linear Regression Analysis, 5th Edition.

Module Pre-requisites

Prerequisite modules: STU11002 and STU22004. Alternatively, STU12501, STU12502 and STU23501.

Module Co-requisites

N/A

Module Website

Blackboard