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NUS Math Module Review: MA2216 ST2131 Probability

Assessment Structure:

Homework 15%

Midterm Exam: 35%

Final Exam: 50%

Hardest mod I have taken thus far. Partly because I suck at probability but also because lecture content is heavy. Each week there is 2 lectures covering 2 different topics. Lecture content pretty much the same as previous sem when taught by prof Sun so can read other reviews for reference.

Furthermore, each topic have their own set of questions to practice. So in the end tutorials and homework covers a lot of questions. I remember writing 6 pages worth of solutions for some homework submission.

Although this mod pre-requisite is only Calc 1, some topics requires multivariable calculus and some ideas in real analysis and some linear algebra is used. For instance double integrals are often used in especially in solving joint distributions problem, change of variables via Jacobian matrix is one lecture by itself. Questions are not so hard that you can’t self learn these calculus techniques. But if you don’t take a multivariate calculus class, or MA1521 beforehand, some stuffs like finding out bounds of the integral may fly over your head.

Sometimes proofs of certain theorems or ideas require too much pre-requisite that prof just say we could skip those if we don’t get it. For instance in the lecture on multivariate normal distribution, things like positive definiteness is used which is not even taught in MA2101 (taught in MA2101S).

Prof Sun is obviously a very talented probabilist that knows his stuff well. His slides must be consumed with his lectures because often the lecture slides are quite sparse and Prof Sun fills in some of the details in lectures. He formalizes many of the probability ideas taught in JC in set theory form. Such formal definitions (of random variables, pdf, conditioning) is useful to keep in mind when encountering later lecture topics

Finals and midterms have the same structure consisting of 6 question. No calculator allowed. You know it is a different ball game when calculator is not needed. It really tests your understanding of the ideas in lectures and knowing how to formulate problems into easy to solve ones. Not much complicated calculations involved during my finals. But past year papers contain difficult computation questions (such as doing a change of variable that requires the quadratic formula) where calculator is not very useful.

Overall it is a very comprehensive foundation mod. If you want to build a solid foundation of probability taking or if you just want to torture yourself for the kick of it, taking this mod in this sem is good.

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