COURSE HANDOUT

B.Tech- IV Semester::
Course Title

: PROBABILITY AND STATISTICS

Course Code

: MATH 2405

Course Structure

: 3-1-0-4

Dated: 05-02-2014
Academic Year 2013-14

Course coordinator : Dr. B.Satyanarayana

Instructors

: Dr. B.Satyanarayana

Course Description : Probability, Conditional probability, Random variables and distribution, Poisson,
Exponential, Normal, Expectations and higher order moments, Central limit theorem and other limit
theorems, Sampling distributions of means, proportions, sums and differences, Tests of significances, Linear
correlation coefficient Linear regression, Statistical Quality Control Methods, Queuing theory- Pure birth
and death models. Generalized Poisson Queuing model Specialized Poisson Queues.
Scope :
This course is designed for 3rd semester chemical and IT students. The course will provide an overview
of the probability and applications of statistics related to computer application problems.
Course objectives :
Students undergoing this course are expected to:

Solve problems related to conditional and joint probability

Solve problems based on density functions and cumulative density functions

Solve problems on mean , variance and standard deviations of random signals

To transform random variables in one domain to other

Solve problems on joint and conditional distribution functions

Solve problems on Different density functions and cumulative distribution functions

Understand different noise sources for noise estimation

Plot and study power spectral density and system response

Learn the importance of Random variables.

Learn different mathematical models of queuing theory
Learn about Poisson distribution.
Learn hypothesis concepts such as one tail and two tail tests.
Learn various statistical quality control methods.

Learn concept of regression.

Syllabus:
UNIT-I
(11+3 Periods)
Probability: Sample space and events Probability The axioms of probability Some Elementary theorems Conditional probability Bayes theorem.Random variables Discrete and continuous Distributions and
properties.

UNIT-II
Poisson,Exponential and Normal distribution related properties.

(11+4 Periods)

UNIT-III
(11+4 Periods)
Sampling distribution: Populations and samples - Sampling distributions of mean (known and unknown).
Test of Hypothesis Type I and Type II errors. One tail and two-tail tests. Hypothesis concerning one and two
means- Hypothesis concerning one and two Proportions-Maximum error and interval estimation of means and
proportions.
Tests of significance Students t-test, F-test, Chi-square test for independence of attributes.
UNIT-IV
(12+3 Periods)
Statistical Quality Control methods-Methods of preparing Control charts-X-bar,p and R-charts-curve fitting by
the method of least squares- linear, polynomial and exponential. Correlation-Pearsons correlation coefficient
and Spearmans Rank correlation and linear Regression.
Text Books:
1. Engineering Mathematics by B.V.Ramana, TMH-publications.
2. Probability & Statistics for Engineers, Miller and John E. Freund, Prentice Hall of India.
3. Probability & Statistics, T. K. V. Iyengar, B. Krishna Gandhi and Others, S. Chand &
Company.
References:
1. Probability & Statistics, Arnold O. Allen, Academic Press.
2. A text book of Probability & Statistics, ShahnazBathul, V. G. S. Book Links.
3. A text book of Probability & Statistics, Murugesan and Gurusamy, Anuradha Publications

Course outcomes :
After undergoing the course, Students will be able to understand

Solve problems on density functions and cumulative density functions which is useful in probability
of error estimations in digital communication systems

calculate mean and variance of the random signal using probability density function and MGF which
are useful in stastical signal processing, Bio medical processing etc

Able to transform of random variables in one domain to another domain for statical signal
processing, Bio medical processing

Identify the signals stationary or non stationary useful for biomedical signal processing

Find the auto correlation and cross correlation of any two similar random signals in signal
processing and communication

Understand the different noise sources for noise estimation in noisy signals in signal processing and
communication

Find the relationship between power density spectrum and auto correlation in Radar signal
processing tracking and target detection

Students are able to apply Bayes theorem for applications related to classification.

Students can apply the concept of Random variables in various optimization techniques like PSO,CSO,Ant
Colony Optimization.


Apply the knowledge of Poisson distribution in various applications like Image Processing,Data Mining etc.

Students able to apply the knowledge of statistical methods in various applications like Data Distribution etc.

Students can apply the knowledge of regression in prediction where unknown values can be predicted from
known values.

Course plan:
Lecture Learning objective
No

Topics to be covered

Chapter in the
text book

UNIT-I:Introduction to probability
and Definitions

T1-32.3

1.

Introduction to probability

2.

To know the basic axioms of

probability

Basic Axioms of Probability

3.

To learn the applications of

addition theorem

Addition theorem and problems

4.

To learn the applications of

multiplication theorem

Conditional Probability and

Multiplication theorem

5.

To identify the importance of

conditional probability

Problems on Conditional Probability

6.

To solve the problems using

Bayes theorem

Bayes Theorem

7.

T1-32.3
T1-32.3
T1-32.3

T1-32.3
T1-32.4, 32.5

Tuturial-1

8.

To learn the importance of

defining random variables

Random Variables, Probability

functions

T3-2.2,2.4

9.

To know about Discrete and

continuous Random variables

Discrete and Continuous random

variables

T3-2.3

10.

Tutorial-2

11.

To define Probability mass and

density functions

12.

To solve the problems on

Random variables and
distributions

13.
14.

