MA3160 Probability and Stochastic Processes

Part I

Course Duration: One semester
Credit Units: 3
Level: B3
Medium of Instruction: English
Prerequisites: MA2149 or MA2170 or equivalent
Precursors: Nil  
Equivalent Courses: Nil
Exclusive Courses: MA2506
                               MA2172
                               MA2177
                               MA3181
                               MA4535

Part II      

Course Aims
This course introduces probability models, stochastic processes and their applications. The primary aim is to elucidate the fundamental principles of probability theory through examples and to develop the ability of students in applying what they learned from this course to widely divergent concrete science and engineering problems.

Course Intended Learning Outcomes (CILOs)
Upon successful completion of this course, students should be able to:

No.

CILOs

Weighting (if applicable)

1.

explain clearly concepts from probability and describe basic stochastic processes.

2

2.

evaluate various quantities for probability distributions and random variables.

3

3.

formulate and solve problems about stochastic processes.

3

4.

develop mathematical models for a range of empirical phenomena and analyze models of queueing system on the basis of stochastic processes.

2

5.

the combination of CILOs 1-4

3

Teaching and Learning Activities (TLAs)
(Indicative of likely activities and tasks designed to facilitate students’ achievement of the CILOs. Final details will be provided to students in their first week of attendance in this course)

Indicative of likely activities and tasks students will undertake to learn in this course. Final details will be provided to students in their first week of attendance in this course.

TLAs

CILO No.

Hours/week

Learning through teaching is primarily based on lectures.

1--5

39 hours in total

Learning through tutorials is primarily based on interactive problem solving allowing instant feedback.

 

2

2 hours

3

2 hours

1

1 hour

4

2 hours

Learning through take-home assignments helps students understand probability theory, solve problems on probability distributions and stochastic processes, as well as apply the knowledge of which and queueing theory to build mathematical models in sciences and engineering.

1--4

after-class

Learning through online examples for applications helps students apply concepts of probability and theories of stochastic processes and/or queueing system to model problems in engineering sciences.

4

after-class

Learning activities in Math Help Centre provides students extra help.

1--4

after-class

Assessment Tasks/Activities
(Indicative of likely activities and tasks designed to assess how well the students achieve the CILOs. Final details will be provided to students in their first week of attendance in this course)

30% Coursework
70% Examination (Duration: 2 hours, at the end of the semester)

For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained.

Assessment Tasks/Activities

CILO No.

Weighting (if applicable)

Remarks

Test

1--3

15-30%

Questions are designed for the first part of the course to see how well the students have learned theory and techniques of probability and stochastic processes.

Hand-in assignments

1--4

0-15%

These are skills based assessment to see whether the students are familiar with  theory, techniques of probability and stochastic processes and related applications in queueing systems and scientific modelling.

Examination

5

70%

Examination questions are designed to see how far students have achieved their intended learning outcomes. Questions will primarily be skills and understanding based to assess the student’s versatility in probability theory and stochastic processes.

Formative take-home assignments

1--4

0%

The assignments provide students chances to demonstrate their achievements on probability and stochastic processes as well as their applications learned in this course.

Grading of Student Achievement: Refer to Grading of Courses in the Academic Regulations

Part III

Keyword Syllabus
Probability. Random variables. Distributions. Stochastic processes. Queuing theory.

Related Links
Department of Mathematics