Preparing for the MSc

Please be aware that we expect you to arrive in Oxford with a good understanding of basic parts of mathematics, probability and statistics. MSc teaching is mathematically demanding and assumes mathematical maturity, so it is important that you don't neglect the prerequisites.

The probability and statistics material required is covered by the notes on:

  • Probability [1]
  • Statistics [2]
  • Simulation and Statistical Programming [3], [4]

copies of which are available at

The MSc will assume you have a good understanding of the prerequisite material and, if necessary, you should familiarise (or re-familiarise) yourself with it before you arrive, so that you are ready when teaching starts. A good level of fluency with this material is important. For example, you should be able to complete exercises on this material, not just know the definitions. At the above weblink, there are copies of exercises associated with the Probability, Statistics and Simulation and Statistical Programming notes for you to look at and practise on.

The main mathematical topics required are linear algebra/matrices plus calculus, including some multivariate calculus. These mathematical prerequisites will be assumed, they will not be revised during the MSc.

The following sections give the relevant topics and suggest some places you could look for coverage of the relevant material.

Prerequisite Material

You could start by looking for the prerequisite material in your undergraduate lecture notes, textbooks, etc. Some online notes, and some good books, that cover this material are given below, but there are many alternatives that you could use instead.