MAS6071 Applied Probability

Semester 2, 2017/18 10 Credits
Lecturer: Prof Paul Blackwell Timetable Reading List
Aims Teaching Methods Assessment

This unit will link probability modelling to Statistics. It will explore a range of models that can be constructed for random phenomena that vary in time or space - the evolution of an animal population, for example, or the number of cancer cases in different regions of the country. It will illustrate how models are built and how they might be applied: how likelihood functions for a model may be derived and used to fit the model to data, and how the result may be used to assess model adequacy.

There are no prerequisites for this module.
No other modules have this module as a prerequisite.




Aims

  • Illustrate the construction of probability models for random phenomena;
  • Introduce some of the common classes of models for random phenomena;
  • Illustrate how probability models may be fitted to data;
  • Discuss applications of fitted models.

Teaching methods

Lectures, problem solving


20 lectures, no tutorials

Assessment

Project (30%) and one formal 2 hour written examination. Format: 3 questions from 4.

Reading list

Type Author(s) Title Library Blackwells Amazon
C Bailey The Elements of Stochastic Processes: with Applications to the Natural Sciences 519.31 (B) Blackwells Amazon
C Guttorp Stochastic Modeling of Scientific Data 519.23 (G) Blackwells Amazon
C Renshaw Modelling Biological Populations in Space and Time 574.55 (R) Blackwells Amazon
C Renshaw Modelling Biological Populations in Space and Time 574.55 (R) Blackwells Amazon
C Taylor and Karlin An Introduction to Stochastic Modeling 519.2 (T) Blackwells Amazon
C Taylor and Karlin An Introduction to Stochastic Modeling 519.2 (T) Blackwells Amazon

(A = essential, B = recommended, C = background.)

Most books on reading lists should also be available from the Blackwells shop at Jessop West.

Timetable

Mon 12:00 - 12:50 lecture   Hicks Lecture Theatre 7
Thu 09:00 - 09:50 lecture   Hicks Lecture Theatre C