21CST-245 PROBABILITY AND STATISTICS L T P S C CH

Version 1.00 3 1 0 0 4 4
Pre-requisites/ Knowledge of basic probability and basic concepts of statistics.
Exposure
Co-requisites -

COURSE OBJECTIVES
The Course aims to:

1. Identify and apply basic and advance concepts of probability, Regression, Correlation
and discrete and continuous probability distributions.
2. Apply the knowledge and skills obtained to investigate and solve a variety of data
science and machine learning problems.
3. Identify and apply the basic concepts of estimation, weak law of large numbers and
central limit theorem.

COURSE OUTCOMES
On completion of this course, the students shall be able to
1. Understand the concept of probability, Random Variable and Knowledge about
probability distribution.
2. Understand the important bi-variate random variable, functions of random
variable
3. Understand how to apply regression and correlation in data sciences.
COURSEDESCRIPTION
The course begins with the introduction of random variables and probability
distributions, Multiple Correlation and Regression which is widely utilized in all
engineering applications. The students are then introduced to two dimensional
random variables. The course further emphasizes on the concept of method of
estimation. Then the students are introduced algorithms using regression which is
highly used in machine learning and Data Sciences.
TEXT BOOKS
T1 Ross S. M., Introduction to Probability Models, Edition 6th 1997, Academic Press.
T2 Spiegel Murray R., Schiller John J., R. Alu Srinivasan, 3rd edition, Schaum Series.
T3 Fundamental of mathematical Statistics. SC Gupta and VK Kapoor 6th edition, Sultan
Chand.
 REFERENCE BOOKS
R1 Blake I., An Introduction to Applied Probability, John Wiley & Sons.
R2 Yagolam A. M. and Yagolam I. M.: Probability and Information, Hindustan Publishing
Corporation, Delhi, 1983.

COURSE CONTENT
Unit I 20 Contact Hours
Random Variable and probability distributions: Basics of one dimensional random variable-
Introduction, Discrete and continuous random variable, Expectation of random variable,
Moments, Geometric distribution, Negative Binomial, Exponential and uniform distribution.

Curve fitting and multiple correlation and regression: Partial and multiple Correlation,
curvilinear regression, polynomial fit of Non-linear regression, fitting of power curves and fitting
of exponential and normal curves.

Unit II 20 Contact Hours

Two-dimensional Random variable and distribution function: 2d-joint P.M.F, Marginal

prob. Functions, Conditional Prob. Function, two dimensional distribution function, joint
density function, Marginal density function, Conditional distribution function and
conditional probability density function.

Moments and Expectation: Elementary knowledge of double integrals and Jacobian,

Transformation of 2-d random variable, distribution of difference, Product, quotient of two R.V,
moments of bivariate probability distribution, conditional expectation and conditional variance
for discrete and continuous case.

Unit III 20 Contact Hours

Methods of estimation: Difference between likelihood and probability, Characteristics of
estimators, Method of maximum likelihood estimation, Method of minimum variance, Method
of moments, Method of least squares.
 Algorithm using regression: Gradient descent algorithm, locally weighted regression, logistic
regression. Weak law of large numbers and Central limit theorem.

MODE OF EVALUATION: The performance of students is evaluated as follows:

Theory
Components Continuous Internal Semester End
Assessment (CAE) Examination (SEE)
Marks 40 60
Total Marks 100
Relationship between the Course Outcomes (COs) and Program Outcomes (POs)

Mapping Between COs and POs

SN Course Outcome (CO) Mapped Program
Outcome (PO)
1 Understand the concept of probability, Random Variable, 1, 2, 3, 4, 5, 12
knowledge about probability distribution

2 Understand the important bi-variate random variable, 1, 2, 3, 4, 5, 12

functions of random variable
3 Understand how to apply regression and correlation in data 1, 2, 3, 4, 5, 12
sciences..
 CST-290

y and

3=major part of course

Statistics
Advanced
Probabilit

2= addressed significantly
1=addressed to small extent
3
1
Engineering Knowledge

2
2
Problem analysis

2
3
Design/development of solutions

1
4

Conduct investigations of complex

problems
1
5

Modern tool usage

0
6

The engineer and society

0
7

Environment and sustainability

0
8

Ethics
0
9

Individual or team work

0
10

Communication
0
11

Project management and finance

1
12

Life-long Learning