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PROBABILITY AND STATISTICS [1]

Paper Code: 
MAT328
Credits: 
5
Contact Hours: 
75.00
Max. Marks: 
100.00
Unit I: 
I
15.00
Classical Theory of Probability, Law of total and compound probability, Conditional probability, Baye’s theorem (simple question based on the theorem).Random variable, discrete and continuous random variables. 
 
Unit II: 
II
15.00
Distribution function, probability mass function and probability density function. Bi-variate distributions Conditional and marginal distributions, Conditional expectation & variance. Co-varaiance. Analysis of bivariate data
 
Unit III: 
III
15.00
Mathematical expectation & moment generating functions.Theoretical Discrete Distributions: Binomial and Poisson distributions with mean & variance, Poisson distribution as limiting case of Binomial distribution.
 
Unit IV: 
IV
15.00
Theoretical Continuous Distribution: Normal distribution with its properties, Simple questions based on area property. Fitting of curves: Principle of curve fitting, fitting of straight line and second degree parabola by least squares method.
 
Unit V: 
V
15.00
Correlation: Definition and types, properties of correlation, methods of studying correlation- Karl Pearson’s coefficient of correlation and Spearman Rank Correlation
Linear Regression - Definition, Fitting of two lines of regression, Regression coefficients with simple properties.
 
Essential Readings: 
  1. Chakravarthy, I.M.: Handbook of Applied Statistics (Willey). 
  2. Feller, W.: Introduction to Probability Theory and its Applications (Willey - Eastern). 
  3. Mood, A.M., Graybill, F.: Introduction to the Theory of Statistics (Mc-Grawhill). 
  4. Gnedenko, B.: The Theory of Probability (MIR, Moscow).
  5. Fundamentals of Statistics: Gupta, Kapoor, S.Chand Publications
Academic Year: 
2015-2016 [2]

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Source URL: https://maths.iisuniv.ac.in/courses/subjects/probability-and-statistics

Links:
[1] https://maths.iisuniv.ac.in/courses/subjects/probability-and-statistics
[2] https://maths.iisuniv.ac.in/academic-year/2015-2016