INDIAN INSTITUTE OF TECHNOLOGY ROORKEE

Name of the Department : MATHEMATICS DEPARTMENT

1. Subject Code: 501C Course Title: PROBABILITY AND STATISTICS

2. Contact Hours: L: 3 T: 1 P: 0

3. Examination Duration (Hrs): Theory 03 Practical 0

4. Relative Weight: CWS: 25 PRS: 0 MTE: 25 ETE: 50 PRE: 0

5. Credits: 04 6. Semester: Autumn

7. Subject Area: ICC 8. Pre-requisite: Nil

9. Objective: To impart to the students in depth knowledge of probability and statistics.

10. Details of Course

S. No. Contents Contact

Hours
1 Review of concepts of probability, random variable and distribution functions ; 5
Discrete and continuous moments and moment generating functions
2 Binomial, Poisson, Negative binomial, geometric, hypergeometric distributions ; 6
Uniform, exponential, gamma, beta, Weibull, normal, logonormal, and Pearson
distributions
3 Law of large numbers, central limit theorem 2
4 Bivariate random variables, statistical independence, joint distribution, marginal, 4
conditional product moment; Correlation function of random variables
5 Simple random sampling-with replacement and without replacement; Sampling 3
distributions on samples from normal population: normal t, x^2 and F distributions
6 Estimation parameters; Point estimation, estimation methods, method of moment; 4
Maximum Likelihood interval estimation
7 Testing of hypothesis: simple vs simple hypothesis with MP lemma, Composite 6
vs composite hypothesis ML ratio tests, Tests based on normal population: one
sample and two samples tests
8 ANOVA: one way classification, two way classification 4
9 Linear regression analysis: Simple regression- Estimation of coefficient, 5
confidence interval for coefficients hypothesis, tests for coefficients
10 Multiple regression, Polynomial regression 3
TOTAL 42
11. Suggested Books

S. No. Name of Authors/Books/Publisher Year of

Publication/
Reprint
1 R. V. Hogg and A. Craig : Introduction to Mathematical Statistics, 5th 2006
edition, Pearson Education
2 R. V. Hogg and A. Craig , Probability and Statistical Inference , 6th 2006
edition, Pearson Education
3 W. W. Hines, D.C. Montgomery, D. M. Goldsman and C. M. Borror, 2003
Probability and Statistics in Engineering, John Wiley and sons
4 C. R. Rao, Linear Statistical Inference and its application, Wiley Eastern 2002
Ltd.
5 E.L. Lehman, Testing of Statistical Hypothesis, Wiley Eastern Ltd. 2005
6 E.L. Lehman, Point Estimation, 2nd Edition, Wiley & Sons 1998
 INDIAN INSTITUTE OF TECHNOLOGY ROORKEE
Name of the Department: MATHEMATICS DEPARTMENT

1. Subject Code: 501E Course Title: OPTIMIZATION TECHNIQUES

2. Contact Hours: L: 3 T: 1 P: 0

3. Examination Duration (Hrs): Theory 03 Practical 0

4. Relative Weight: CWS: 25 PRS: 0 MTE: 25 ETE: 50 PRE: 0

5. Credits: 04 6. Semester: Autumn

7. Subject Area: ICC 8. Pre-requisite: Nil

9. Objective: To impart to the students in depth knowledge of optimization techniques

10. Details of Course

S. No. Contents Contact

Hours
1 OR Models : Different types of OR Models and their constructions 4
2 Linear Programming: Convex sets, graphical method, simplex method, revised 8
simplex method; Duality theory, dual simplex method; Sensitivity analysis,
multi objective and goal programming; Solutions using graphical and simplex
methods
3 Integer Linear Programming: Cutting plane, branch and bound techniques for 6
all integer and mixed integer programming.
4 Nonlinear Programming: Convex functions, Kuhn Tucker conditions, Convex 7
quadratic programming, Wolfe’s and pivot complementary algorithms
5 Dynamic Programming: Discrete and Continuous dynamic programming, 7
Simple illustrations.
6 Search Techniques: Direct search and gradient methods; Unimodal functions, 10
Fibonacci search, golden section method, Steepest descent method, Newton-
Raphson Method, Hookes and Jeeves method; Conjugate gradient method
TOTAL 42
11. Suggested Books

