MA3210 - Probability and Stochastic Processes
Credit points: |
3 |
Year: |
2021 |
Student Contribution Band: |
Band
1
|
Administered by: |
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This subject will provide students with fundamental concepts of probability theory,
random variables, and notions of random processes with applications. The theoretical
foundations will be studied alongside with laboratory practice using a computer language
such as MATLAB and/or R. Topics include: Elementary Probability: Counting and Probability
Rules; Random Variables and Probability Distributions: Continuous and Discrete Cases;
Multiple Random Variables and Functions of Random Variables; Statistical Properties
of Random Variables: Expectation and Moments; Important Discrete and Continuous Distributions;
Sequences of Random Variables and Random Vectors; Random Processes: Characterisation,
Properties and Special Processes; Stochastic Systems, Noise and Spectrum Estimation;
Applications (e.g. filtering, signal processing, dynamic systems identification)
Learning Outcomes
- describe and explain fundamentals of probability theory, random variables, and random
processes, both in continuous as well as in discrete spaces;
- apply the fundamentals of probability theory and random processes to mathematically
model practical problems involving uncertainty;
- apply the fundamentals of probability theory and random processes to determine theoretical
solutions to the created models;
- perform simulations of the real problems and the corresponding mathematical models
and solutions using a computer language such as MATLAB or R.
Subject Assessment
- Written > Examination (centrally administered) - (60%) - Individual
- Written > Problem task - (40%) - Individual.
Prerequisites: |
MA2000 AND (MA2210 OR MA2201) |
Availabilities
|
Townsville,
Internal,
Study Period 2
|
Census Date 26-Aug-2021 |
Coord/Lect: |
Mr Patrick Higgins. |
Workload expectations: |
The student workload for this
3
credit point subject is approximately
130 hours.
- 39 hours lectures (didactic or interactive)
- 13 hours tutorials
- assessment and self-directed study
|
|
|
Note:
Minor variations might occur due to the continuous Subject quality improvement process,
and in case
of minor variation(s) in assessment details, the Subject Outline represents the latest
official information.