Science, Engineering and Technology

KMA305

2010  KMA305  Probability Models 3

Unit Level: Advanced

Available as a Student Elective: Yes

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OFFERINGS

Unit Sem 1 Sem 2 Full Yr Spring Summer Winter KMA305 H Key Semester Dates Semester Note Start Date Census Date Final WW Date* End Date Sem 1 22-FEB-2010 23-MAR-2010 12-APR-2010 28-MAY-2010 *The Final WW Date is the final date from which you can withdraw from the unit without academic penalty, however you will still incur a financial liability (see Withdrawal dates explained for more information). This unit can be taken in other courses About Census Dates

DESCRIPTION

This unit provides grounding in probability models for students interested in progressing to Honours in Operations Research or Probability, as well as students interested in gaining a solid knowledge of major topics in probability. The unit develops skills in modeling, analysis and performance assessment of real-life systems with element of uncertainty, and is particularly useful for students interested in careers in the Physical and Biological Sciences, Engineering, Computer Science, Finance, and Economics.

Topics include probability theory and stochastic processes, with the focus on developing in-depth knowledge both from a theoretical and a modeling point of view. Probability theory: sample space, event, probabilities on events, independent events, Bayes' formula; random variable, probability distribution, expectation, conditional probability and conditional expectation; distribution functions: discrete, continuous; joint distribution; probability generating function; Laplace transform. Stochastic Processes: Bernoulli process; Poisson process; discrete-time Markov chains: Chapman-Kolmogorov equations, classification of states, recurrence, limiting probabilities; continuous-time Markov chains: birth and death Processes, Kolmogorov differential equations, embedded chains, equilibrium distributions, exponential queueing models. Students will learn to use MATLAB for the derivation of numerical solutions.

WEIGHT:  12.5%

ASSESSMENT: 3hr exam (80%), assignments (20%)

TEACHING PATTERN: 3x1hr lectures, 1hr tutorial , 1hr lab weekly

FLEXIBLE & ONLINE STUDY OPTIONS
Note: Class attendance may still be required

   Web supported - H
Online access to some part of this unit online is optional
   Resource supported teaching & learning - H
Additional resources are provided for your optional use; e.g. audio taped lectures
   Flexible scheduling - H
You can attend some classes out of normal teaching hours; e.g. weekend blocks, summer schools etc
About Flexible Study Options

REQUISITE INFO

Prereq

( KMA152 or KMA182) or equivalent with approval from HoS

TEXTS
Information about any textbook requirements for Semester (Sem 1) will be available from mid November 2009

STAFF: Dr M O'Reilly

Units are offered in attending mode unless otherwise indicated (that is attendance is required at the campus identified). A unit identified as offered by distance, that is there is no requirement for attendance, is identified with a nominal enrolment campus. A unit offered to both attending students and by distance from the same campus is identified as having both modes of study.

Campus - H Hobart, L Launceston, W Burnie. Study Centre - V Sydney, R Rozelle. Distance units may also have a campus identifier of I Isolated, N Interstate, O Overseas. Units delivered in Transnational Education (TNE) Programs have a campus identifier of A Hangzhou, F Fuzhou, G Shanghai, J Indonesia, K KDU Malaysia, Q Kuwait or Z New Zealand.

Special approval is required for enrolment into TNE Program units - campuses A, F, G, J, K, Q and Z click here for more information.