S. No. Name of Authors/Books/Publisher Year of

Publication
/Reprint
1 Taha, H.A., Operations Research- An Introduction, Prentice Hall (7th Edition) 2002
2 Ravindran, A., Phillips, D.T. and Solberg, J.J., Operations Research: Principles 2009
and Practice, 2nd Edition, John Wiley and Sons,
3 Hiller, F.S. and Liebermann, G.J., Introduction to Operations Research, Tata 2002
McGraw Hill,
4 Mittal, K.V. and Mohan, C., Optimization Methods in Operations Research 2003
and Systems Analysis, New Age
5 Chandra, Suresh, Jayadeva and Mehra, Aparna, Numerical Optimization with 2009
Applications,
6 Mohan, C. and Deep, Kusum: Optimization Techniques, New Age 2009
 INDIAN INSTITUTE OF TECHNOLOGY ROORKEE
Name of the Department: MATHEMATICS DEPARTMENT

1. Subject Code: MA-501F Course Title: Numerical Analysis, Probability and Statistics

2. Contact Hours: L: 3 T: 1 P: 0

3. Examination Duration (Hrs): Theory 3 Practical 0

4. Relative Weight: CWS: 25 PRS: 0 MTE: 25 ETE: 50 PRE: 0

5. Credits: 04 6. Semester: Autumn

7. Subject Area: ICC 8. Pre-requisite: Nil

9. Objective: To impart to the students in depth knowledge of probability and statistics.

10. Details of Course

S. No. Contents Contact

Hours
1 LU-decomposition, Crouts method, Jacobi’s and Gauss-Seidel iterative methods 6
for solving linear equations; Newton-Raphson and fixed point iteration methods
to find roots of non-linear equation(s) in one and two variables.
2 Review of various interpolation formulae, Numerical differentiation using 5
Newton’s forward, backward and Stirling’s formulae and divided difference
formula; Review of Trapezoidal, Simpson’s and Gauss-Legendre Quadrature
formulae for numerical integration
3 Euler, Modified Euler and 4th order Runge Kutta methods for solving initial 4
value problems; Finite difference methods for two point boundary value
problems.
4 Numerical Solution of parabolic and elliptic partial differential equations; Finite 6
difference methods and methods of weighted residuals such as collocation, least
square and Galerkin’s methods.
5 Review of concept of Probability; Random variable, discrete and continuous 4
probability distribution functions, moments and moment generating functions
6 Binomial, Poisson, negative binomial, geometric and hyper geometric 6
distributions; Uniform, exponential, gamma, beta, Weibull, Normal, Lognormal
and Pearsons distributions; Sampling and sampling distributions
7 Bivariate distributions, statistical independence; Correlation and regression 3
8 Point and interval estimation, testing of hypothesis 5
9 Analysis of variance and concept of design of experiments 3
10 TOTAL 42
11. Suggested Books

S. No. Name of Authors/Books/Publisher Year of

Publication/
Reprint
1 R. V. Hogg and A. Craig, Introduction to Mathematical Statistics, 5th 2006
edition, Pearson Education
2 R. V. Hogg and A. Craig , Probability and Statistical Inference , 6th 2006
edition, Pearson Education
3 C. R. Rao, Linear Statistical Inference and its application, 2nd Edition, 2002
Wiley Easter Ltd.
4 E.L. Lehman, and Joseph P. Ramano: Testing of Statistical Hypothesis, 2005
3rd Edition, Sringer.
5 Gerald C.F. and Whitely O.P., Applied Numerical Analysis, Addison- 1970
Wesely
6 Jain M.K., Numerical Solution of Differential; Equations, Wiley Easter 2005
Ltd..,
7 Jain M. K. , Iyenger, S.R.K. and Jain R.K., Numerical Methods for 2001
Scientific and Engineering Computation, New Age International Pvt. Ltd.
8 Conte S.D. and Carl de Boor, Elementary Numerical Analysis, McGraw- 2000
Hill
 INDIAN INSTITUTE OF TECHNOLOGY ROORKEE
Name of the Department: MATHEMATICS DEPARTMENT

1. Subject Code: MA- 561 Course Title: Discrete Mathematics

2. Contact Hours: L: 3 T: 1 P: 0

3. Examination Duration (Hrs): Theory 03 Practical 0

4. Relative Weight: CWS: 25 PRS: 0 MTE: 25 ETE: 50 PRE: 0

5. Credits: 04 6. Semester: Autumn

7. Subject Area: ICC 8. Pre-requisite: Nil

9. Objective: To impart to the students in depth knowledge of probability and statistics.

10. Details of Course

Logic and Connectives, Truth Tables, Arguments and Proofs, Relations-Digraphs,

Adjacency Matrix, Equivalence Relations, Order Relations, Paths, Closures, Function,
Recursion-Relations and Solution, Inductive Process, Generating Functions, Discrete
Functions. Boolean Algebra: Lattices, Sublattices, Isomorphism, Boolean Algebra, and
Application of Circuit Theory, Circuit Minimization, Automata: Monoids, Isomorphism,
Grammars and Their Types, Languages, Finite State Machines, Monoid and Machine.