Syllabus

Course Code: ST-102    Course Name: Statistical Methods and Distribution Theory

MODULE NO / UNIT COURSE SYLLABUS CONTENTS OF MODULE NOTES
1 Basic concepts of probability: Random variable, sample space, events, Definition of Probability : Classical, Relative Frequency and Axiomatic Approach, notations. Additive law of probability, theorem of total probability, theorem of compound probability and Baye’stheorem. Random variables (discrete and continuous), Probability density function(pdf), Probability mass function(pmf), Distribution Function, Bivariate random variable, joint, marginal and conditional pmfs and pdfs.
2 Mathematical Expectation : Expectation and moments, expectation of sum of variates, expectation of product of independent variates, moment generating function. Tchebycheff's, Markov and Jensen inequalities, Relation between characteristic function and moments. Covariance, correlation coefficient , regression lines partial correlation coefficient, multiple correlation coefficient . Correlation ratio, rank correlation and intraclass correlation
3 Binomial, Poisson, Geometric, Negative binomial, Hypergeometric and Multinomial, Normal and log normal distributions.
4 Uniform, Exponential, Laplace, Cauchy, Beta, Gamma distribution, Sampling distributions: Student – t distributions, F- distribution, Fisher’s z – distribution and Chi-square distribution. Inter relations, asymptotic derivations. Simple tests based on t, F, chi square and normal variate z.
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