Probability and Statistics

(Subject Code: MA 202)

Lecture 1: Classical definition of Probability; Frequency definition; Axioms; Examples.

Lecture 2: Deduction of formulas for mutually and not mutually exclusive events; Examples.
Lecture 3: Independent and stochastically independent events; Conditional Probability; Baye’s
Theorem.
Lecture 4: Bernouli’s trial, Binomial Law, Poisson trail; Poisson approximation.
Lecture 5: Random Variable; Probability distribution function; Probability density function.
Lecture 6: Important continuous and discrete distribution functions.
Lecture 7: Transformation of random variables.
Lecture 8: Two dimensional distributions: continuous and discrete.
Lecture 9: Bivariate continuous distributions; Conditional distributions.
Lecture 10: Transformation of random variables in two dimensions; Mutually Independence.
Lecture 11: Mathematical expectation or Mean value; Moments; Variance.
Lecture12: Physical interpretations of Mean and Variance; Third central moment; Fourth central
moment.
Lecture 13: Moment generating function; Characteristic function.
Lecture 14: Median; Mode; Quartiles; Skewness; Kurtosis.
Lecture 15: Moments for bivariate distribution.
Lecture 16: Covariance; Correlation coefficients; Characteristic function.
Lecture 17: Regression.
Lecture 18:  2 - distribution; Theorems related to the distribution.
Lecture 19: t-distribution; Theorems related to the distribution.
Lecture 20: F-distribution; Theorems related to the distribution.
Lecture 21: Characteristics of the above special distributions.
Lecture 22: Tchebycheff’s inequality, Convergence in probability.
Lecture 23: Tchebycheff’s theorem; Bernouli’s theorem; Law of large Number;
Lecture 24: DeMoivre- Laplace theorem.
Lecture 25: Central limit theorem; Case of equal components; Limit theorem of characteristic
functions.
Lecture 26: Sample characteristic; Computation of sample characteristics.
Lecture 27: Sample distribution; Estimates; Consistent and unbiased.
Lecture 28: Sample variance, Unbiased estimate of population variance.
Lecture 29: Normal population; Distributions of S2 and s2.
Lectures 30 and 31: Method of maximum likelihood; Applications to different populations.
Lectures 32 and 33: Interval estimation; Method for finding confidence intervals for different
populations.
Lecture 34: Bivariate Samples.
Lecture 35: Statistical hypothesis; Best critical region for sample distribution.
Lecture 36: Likelihood ratio testing; Comparison of Normal populations.
Lecture 37: Testing of hypothesis for Binomial (n, p) population.
Lecture 38: Testing of hypothesis for Poisson-  population; Multinomial distribution.

Lecture 39:  2 - test of goodness of fit.

 Marks distribution in Examinations

Total marks- 100

1. First class test: 20 marks
2. Second class test: 20 marks
3. Final semester examination: 50 marks)
4. Assignment: 10 marks