Syllabus
Course Code: DSCS-119 Course Name: Probability Theory |
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MODULE NO / UNIT | COURSE SYLLABUS CONTENTS OF MODULE | NOTES |
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1 | Concepts in Probability: Random experiment, trial, sample point, sample space, operation of events, exhaustive, equally likely, mutually exclusive and independent events; Definition of probability-classical, relative frequency, statistical and axiomatic approach. | |
2 | Conditional probability. Addition and multiplication laws of probability and their extension to n events. Boole’s inequalit y; Baye’s theorem and its applications. | |
3 | Random Variable and Probability Functions: Definition of random variable, discrete and continuous random variable, probability function, probability mass function and probability density functions, distribution function and its properties, functions of random variables, joint, marginal and conditional probability distribution function. | |
4 | Mathematical Expectation: Definition and its properties-moments, additio n
and multiplication theorem of expectation. Conditional expectation and
conditional variance. Generating Functions: Moments generating function, cumulant generating function, probability generating function along with their properties. Characteristic function. |