Course 5: Probability and Statistics
A. OVERVIEW OF THE COURSE:
Name of the Course Probability and Statistics
Offering Department Mathematics
[Link]. Branches to which this course CSE
is offered
Overview:
The course on Probability and Statistics is offered in the third semester of the CSE branch of
B. Tech. second-year students. The objective is to provide fundamental and essential
mathematical tools required to undergraduate studies in engineering. The course consists of
topics in Important Theoretical Distributions, Continuous Frequency Distributions, Moment
Generating Function (MGF) and Method of Least Square, Simple Sampling of Attributes, and
Sampling of Variables with application in science and engineering disciplines. At the end of
this course, students will be able to learn essential concepts in probability, some statistical
distributions with methods for fitting them to data, the concept of sampling, large sample and
small samples including tests of significance, t-distribution, F-distribution, and their use in
hypothesis testing.
Course No. Title of the Course Course Pre-Requisite
Structure
COMTC305/CAMTC305/ Probability and 3L-1T-0P None
CMMTC305/ CDMTC305 Statistics
COURSE OUTCOMES (CO):
1. To understand the detailed concept of probability and important theoretical
distributions.
2. To know about Continuous Frequency distribution.
3. To know about MGF and the Method of Least squares.
4. To understand the concept of large samples.
5. To understand sampling theory for small samples.
COURSE CONTENT:
Unit 1: Important Theoretical Distributions: Mathematical and Statistical definition of
Probability, Random variables, Expectation, Review of continuous and discrete probability
distributions, Poisson process, Negative binomial distribution, Fitting of standard
distributions, Fitting of Normal distribution by method of areas and method of ordinates,
Hypergeometric distributions, Multinomial distribution and their properties.
Unit 2: Continuous Frequency Distribution: Moments, Sheppard’s corrections, Kurtosis,
Coefficient of variation, Rectangular distribution, Beta distribution of first and second kind,
Gamma distribution, Cauchy’s distribution, Geometrical probability, Tchebycheff's and
Markov's inequalities.
Unit 3: MGF and Method of Least Square: Change of origin and scale in mgf, moment
generating functions of standard distributions (Poisson, Binomial, Exponential, Uniform,
Normal, Gamma, Chi-square), Cumulants, Characteristic function, Weak law of large
numbers, Central limit theorem. Method of least squares: Fitting of straight lines, parabola,
and exponential curves.
Unit 4: Simple sampling of attributes: Large Samples, Mean and S. D. in the simple
sampling of attributes, Test of significance for large samples, Standard error, Type I and II
errors, Null hypothesis, Confidence limits, Chi-square distribution, Degree of freedom,
Level of significance, Test of goodness of fit, Test of independence, Coefficient of
contingency, Yate's correction for continuity.
Unit 5: Sampling of variables: Small samples, t-distribution, test of significance of the
mean of random sample from the normal population, F-distribution, Relationship between t,
F, and Chi-square distributions.
Recommended Books:
1. An Introduction to Probability Theory and Its Applications, Vol. 1 (Wiley Series in
Probability and Statistics) by W. Feller
2. Advanced Engineering Mathematics by Erwin Kreyszig (Wiley Publication)
3. Probability & Statistics- SOS by Spiegel, McGraw Hill
4. Probability and Statistics for Engineers by Anthony J. Hayter (Cengage
Learning)
5. Mathematical Statistics, Krishna Prakashan Media by J. K. Goyal and J. N. Sharma
A. LESSON PLAN for THEORY LECTURE
UNIT TOPICS LECTURE TUTORIAL
NO.
Unit-I Definition of probability (classical, 01 Problems based
Important statistical, and axiomatic), Some on Unit 1
Theoretical more concepts of probability
Distributions including joint and conditional
probability, Independent and
dependent events
Concept of random variables 02-03
(Continuous and Discrete),
Probability distribution, PDF, PMF,
CDF (definitions with examples in
general)
Expectation, Poisson Process 04-05
Negative Binomial, Hypergeometric, 06-07
(09 lectures) and Multinomial Distributions
(Definition, calculation of Mean and
Variance and examples)
Fitting of standard distribution, 08-09
Fitting of normal distribution by
method of areas and method of
ordinates
Unit-II Moments and Sheppard’s 10-11 Problems based
Continuous Corrections (definition with on Unit II
Frequency examples), Kurtosis, Coefficient of
Distribution Variation (definition with examples)
Rectangular distribution, Beta 12-13
distribution of first and second kind
(definition, calculation of mean and
variance and examples)
Gamma and Cauchy’s distributions 14
(08 lectures) (definition, calculation of mean and
variance)
Geometrical Probability 15
Tchebycheff’s and Markov’s 16-17
inequality
Unit III MGF (definition with examples), 18 Problems based
MGF and Method of Change of origin and scale in MGF on Unit III
Least Square
Derivation of MGF of all standard 19-21
distributions (Poisson, Binomial,
Exponential, Uniform, Normal,
Gamma, Chi-square Distributions)
Cumulants and Characteristic 22
(09 lectures) function
Weak law of large numbers and 23-24
Central limit theorem
Method of least square: Fitting of 25-26
straight lines, parabolic and
exponential curves
Unit IV Large samples, mean and standard 27 Problems based
Simple Sampling of deviation in simple sampling of on Unit IV
Attributes attributes
Sampling distribution, sample 28-29
mean,
Standard error
Test of significance for large 30-32
samples, Null Hypothesis,
(10 Lectures) Confidence limits, Level of
Significance, Type I and Type II
errors
Chi-square distribution, Degree of 33-34
freedom, Test of goodness of fit,
Test of independence
Contingency table, Yate’s correction 35-36
for continuity
UNIT V Small samples, t-distribution, test 37-38 Problems based
Sampling of of significance of the mean of on Unit V
variables random sample from normal
population
F-distribution (calculation of mean & 39-40
(04 Lecture) variance) and Relationship between
t, F and Chi-square distributions
Self Study
Sr. Topic
No.
1 To prepare notes from the different books. Unit I-V
2 To solve practice problems from reference books etc.
3 Any other relevant topic as suggested by the course instructor/CCC