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Probability and Statistics Course Outline

1) This is a 4-credit course on probability and statistics for undergraduate first years. It introduces students to probability theory, probabilistic models, probability mass and density functions, and statistical concepts like expectation, correlation, covariance, hypothesis testing, and parameter estimation. 2) The course covers topics like discrete and continuous random variables, probability mass/density functions, expectation, sampling statistics, hypothesis testing, and parameter estimation. Weekly lectures, assignments, and MATLAB experiments reinforce these concepts. 3) Students will be assessed through quizzes, mid-semester and end-semester exams, assignments, and MATLAB experiments. Key textbooks are Probability and Stochastic Processes by Roy Yates and David Goodman,

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Taral jain
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16 views3 pages

Probability and Statistics Course Outline

1) This is a 4-credit course on probability and statistics for undergraduate first years. It introduces students to probability theory, probabilistic models, probability mass and density functions, and statistical concepts like expectation, correlation, covariance, hypothesis testing, and parameter estimation. 2) The course covers topics like discrete and continuous random variables, probability mass/density functions, expectation, sampling statistics, hypothesis testing, and parameter estimation. Weekly lectures, assignments, and MATLAB experiments reinforce these concepts. 3) Students will be assessed through quizzes, mid-semester and end-semester exams, assignments, and MATLAB experiments. Key textbooks are Probability and Stochastic Processes by Roy Yates and David Goodman,

Uploaded by

Taral jain
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Course Code MTH 201

Course Name Probability and Statistics


Credits 4
Course Offered to UG - First year
The course introduces students to probability theory and how it can be applied to statistical problems. They learn about
probabilistic models that occur in common applications. They are introduced to probability mass and density functions and
Course Description
statistics like expectation, correlation, and covariance. This is followed by an introduction to sampling statistics like the sample
mean and variance, statistical hypothesis testing, and parameter estimation.
Pre-requisites
Pre-requisite (Mandatory) Pre-requisite (Desirable)
None
*Please insert more rows if required
Post Conditions*(For suggestions on verbs please refer the second sheet)
CO1 CO2 CO3 CO4 CO5
Students are able to derive first and Students are able to apply Students are able to derive Students are able to derive Students are able to perform
second order statistics, conditional commonly found discrete and properties of the sample estimates of the parameters of MATLAB (or equivalent)
PDF(s) and PMF(s), of common continuous state probabilistic mean and variance of common probability distributions experiments to present data,
random variables and functions of models to various samples from a normal and test hypothesis from random generate data from
the same. applications, as captured by population samples distributions, calculate various
word problems statistics, and demonstrate
basic hypothesis testing

Weekly Lecture Plan


Week Number Lecture Topic COs Met Assignment/Labs/Tutorial
Set Theory, Experiments, C01, C02, C05 Word Problems as in SR and RY.
Observations, Axioms of MATLAB experiments as in RY:
Probability, classical and
Plotting histograms, generating
frequentist methods,
1,2 describing data sets, random numbers and etc. Tutorial
conditional probability, Bayes' on MATLAB
rule, law of total probability,
tree diagrams SR: Textbook by Sheldon Ross;
RY: Text Book by Roy Yates
Counting, Discrete RV, PMF, C01, C02, C05 Word Problems as in SR and RY.
Common Discrete RV models, MATLAB experiments
CDF, Expectation, Functions of
2,3 Discrete RV, Second order
statistics, Conditional PMF
Discrete to Continuous RV, C01, C02, C05 Word Problems as in SR and RY.
CDF, PDF, Expectation, MATLAB experiments
Commonly used models,
Functions of continuous RV,
RV(s) as functions of Gaussian
3,4 RV, Conditioning, Sample
mean and variance from data,
Moment generating functions

Pairs of RV(s), Joint and C01, C02, C05 Word Problems as in SR and RY.
marginal PMF and PDF. MATLAB experiments
Independence, Correlation,
4,5 Covariance, Scatter Plots,
Calculating from data sets,
Expected value of sum of two
RV(s)

Extension of pairs to vectors of C01, C02, C05 Word Problems as in RY


RV(s), Vector representation,
Independence, Expected value
5,6
and covariance of sums of
RV(s)

Chebyshev Inequality, Sample C03, C05 Word problems as per RY and SR.
mean and variance, Central MATLAB experiments showing
Limit Theorem (Statement,
convergence
intuition and application),
Weak Law of Large Numbers
7,8 (Statement, intuition and
application), Sampling from a
normal population, Sampling
from a finite population

Maximum Likelihood C04, C05 Word Problems as in SR and RY.


Estimation, Interval estimates, MATLAB Experiments
9,10 Point estimator properties,
Bayes estimator

Hypothesis Testing, Tests C04, C05 Word Problems as in SR and RY.


11,12 concerning Normal, Bernoulli MATLAB experiments
and Poisson

13 Revision/Overflow Week
*Please insert more rows if required
Weekly Lab Plan
Week Number Laboratory Exercise COs Met Platform (Hardware/Software)
No Labs

*Please insert more rows if required


Assessment Plan
Type of Evaluation % Contribution in Grade
Quiz 25
Mid-sem 25
Assignment 20
End-sem 30
*Please insert more row for other type of Evaluation
Resource Material
Type Title
Probability and Stochastic
Processes (2nd Ed) By Roy
Textbook Yates and David Goodman
Introduction to Probability and
Statistics for Scientists and
Engineers By Sheldon Ross
Textbook (5th Ed)

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