INDIAN INSTITUTE OF TECHNOLOGY RAJASTHAN
(SUMMER TERM 2013-14)
: Probability & Statistics
: Dr. Gaurav Bhatnagar
UNIT 1: INTRODUCTION TO PROBABILITY
Definitions, sample, space & events, joint & conditional probability, dependent events.
Elementary theory of probability, Baye’s theorem with simple applications, Expected value.
UNIT 2: RANDOM VARIABLES
Introduction, distribution & density functions, discrete & continuous random variables, special
distributions: binominal, poisson, uniform, exponential, normal, rayleigh. Central limit theorem.
UNIT 3: EXPECTATION, CONDITIONAL DISTRIBUTION AND CONDITIONAL
Random variable, Expectation of random variable, joint distribution functions, joint probability
density function, conditional distribution & density functions, Conditional Expectation. Mean &
variance, chebyshev’s inequality, characteristic functions & moment generating function,
covariance & correlation coefficient of multiple random variables.
UNIT 4: REGRESSION, CORRELATION AND STATISTICAL INFERENCE
Introduction, Least-square curve fitting, multiple regression, Correlation Analysis, method of
maximum likelihood estimation, point estimation, Estimation of variance, Hypothesis testing.
Sheldon M. Ross, Introduction to probability and statistics for engineers and scientists,
Vijay K. Rohatgi and A. K. Md. Ehsanes Saleh, An Introduction to Probability and Statistics,
Kai L. Chung and F. Aitsahlia, Elementary Probability Theory, Springer.
Robert V. Hogg, Allen T. Craig and Joeseph W. McKean, Introduction to Mathematical
William Feller, Introduction to Probability theory and its applications, Wiley.
Richard A. Johnson, Miller and Freund’s Probability and Statistics for Engineers, PHI
T.T. Soong, Fundamentals of Probability and Statistics for Engineers, Wiley.
Note: No makeup exams for quizzes and mid-term exams. However, the end exam will be
considered only after submitting the proper documentation.