To learn how find Expectation

and variance

Probability Mass function and

Probability Density Function

T3-2.5,2.7

T3-2.5,2.7
Problems on random variables
Expectation and Variance
Tutorial-3

T3-2.6

15.

To know about Poisson

distribution Mean and
Variance

Unit-II Poisson distribution Mean

and Variance

16.

To learn about Mode , M.G.F ,

Recurrence Relation

Mode , M.G.F , Recurrence Relation

17.

To solve the problems on

Poisson distribution

Problems on Poisson distribution

18.

T3-3.12,3.13
T3-3.13

Tutorial-4

19.

To know about Exponential

distribution

Exponential distribution

20.

To solve the problems on

Exponential distribution

Problems on Exponential distribution

21.

R3- 4.7
R3-4.7

Tutorial-5

22.

To realize the Normal

Distributions Features and
Importance

Normal Distribution Features and

Importance

23.

To learn Mean, Variance and

Mode of N.D

Mean, Variance and Mode of N.D

24.

To learn M.G.F

M.G.F and moments of N.D

25.

T3-3.14,3.20

T3-3.16
T3-3.17

Tutorial-6

26.

To learn Standard Normal

variate

Standard Normal variate

27.

To learn the Problems on N.D,

Exponential Distribution

Problems on N.D

28.

T3-3.10, 3.12

To learn the Problems on N.D,

Exponential Distribution

29.

T3-3.18, 3.19
T3-3.20

Problems on N.D

T3-3.20

Tutorial-7

30.

To know about Sampling

Distributions Definitions,
Sampling Distribution of Mean

31.

To know about Sampling

Distribution of Mean( Small
Samples) t-distribution

UNIT-III: Sampling Distributions

Definitions, Sampling Distribution of
Mean(Large sample)

T3-4.1 to 4.10

T3-4.10
Sampling Distribution of Mean( Small
Samples) t-distribution

32.

To solve the problems on tdistribution

33.
34.

35.

36.

39.

Problems on t-distribution
Tutorial-8

To know about Sums and

Differences
To know the Null and
Alternate Hypothesis, Types of
Errors- Critical region, One
tailed and Two tailed tests
To know about Test a
hypothesis for single Mean
(Large sample)

37.
38.

T3-4.12

T3-4.12
Sums and Differences
T3-6.2,6.3,6.5
Null and Alternate Hypothesis, Types
of Errors- Critical region, One tailed
and Two tailed tests
T3-6.7
Test a hypothesis for single Mean
(Large sample)
Tutorial-9

To learn about Test a

hypothesis for difference of
Means

Test a hypothesis for difference of

Means

T3-6.8

To learn about Test a

hypothesis for propotions

Test a hypothesis for Proportions

T3-6.9,6.10

40.

Tutorial-10

41.
To learn about Test of
significances , t-test and
problems
42.

43.

To learn about F-test and

problems
To learn about Chi-square test
and problems

44.
45.

T37.9,7.10,7.11,7.12
Test of significances : t-test and
problems
T3-7.14
F-test and problems
T3-7.15,7.16,7.17
Chi-square test and problems

7.18,

Tutorial-11
To learn about Statistical
Quality Control methods

Unit-IV Statistical Quality Control

methods

T3-8.2

46.

To learn about Bar charts

Bar Charts

T3-8.14

47.

To learn about Bar charts

Problems of Bar charts

T3-8.14

48.

To learn about p-Charts and

Problems

49.

To learn about R-Charts and

Problems

50.

T3-8.20
p-Charts and Problems
T3-8.15
R-charts and problems
Tutorial-12

51.

To know how to Fit a straight

line by least square method

52.

To learn about Fitting of

polynomial

Fitting of polynomial

To learn about Fitting of power

curve and problems

Fitting of exponential curve and

problems

53.

54.
55.

Fitting of straight line by least square

method

T3-10.5

T3-10.11

T3-10.11

Tutorial-13
Introduction to correlation and
its types

T3-9.1,9.2,9.3
Introduction to correlation and its types

56.

To learn about Linear and NonLinear correlaton

Linear and Non-Linear correlaton

T3-9.3(4)

57.

To learn about Karl Pearson

coefficient of correlation

T3-9.9

58.
59.

Karl Pearson coefficient of correlation

Tutorial-14

To learn about Linear

regression

60.

Evaluation Scheme:

T3-10.6
Linear regression
Tutorial-15

Component

Duration
(minutes)

Marks

% of
weightage

Sessional Test 1

90

20

Sessional Test 2

90

20

Sessional Test 3

90

20

20
(Best 2 tests
average)

Comprehensive
Quiz Examination

20

10

Semester End
Examination

180

70

Date & Time

Venue

10

03/03/2014 to 08/03/2014
9.00 to 10.30 AM
07/04/2014 to 12/04/2014
9.00 to 10.30 AM
12/05/2014 to 17/05/2014
9.00 to 10.30 AM
12/05/2014 to 17/05/2014
11.00 AM to 5.00 PM

Block-1,2

CAD Lab &

Project Lab

70

26/05/2014 to 07/06/2014
10.00 AM to 1.00 PM

Block
1/2/3/4/5/6

Block-1,2
Block-1,2

Chamber Consultation Hour: Will be announced by respective faculty

Notices: Dept. notice boards located in Block-I(IT)& Block-II(CHEM)

Signature of the Instructors

1. Dr. B. Satyanarayana

Signature of the course-coordinator

(Dr. B. Satyanarayana)