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Statistics: Probability Distributions Course

The STS423N course on Statistics: Probability Distributions aims to teach students about the expectation of random variables, various discrete and continuous probability distributions, and their properties. Upon completion, students will be able to understand and apply concepts related to Binomial, Poisson, geometric, normal, and gamma distributions. The course includes theoretical components and practical applications using software, with recommended textbooks for further study.

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60 views1 page

Statistics: Probability Distributions Course

The STS423N course on Statistics: Probability Distributions aims to teach students about the expectation of random variables, various discrete and continuous probability distributions, and their properties. Upon completion, students will be able to understand and apply concepts related to Binomial, Poisson, geometric, normal, and gamma distributions. The course includes theoretical components and practical applications using software, with recommended textbooks for further study.

Uploaded by

faizansajad02206
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

4th SEMESTER

MINOR COURSE

STS423N: STATISTICS: PROBABILITY DISTRIBUTIONS


CREDITS: 3+1
Course Objectives:
The learning objectives include:
 To understand the basic concept of Expectation of a random variable and its properties.
 To understand the concept of Binomial, Poisson, geometric discrete probability distributions etc
 To understand the concept of Binomial, Poisson, geometric discrete probability distributions etc
Course Outcomes:
After completing this course, a student will have:
 Ability to understand the concept of Binomial, Poisson, geometric discrete probability distributions etc.
 Ability to understand continuous probability distribution like normal, uniform and exponential along with
their properties
 Ability to deal with Cauchy, gamma and beta of first kind as well as second kind along with their
properties

THEORY: 03 CREDITS
UNIT I
Expectation of a random variable and its properties, Expectation of sum of random variables and product of
independent random variables, Conditional expectation and related problems. Moment generating function
(m.g.f.) & their properties. Cumulative generating function and characteristic function- Uniqueness and
inversion theorems (without proof) along with applications. Conditional expectations
UNIT-II
Discrete Probability distributions: Bernoulli distribution, binomial distribution, its mean, variance, through
moments, Moment generating function and characteristic function. Poisson distribution as a limiting case of
binomial distribution: distribution. Poisson its mean, variance, through moments, Moment generating function
and characteristic function .Negative binomial distribution and its moments. Geometric distribution; its
definition, mean, variance and relation with Binomial distribution

Unit-III
Rectangular distribution; Moments of rectangular distribution, mgf and mean deviation of rectangular
distribution. Normal distribution: its definition, mean, variance and mgf. Properties of Normal curve, simple
problems on Normal distribution including area problems, Normal distribution as a limiting case of binomial
distribution, under the conditions to be stated. Mean deviation, Median and Mode of Normal distribution.
Gamma and Beta distribution: Definition moments and properties of Gamma distribution.

PRACTICAL: 01 CREDIT Preferably Computers Using Excel/Software

I. Problem based on binomial distributions for n and p = q = ½ given, computing mean and variance.
II. Fitting on binomial distribution
III. Fitting on Poisson distribution
IV. Fitting on exponential distribution etc.
V. Fitting on Gamma and beta distribution

BOOKS RECOMMENDED:

1. Hogg, R. V., McKean, J. and Craig, A. T. (2012). Introduction to Mathematical Statistics.


2. Kapur, J.N. and Saxena, H.C. (1976). Mathematical Statistics, Sultan Chand and sons.
3. Lindgren, B. (2017). Statistical Theory, 4th Edn., Routledge.
4. Mood, A.M. Graybill, F.A. and Boes, D.C. (1974). Introduction to the Theory of Statistics, 3rd
Edn.,Tata McGraw-Hill Pub. Co. Ltd.
5. Parzen, E. (1960). Modern Probability Theory and its application,
6. Rohatgi, V.K. and Saleh, A.E. (2008). An introduction to Probability Theory and
MathematicalStatistics, Wiley Eastern.

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