MAT2201: Probability Theory II

This course is intended to introduce the student to the calculus of functions of several variables and empower the student to apply it to solve real life problems. Topics covered include: Probability spaces and random variables; Generating functions; Jointly distributed random variables; Multivariate distributions; Further expectation; Functions of random; and Limiting theorems.

Course Objectives  
On successful completion of this course unit, the learners should be able: 

• To compute the moments, moment generating functions and probability generating functions of distributions 
• To compute the mean and variance of distributions using the moment and probability generating functions 
• To calculate covariance and correlation of random variables 
• To derive distributions of functions of random variables  

Expected Learning Outcome
This course unit is meant: 

• To discuss the basic competence in the concepts, principle, procedures and application of several variable distributions in probability basing on integral and differential calculus with continued emphasis on geometric interpretation and the use of a graphing calculator technology, when appropriate. 
• To encourage orderliness, speed and accuracy in the presentation of mathematics in probability and statistics. 
• To help learners acquire the skills of expression in proper mathematical language and using mathematical symbols correctly. 
• To provide instruction that contributes to the learners’ abilities to think critically and solve real life problems, to reason mathematically and apply computational skills in statistics. 
• To build a strong foundation in probability and statistics as preparation for subsequent courses in mathematics and other sciences at master’s level.