Syllabus
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Course Code: MT-602 Course Name: (B) Probability and Statistics |
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| MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
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| 1 | Basic notions of probability, Conditional probability and independence, Baye’s theorem; Random variables - Discrete and continuous, Cumulative distribution function, Probability mass/density functions; Transformations, Mathematical expectation, Moments, Moment generating function, Characteristic function. | |
| 2 | Discrete distributions: Uniform, Bernoulli, Binomial, Negative binomial, Geometric and Poisson; Continuous distributions: Uniform, Gamma, Exponential, Chi-square, Beta and normal; Normal approximation to the binomial distribution. | |
| 3 | Joint cumulative distribution function and its properties, Joint probability density function, Marginal distributions, Expectation of function of two random variables, Joint moment generating function, Conditional distributions and expectations. | |
| 4 | The Correlation coefficient, Covariance, Calculation of covariance from joint moment generating function, Independent random variables, Linear regression for two variables, The method of least squares, Bivariate normal distribution, Chebyshev’s theorem, Strong law of large numbers, Central limit theorem and weak law of large numbers. | |
