Probability, Random Processes & Statistics
OBJECTIVES: Credits- 3-0-0
To understand the concepts of Probability, Random Variables and Distribution functions.
To learn the concepts of Random Processes and their characteristics.
To study and apply knowledge to real time problems on estimation and test of hypothesis.
MODULE 1 [10 Hours]
Probability: Definitions of probability, addition rule and conditional probability, multiplication rule, total
probability, Bayes’ Theorem. Random Variables: Discrete, continuous and mixed random variables,
probability mass function, PDF and CDF, Expectation, moments, PGF and MGF, median and quantiles,
Markov inequality, Chebyshev’s inequality. Joint Distributions, product moments, correlation and regression,
independence of random variables, bivariate normal distribution.
MODULE 2 [8 Hours]
Random process: Random process: realizations, sample paths, discrete and continuous time processes,
examples, Probabilistic structure of a random process; mean, autocorrelation and autocovariance functions,
Stationary: strict-sense stationary (SSS) and wide-sense stationary (WSS) processes, Autocorrelation function
of a real WSS process and its properties, cross-correlation function, Ergodicity and its importance
MODULE 3 [12 Hours]
Random Processes Spectral characteristics: Spectral representation of a real WSS process: power spectral
density, properties of power spectral density; cross-power spectral density and properties; auto-correlation
function and power spectral density of a WSS random sequence, Linear time-invariant system with a WSS
process as an input: Stationary of the output, auto-correlation and power-spectral density of the output;
examples with white-noise as input; linear shift-invariant discrete-time system with a WSS sequence as input,
Spectral factorization theorem.
MODULE 4 [8 Hours]
Sampling Distributions: The Central Limit Theorem, distributions of the sample mean and the sample
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variance for a normal population, Chi-Square, t and F distributions. Descriptive Statistics: Graphical
representation, measures of locations and variability.
MODULE 5 [10 Hours]
Testing of Hypotheses: Null and alternative hypotheses, the critical and 8 acceptance regions, two types of
error, power of the test, the most powerful test and Neyman-Pearson Fundamental Lemma, tests for one
sample and two sample problems for normal populations, tests for proportions.
Text Books
1. Probability and Statistics for Engineering and the Sciences, Jay L. Devore, 8th edition.
2. Richards A Johnson, Irvin Miller and Johnson E Freund. Probability and Statistics for Engineering, 9th
Edition, PHI.
3. Probability, Random Variables and Stochastic Processes, Papoulis and Unnikrishnan, Fourth Edition, 2002.
Reference Books
1. An Introduction to Probability and Statistics by V.K. Rohatgi & A.K. Md. E. Saleh.
2. Introduction to Probability and Statistics for Engineers and Scientists by S.M. Ross.
Dr. Anoop Kumar Mishra
Dr. Umakanta Nanda Dr. Kalpana Dhaka
(Convenor) Member (External) Member (& Guide)
Dr. Khairnar Vikas Vishnu
Dr. Suseela Vapanngi
Member (Internal)
Member (Internal)
3. Probability and Statistics with Reliability, Queuing, and Computer Science Applications - Kishore S
Trivedi, PHI.
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