- Code STAT7018
- Unit Value 6 units
- Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
- ANU College ANU College of Business and Economics
- Course subject Statistics
- Areas of interest Actuarial Studies, Finance, Statistics
- Academic career PGRD
- Dr Yuguang Ipsen
- Mode of delivery In Person
- Co-taught Course
First Semester 2019
See Future Offerings
The course offers an introduction into modern probability theory, including probability spaces, random variables, conditional probability and independence, limit theorems, Markov chains and martingales with an outlook towards advanced stochastic processes. The course will emphasise practical understanding and applications as well as a solid theoretical foundation for the subject.
The course will provide a sound foundation to progress to STAT7006 (Adcanced Stochastic Processes), as well as other honours and post-graduate courses emphasizing mathematical finance, stochastic analysis and statistical as well as actuarial sciences.
Upon successful completion, students will have the knowledge and skills to:
- Explain in detail the fundamental concepts of probability theory and its position in modern statistical and mathematical sciences and applied contexts;
- Demonstrate and communicate accurate and efficient use of probability theory techniques;
- Thoroughly demonstrate capacity for mathematical reasoning through analyzing, proving and explaining concepts from probability theory;
- Communicate problem-solving using probabilistic methods in various situations.
- Typical assessment may include, but is not restricted to: assignment and a final exam. (null) [LO null]
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Students are expected to commit at least 10 hours per week to completing the work in this course. This will include at least 3 contact hours per week and up to 7 hours of private study time.
Requisite and Incompatibility
Assumed KnowledgeStudents will require a good background in introductory mathematical statistics and probability concepts, including random variables, probability distributions, etc.
Tuition fees are for the academic year indicated at the top of the page.
If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.
- Student Contribution Band:
- Unit value:
- 6 units
If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees. Where there is a unit range displayed for this course, not all unit options below may be available.
- Domestic fee paying students
- International fee paying students
Offerings, Dates and Class Summary Links
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Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery||Class Summary|
|4043||25 Feb 2019||04 Mar 2019||31 Mar 2019||31 May 2019||In Person||View|