Faculty of Science

Monash University

Undergraduate - Unit

This unit entry is for students who completed this unit in 2015 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

print version

6 points, SCA Band 2, 0.125 EFTSL

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

FacultyFaculty of Science
Organisational UnitSchool of Mathematical Sciences
OfferedClayton Second semester 2015 (Day)
Coordinator(s)Associate Professor Kais Hamza


Introduction to probability - a mathematical treatment. Topics include: probability axioms, conditional probabilities and the law of total probability, discrete and continuous random variables, univariate and multivariate distributions, independence and conditioning, conditional distributions and conditional expectations, moment generating functions, simulation, the law of large numbers and the central limit theorem.


On completion of this unit students will be able to:

  1. Understand the basic concepts of probability including conditioning and independence, univariate and multivariate probability distributions, expectations, generating functions and limit theorems;

  1. Appreciate the relevance of probability models to a variety of areas including Science, Engineering, Actuarial Science and Finance;

  1. Derive means, variances, moments and distributions in a variety of univariate and multivariate contexts;

  1. Use conditioning and moment generating functions to solve a variety of problems involving two or more events or random variables;

  1. Understand the way random numbers are generated;

  1. Formulate in probablistic terms real-life situations involving uncertainty.


Examination(3 hours): 70%
Continuous assessment: 30%

Workload requirements

Three 1-hour lectures and one 2-hour support class per week

See also Unit timetable information

Chief examiner(s)

This unit applies to the following area(s) of study


MTH1030 or MTH1035, or equivalent


At least one of MTH2010, MTH2015, MTH2021 or MTH2025