Lecture 1 Introduction
Lecture 1 Introduction
LTPC: 2103
INTRODUCTION
This course is offered by Dept. of Mathematics & Statistics as a regular course to
make the students acquainted with the subject of probability and statistics at an
early stage. Probability and statistics is an important foundation for computer
science fields such as machine learning, artificial intelligence, computer graphics,
randomized algorithms, image processing, and scientific simulations. In this
course, students will expand their knowledge of probabilistic methods and apply
them to diverse computational problems. The first part of the course offers in
depth knowledge of probability theory (random event, probability, characteristics of
random variables, probability distributions and moment generating functions)
which is necessary for simulation of random processes. In the second part,
sampling theory is discussed. Each concept is explained through various examples
and application-oriented problems.
Course Outcomes: At the end of the course, students will be able to
[2201. 1] Apply the concept of probability and related theorems in solving various real world problems.
Understand the key concept of random variable, its probability distributions including mean,
[2201.2] expectation, variance and moments.
Implement the variation and the relation between two random variables by using the concept of
[2201.3] correlation.
Comprehend the concept of random sample and its sampling distribution which will enhance the
[2201.4] logical & analytical skills.
Apply the statistics for testing the significance of the given large and small sample data by using t-
[2201.5] test, F-test and Chi-square test.
ASSESMENT PLAN
Total 100
SYLLABUS
Basic Set theory, Axioms of probability, Sample space, conditional probability, total
probability theorem, Baye's theorem. One dimensional and two dimensional random
variables, mean and variance, properties, Chebyschev's inequality, correlation
coefficient, Distributions, Binomial, Poisson, Normal and Chisquare. Functions of
random variables: One dimensional and Two dimensional, F & T distributions, Moment
generating functions, Sampling theory, Central limit theorem, Point estimation, MLE,
Interval estimation, Test of Hypothesis: significance level, certain best tests; Chi square
test.
REFERENCES BOOKS:
2. Miller, Freund and Johnson, Probability and Statistics for Engineers, (8e), Prentice
Hall of India, 2011.