INDIAN INSTITUTE OF TECHNOLOGY ROORKEE

CSN-373: Probability Theory for Computer Engineers

Lecture 1: Introduction

Dr. Sudip Roy (a.k.a., SR)

Department of Computer Science & Engineering
Course Information:
• This is a course of Four (4) credit. It consists of Three (3) lecture hours per week and One
(1) hour tutorial.

• Probability is one of the most important ideas in human knowledge. The basic thrust of the
course would be to introduce the concept of probability formally; and exhibit its applications
in computer science, combinatorics, and algorithms. The course will be different from a
typical mathematics course in the coverage and focus of examples. After finishing this
course, a student will have a good understanding of both theory and practice of probability
in diverse areas of computer science.
• With the advent of machine learning, data mining, and many other modern applications of
computer science, we are increasingly seeing the influence of probability theory on
computer science. This course is aimed at providing a brief introduction to probability theory
to CS students so that they can grasp recent CS trends more easily.
• We will try to stick to the basic course outline as given in Syllabus but may deviate a bit.

• Prerequisite: Nil
• Performance Evaluation: Class Work Sessional (CWS) = 25%, Mid-Term Exam (MTE) =
25%, End-Term Exam (ETE) = 50%. CWS (25% marks) will be computed by a weighted
sum of different components.

2
Syllabus:

3
Course Information:
• Three components of CWS (25% marks):
1. Tutorial Classes (TC):
a. Every week a Tutorial Sheet will be given on the topics covered in the
lecture classes in the previous week.
b. To be solved in tutorial class and weekly performances will be recorded.
2. Homework Assignments (HW):
a. Some problems will be given to be solved as homework only.
b. Some homework assignments may require to use different software tools of
statistics for learning how to use them (e.g., SPSS, SAS/STAT, Minitab).
c. A short report on using that software and solving that problem will be
required to submit.
2. Quizzes (QZ):
a. Quizzes will be conducted throughout the semester, which may be of
“surprise quizzes” nature.
b. To be solved during that class only.
a. CWS will be computed by a weighted sum of different components like (TC, HW
and QZ).

4
Online Course Management:
• Course Website:
http://faculty.iitr.ac.in/~sudiproy.fcs/teaching.html

• MS Teams Course site:

– CSN373 (Probability Theory for Computer Engineers)
– Team code: 06ak8p2

• Any Assignment Submission should be made through MS Teams course

site only.

For any kind of doubt clearing (communication):

• Contact me over MS Teams or Email
• Take an appointment for a discussion

5
Textbooks:

• [B1] V. K. Rohatgi and A. K. Md. Ehsanes Saleh:

An Introduction to Probability and Statistics,
(John Wiley and Sons), (2nd Ed.) 2000.

• [B2] J. L. Devore: Probability and Statistics for

Engineering and the Sciences, Cengage; 8th
edition, 2012.

6
Other Books:

• Richard A. Johnson, I. Miller and John E.

Freund: Probability and statistics for engineers,
(Prentice Hall PTR) (8th Ed.) 2011.

• W. W. Hines, D. C. Montgomery, D. M.
Goldsman and C. M. Borror : Probability
and Statistics in Engineering, (John Wiley &
sons) (4th Ed.) 2003.

• A. Papoulis, S.U. Pillai: Probability, Random

Variables and Stochastic Processes(Tata
McGraw-Hill) (4th Ed.) 2002.

7
Other Books:

• Kishor S. Trivedi, Probability and Statistics with

Reliability, Queuing, and Computer Science
Applications, John Wiley and Sons, New York,
2001.

• R. V. Hogg and A. Craig: Introduction to

Mathematical Statistics, (Pearson Education) (5th
Ed.) 2006.

• Wikipedia also has good articles on many

topics covered in the course.

8
Software:

• SPSS Statistics
• SAS/STAT
• Stata
• Minitab
• PSPP – A free software alternative to IBM SPSS Statistics
• MATLAB – programming language with statistical features

9
 INDIAN INSTITUTE OF TECHNOLOGY ROORKEE

CSN-373: Probability Theory for Computer Engineers

Lecture 1: Probability

Dr. Sudip Roy (a.k.a., SR)

Department of Computer Science & Engineering
Outline of Module 1:

● Concept of probability
● Random variables
● Distribution functions: discrete and continuous
● Moments and moment generating functions

11
What is Probability?

• Probability is all about analyzing the actual outcomes. It lies between 0

and 1. Where 0 stands for impossibility and 1 stands for certainty. The
higher the number of probability close to one, the more chances that the
event will happen.

• Uses of Probability:
– Probability helps us to get an idea about the weather forecast
– It is also helpful in cricket
– It is quite useful in Politics
– Probability is always helpful in flipping a coin or dice
– It is also helpful for insurance

12
What is Probability?

• Event: a possible outcome or set of possible outcomes of an experiment

or observation. Typically denoted by a capital letter: A, B etc.
• E.g., The result of a coin toss

• Probability of an event A: denoted by P(A).

• Measured on a scale between 0 and 1 inclusive. If A is impossible P(A) =
0, if A is certain then P(A)=1.
• E.g., P(result of a coin toss is heads)

13
What is Statistics?

• Statistics is a branch of mathematics that concerns the collection,

organization, displaying, analysis, interpretation and presentation of data.
The relationship between those two is that in statistics, we apply
probability(probability theory) to draw conclusions from data.

• Uses of Statistics:
– Research is impossible without the help of statistics
– Statistics is also helpful in the financial market
– Statistics also has its importance in the field of medical science
– Every industry is using statistics daily to perform various operations
(e.g., quality testing)

14
Concept of Probability:

● The theory of probability had its origin in gambling and

games of chance.
● The first attempt at some mathematical rigor is credited to
Laplace.
● Laplace gave the classical definition of the probability of an
event that can occur only in a finite number of ways
○ as the proportion of

○ the number of favorable outcomes

○ to the total number of all possible outcomes,

○ provided that all the outcomes are equally likely.

15
Concept of Probability: Current Difinition

● Mathematical theory of probability was axiomized by A. N.

Kolmogorov in his fundamental work “Foundations of the
Theory of Probability (Berlin)” in 1933.
● According to that:
○ Random events are represented by sets and

○ probability is just a normed measure defined on these

sets.
● This measure-theoretic development provided a logically
consistent foundation for probability theory, and
● Joined it to the mainstream of modern mathematics.
16
Probability vs. Statistics:

• Probability deals with predicting the likelihood of future events,

while statistics involves the analysis of the frequency of past
events.

• Probability is primarily a theoretical branch of mathematics, which

studies the consequences of mathematical definitions. Statistics is
primarily an applied branch of mathematics, which tries to make
sense of observations in the real world.

• This analogy helped:

• Probability is starting with an animal and figuring out what
footprints it will make.
• Statistics is seeing a footprint and guessing the animal.
17
Probability vs. Statistics:

18
Next Class…

19