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4th Semester
MTH302

MTH302 Syllabus

MTH302: PROBABILITY AND STATISTICS

L:3 T:1 P:0 Credits:4

Course Outcomes:

  • CO1 :: recall the concept of random variables and its distribution functions.
  • CO2 :: recognize relationships among the variables through correlation and regression.
  • CO3 :: apply probability distributions to find the solution of different engineering problems.
  • CO4 :: analyze the role of estimation techniques in statistical inference.
  • CO5 :: apply statistical tests to test hypotheses and interpret results.

Unit I

  • Random Variables and Probability Distributions : discrete and continuous random variables and their distribution functions, joint probability distributions, mean, variance and covariance of random variables, Chebyshev's theorem (without proof)

Unit II

  • Correlation and Linear regression : scatter plots, correlation coefficient and its properties, Karl Pearson’s correlation coefficient, Spearman’s rank correlation coefficient, Linear regression and its properties

Unit III

  • Special Discrete Distributions : bernoulli process, binomial distribution, negative binomial distribution, geometric distribution, poisson distribution, moment generating function (without proof) of the above mentioned distributions.

Unit IV

  • Special Continuous Distributions : normal distribution, gamma distribution, exponential distribution, moment generating function (without proof) of the above mentioned distributions.

Unit V

  • Point Estimation and the Central Limit Theorem : the central limit theorem (without proof), unbiased estimator, consistent estimator, efficient and sufficient estimator, maximum likelihood estimation

Unit VI

  • Testing of Hypothesis : types of error, Z-test for single mean and difference of means, Student's t-test for single mean and difference of means, F-test, Chi-square test for goodness of fit

Text Books:

  1. PROBABILITY AND STATISTICS FOR ENGINEERS AND SCIENTISTS by RONALD E. WALPOLE, RAYMOND H. MYERS, SHARON L. MYERS, AND KEYING YE, PEARSON
  2. PROBABILITY AND STATISTICS FOR ENGINEERS by DR. J. RAVICHANDRAN, WILEY
  3. FUNDAMENTALS OF MATHEMATICAL STATISTICS by S.C. GUPTA AND V.K. KAPOOR, SULTAN CHAND & SONS (P) LTD.

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