Probability and Statistics

Instructor : Kumarjit Saha

Lecture timings : Monday Wednesday (10:10 am – 11:40 am)

Tentative topics to be covered:

I am sharing a brief outline till the midterm break. But please note that if required, then
we may deviate from the suggested plan.

• Week 1 and week 2: Random experiments and events, probability calculations

for finite sample spaces using axiomatic definition of probability, examples.
General probability measure on a finite sample space, review of basic set theory,
principle of inclusion and exclusion, examples, properties of probability measure
and examples involving them.

• Week 3: More properties of probability measure, Boole’s inequality, motivation for

a general probability space.
Definition and properties of conditional probability, examples.

• Week 4: Independence of events, pairwise independence and mutual independence,

examples.
Bayes theorem and examples.

• Week 5: Random variable (discrete) and associated probability mass function,

examples.
Associated distribution function and it’s properties, examples.
Expectation and variance of a discrete random variable, examples.

• Week 6: Joint distribution of multiple (discrete) random variables, examples.

Independence of random variables and related examples.

• Week 7: If time permits we will introduce some common discrete random variables
like, Bernoulli, Binomial, Poisson and discrete uniform. Else we will hold a doubt
clearing and problem solving session.

Suggested texts: Please note that the following texts are suggested:

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 1. First Course in Probability : S. M. Ross, Pearson.

2. Introduction to Probability and Statistics for Engineers and Scientists : S. M. Ross.

3. An Introduction to Probability and Statistics : V. K. Rohatgi and E. S. Saleh,

Wiley-Blackwell.

Please note that I don’t have soft copy of any of these books. I will share my lecture notes
which will be brief but exhaustive. Apart from that, each week I will give around 10 − 15
problems to you among which 2, 3 problems will be challenging. If you are comfortable
with rest of the problems you should be able to do well in this course. The last text is
recommended only as an advanced reference for more challenging problems.

Lecture pattern: Please note that, this is a very important course and the coverage
is quite extensive. I don’t think that this will be an easy course for you. Unless you
are very serious from the beginning, it is going to be very difficult. You need to be very
regular in following lectures and doing problems from the very beginning. It is extremely
important as we will develop things chronologically.
After explaining each concept I will give you plenty of examples and problems so that
you can master the newly learned concept. Each week I will try to provide lecture notes
(this would contain lecture summary and examples of some relevant problems). In my
understanding, if you are comfortable with the concepts discussed and the problems given
to you don’t even need to study a book. But it is always good to study a book. On the
other hand, this does not mean that you will be given the same set of problems in exam.
No, I will never ask the same set of problems. I will ask you new problems in exam
always but if you can do these problems on your own, you will be able to do the new
exam problems surely.
To help you all, there will be TF’s. Each week they will hold DS sessions where you
can ask your doubts and they will discuss a selected set of problems. Discussion doesn’t
mean that they will do all the problems for you. You need to actively participate and they
will guide you. Please use these DS sessions effectively.

Office hours: I will share my office hours details when semester begins. During
exceptional circumstances, you can also ask your doubts via mail. If it is possible to
answer via mail, I will do it in that way to save your time. Generally, asking doubts via
email is discouraged.

Attendance: Please note that you are strongly encouraged to attend lectures reg-
ularly. As of now we are not having any attendance policy but your attendance will be
recorded. Your attendance for DS sessions will also be noted.
Please note that occasionally there will be surprise quizzes during my lectures. There
will be no make up for those missed surprise quizzes.

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 Grading rubric: Please note that this is just a tentative rubric which is subject to
change. Dependeing on class performances, these rubrics may change slightly.
There will be 3 main components:

1. Quizzes and Assignments: Together this component will contribute 40% of your
total grade.
There will be few (8 or more) short quizzes (short answer type or MCQ type). Some
of them will be online, some of them will happen during lecture hours. During lecture
hours we may have some surprise (unannounced) quiizes. There will be no make
up for these surprise quizzes. Syllabus will be what we have done in the last 3 − 4
lectures. Among all the quizzes and the worst 2 will be dropped before countiung
the final average.
There will be two or three assignments. You need to solve them and scan your
solutions and submit them within the given time line. The exact division between
assignments and quizzes will be decided later.
(There may be an (optional) assignment problems based on R programming. Stu-
dents who are not comfortable with programming may opt for numerical problems.)

2. Mid term: Mid term exam will be take home only. It will constitute 20 − −25%
of your total grade. The date of mid term : 7th October, Thursday (during the
lecture time).

3. Final term: The format of the final exam will be decided later. It will constitute
35 − −40% of the total grade.

The distribution of the components may change slightly but mostly follow this pattern
only.
Final letter grades will be given based on the absolute scale and roughly 85 − −90%
is the cut off for A. Accordingly other letter grades will be decided. But this distribution
might change slightly depending on the aggregate class performance.