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Syllabus_UCS408

Ucs408

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24 views2 pages

Syllabus_UCS408

Ucs408

Uploaded by

gargshubham0303
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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UCS408: PROBABILITY AND STATISTICS

L T P Cr
3 1 2 4.5

Algebra of Sets: sets and classes, limit of a sequence of sets, rings, sigmarings, fields, sigma-
fields, monotone classes.
Probability: Classical, relative frequency and axiomatic definitions of probability, addition
rule and conditional probability, multiplication rule, total probability, Bayes’ Theorem and
independence, problems.
Random Variables: Discrete, continuous and mixed random variables, probability mass,
probability density and cumulative distribution functions, mathematical expectation, moments,
probability and moment generating function, median and quantiles, Markov inequality,
Chebyshev’s inequality, problems, Function of a random variable, problems.
Special Distributions: Discrete uniform, binomial, geometric, negative binomial,
hypergeometric, Poisson, continuous uniform, exponential, gamma, Weibull, Pareto, beta,
normal, lognormal, inverse Gaussian, Cauchy, double exponential distributions, reliability and
hazard rate, reliability of series and parallel systems, problems.
Joint Distributions: Joint, marginal and conditional distributions, product moments,
correlation and regression, independence of random variables, bivariate normal distribution,
problems.
Sampling Distributions: The Central Limit Theorem, distributions of the sample mean and
the sample variance for a normal population, Chi-Square, t and F distributions, problems.
Descriptive Statistics: Graphical representation, measures of locations and variability.
Estimation: Unbiasedness, consistency, the method of moments and the method of maximum
likelihood estimation, confidence intervals for parameters in one sample and two sample
problems of normal populations, confidence intervals for proportions, problems.
Testing of Hypotheses: Null and alternative hypotheses, the critical and 8 acceptance regions,
two types of error, power of the test, the most powerful test and Neyman-Pearson Fundamental
Lemma, tests for one sample and two sample problems for normal populations, tests for
proportions, Chisquare goodness of fit test and its applications, problems.
Laboratory Work: Implementation of statistical techniques using statistical packages viz.
SPSS R including evaluation of statistical parameters and data interpretation, Regression
Analysis, Covariance, Hypothesis testing and analysis of variance.

Course Learning Outcomes: After completion of this course, the students will be able to:
 Analyze the data using different descriptive measures and present graphically.
 Compute the probabilities of events along with an understanding of the random
variables, expectation, variance and distributions.
 Understand the estimation of mean and variance and their respective one-sample and
k- sample hypothesis tests.
 Understand the law of large numbers and the central limit theorem and how these
concepts are used to model various random phenomena
Text Books:
1. An Introduction to Probability and Statistics by V.K. Rohatgi & A.K. Md. E. Saleh,
Wiley, (2008), 3rd ed.
2. Introduction to Probability and Statistics by J.S. Milton & J.C. Arnold, Boston, London,
McGraw-Hill, (2006), 4th ed.

Reference Books:
1. Introduction to Probability Theory and Statistical Inference by H.J. Larson, John Wiley
& Sons, (2005) 3rd ed.
2. Introduction to Probability and Statistics for Engineers and Scientists by S.M. Ross,
Elsevier, (2014), 4th ed.

Evaluation Scheme:

S. No. Evaluation Elements Weightage (%)

1. MST 25

2. EST 40

3. Sessional

Tutorial Quiz 5

Combined Quiz 10

Laboratory Evaluation – I 10

Laboratory Evaluation - I 10

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