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Mathematics of uncertainty (Advanced)
MTH2225
Synopsis
This unit provides an introduction to probability - mathematical treatment. Topics include: probability axioms, conditional probabilities and the law of total probability, discrete and continuous random variables, univariate and multivariate distributions, independence and conditioning, conditional distributions and conditional expectations, moment generating functions, simulation, the law of large numbers and the central limit theorem.
Sourced from the Monash Handbook 2026.
Quick facts
- Credit points
- 6
- Level
- 2
- Audience
- Undergraduate
- Type
- Coursework
- School
- Faculty of Science
- Faculty
- School of Mathematics
- Handbook year
- 2026
Prerequisites (3)
What it unlocks (1)
- Financial mathematicsMTH3251
Offerings (1)
- First semesterClayton · ON-CAMPUS
Listed in 10 areas of study
- Applied mathematicsAdditional elective unit
- Financial and insurance mathematicsOption 2
- MathematicsMathematics elective unit
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