Overview: Random variables


The first project in the course is all about revisiting the material on random variables and probability theory that you learnt in the level one course. During this part of the course you will learn about uniform, bernoulli, binomial, poisson, geometric and normal random variables. You will revise important concepts in probability theory and statistics such as expectation, variance, independence, cumulative probability distribution functions, probability density functions and probability mass fuctions. You will also be introduced to the moment generating function.

Aims

  • You should be able to explain how the cumulative probability distribution function and the probabiltiy mass/density function are related.
  • You should be able to write out the probability mass functions for the bernoulli, binomial, poisson and geometric rando variables. You should be able to write out the probability density functions for the uniform and normal random variables.
  • You should be able to calculate expectations and variances directly, using the moment generating function and by using the conditional expectation theorem.
  • You should be able to write programs to generate uniform, bernoulli, binomial, poisson, geometric and normal random variables.

Contact Details

School of Mathematics and Physics,
Queen's University Belfast,
Belfast,
BT7 1NN

Email: g.tribello@qub.ac.uk
Website: mywebsite