MONASH UNIVERSITY FACULTY HANDBOOKS

Science Handbook 1996

Published by Monash University
Clayton, Victoria 3168, Australia

Authorised by Academic Registrar, April 1996


MAS3412

Probability and Markov chains

4 points + Second semester + Clayton + Prerequisites: MAT2020, MAS2011, MAS2032, MAS2042

Objectives On the completion of this subject students will be able to understand basic probability calculations and their importance to the study of mathematical statistics; analyse probability as a scientific discipline in which each step of a calculation must be clearly justified by a known law, rule or formula; understand the resolution of the waiting time paradox; develop verbal skills relevant to a professional career; demonstrate a professional and self-disciplined attitude through their written work and oral presentations.

Synopsis The waiting-time paradox, mixed distributions, the bivariate normal distribution. The distribution of functions of two random variables, including the t and F distributions. Introduction to computer simulation algorithms. Introduction to regular conditional probabilities and conditional densities.

Assessment Examinations (1.5 hours): 90% + Tests and/or assignments: 10%


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