Syllabus
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Course Code: B-MAT 604 Course Name: 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; Joint Probability Distribution function, Joint Density function. | |
| 2 | Mathematical expectation, Moments, Moment generating function, Joint moment generating function, Characteristic function. Discrete distributions: Bernoulli, Binomial, Negative binomial, Geometric and Poisson. | |
| 3 | Continuous distributions: Uniform, Gamma, Exponential, Chi-square, Normal; Bivariate normal distribution, Marginal distributions. | |
| 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. | |
