Probability and Statistics

1. Probability, Conditional Probability and Independence

Introduction, Probability Models, Probability Axioms, Sample space having equally likely outcomes,
Conditional Probability, Bayes’ Rule, Independent events

2. Random Variables (RVs) and Discrete Distributions

Introduction, Discrete RV, Cumulative Distribution Function, Probability Mass Function, Special
Discrete Distributions, Moments and Expectation, Moment generating function, Conditional Expectation,
Bivariate random variable , Covariance and Correlation, Expectation of Sum of RVs, Markov and
Chebyshev inequalities, Law of large numbers

3. Continuous Distributions

Continuous RVs, Probability Density Function, Uniform, Exponential, Normal and Gamma; Moments of
these distributions, Central limit theorem and its applications, Monte-Carlo Simulation, Non Uniform
Random Number Generation, Estimation of π.

4. Elements of Information Theory

Uncertainty, Information, Entropy, Conditional Entropy, Joint entropy, Solution of certain problems by
calculating information.

5. Review of Descriptive Statistics

Measures of central tendency, Sample Mean, Median, Mode and their implications; Measures of
Dispersion: Range, Mean Deviation, Standard Deviation, Coefficient of Variation; Skewness, Kurtosis

6. Statistical Inference: Parameter Estimation

Random sample, Statistic, Estimator, Unbiasedness, Consistency, Method of moments, Maximum

likelihood estimation; Confidence Interval: Sampling from Normal Population, Distribution of the sample
mean,

7. Statistical Inference: Hypothesis Testing

Null Hypothesis, Alternative Hypothesis, Type I and Type II errors, Tests on population mean,
Hypothesis concerning two means, Goodness of Fit (Chi-Square test).

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 8. Regression

Introduction, Least squares curve fitting, Coefficient of determination, Confidence intervals in Linear
regression, Simple Nonlinear regression.

References:

1. Kishor .S Trivedi, “Probability and Statistics with Reliability, Queuing and Computer Science
Applications” 2nd edition, 2008, Wiley.
2. S. M. Ross, “A first Course in Probability” 9th edition, 2013, Pearson Education India.