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Probability, Statistics and Numerical Methods PDF

This document provides an overview of the course "Probability, Statistics and Numerical Methods". The course aims to introduce students to fundamental probability and statistics concepts, and numerical techniques for solving real-world engineering problems. It covers topics like random variables, sampling distributions, hypothesis testing, and numerical methods for solving equations and differential equations. The course has 5 units, with unit 1 covering probability distributions, unit 2 covering sampling and estimation, unit 3 covering hypothesis testing, unit 4 introducing numerical methods, and unit 5 covering interpolation and numerical solutions to differential equations.

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Chakri Chakravarthy
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4K views3 pages

Probability, Statistics and Numerical Methods PDF

This document provides an overview of the course "Probability, Statistics and Numerical Methods". The course aims to introduce students to fundamental probability and statistics concepts, and numerical techniques for solving real-world engineering problems. It covers topics like random variables, sampling distributions, hypothesis testing, and numerical methods for solving equations and differential equations. The course has 5 units, with unit 1 covering probability distributions, unit 2 covering sampling and estimation, unit 3 covering hypothesis testing, unit 4 introducing numerical methods, and unit 5 covering interpolation and numerical solutions to differential equations.

Uploaded by

Chakri Chakravarthy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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61

PROBABILITY, STATISTICS AND NUMERICAL METHODS


(Common to CSE, IT & CE)

Course Code: 13BM1103 L T P C


4 1 0 3
Pre requisites:
Fundamentals of Set theory and calculus.
Basic concepts of Probability and Discrete Random Variables.
Course Educational Objectives:
To acquaint students with the fundamental concepts of probability and
statistics and to develop an understanding of the role of statistics in
engineering. Also to introduce Numerical techniques to solve the real
world applications.
Course Outcomes:
Upon successful completion of the course, the students should be able
to
Calculate fundamental concepts such as the cumulative distribution
function, expectations, and distributions of random variables.
Evaluate estimators, construct confidence intervals, and perform
hypothesis tests.
Solve engineering problems using Numerical techniques.
UNIT-I (12 Lectures)
Review of basic concepts in Probability and Discrete Random variables,
Continuous Random variables - Probability density, Distribution.
Calculating probabilities from Probability density, Determining Mean and
Variance using Probability density, Normal Distribution- Density and
Properties. Calculating Normal Probabilities, Normal Approximation to
Binomial Distribution, Uniform Distribution.
(5.1, 5.2, 5.3, 5.5 of [1])

G V P College of Engineering (Autonomous) 2013


62

UNIT-II (12 Lectures)


Population and sample, Sampling distribution of the mean(s known),
Central Limit theorem
( without Proof) and Problems, Sampling distribution of the mean(s
unknown), Point Estimation, Maximum error and determination of sample
size, Interval Estimation ( Large sample and small sample)
(6.1, 6.2, 6.3, 7.1, 7.2 of [1])
UNIT-III (12 Lectures)
Tests of Hypotheses ( Introduction, Null hypotheses, Alternative
hypotheses, Type I,II errors, Level of significance, Hypotheses concerning
one mean ( Large and Small samples), Inference concerning two means
( Large and Small samples), Paired t-test.
Estimation of Variances ( point and Interval estimation), Hypotheses
concerning one variance, Hypotheses concerning two variance, Estimation
of Proportions, Hypotheses concerning one Proportion, Hypotheses
concerning several Proportions.
(7.3, 7.4, 7.5, 7.8, 8.1, 8.2, 8.3, 9.1, 9.2, 9.3 of [1])
UNIT-IV (12 Lectures)
Introduction to Numerical Methods, Solution of algebraic and
transcendental equations-Bisection method, Method of false position
Newtons method.
Finite differences-Forward differences Backward differences, Central
differences, Differences of a polynomial, Other Difference operators
Shift operator, Average operator, Relations between the operators.
(28.1 to 28.3, 29.1 to 29.5 of Text book [2])
UNIT-V (12 Lectures)
Newtons interpolation formulae- Newtons forward interpolation formula
Newtons backward interpolation formula, Interpolation with un equal
intervals: Lagrange interpolation, Divided differences, Newtons divided
difference formula Difference formula, Inverse interpolation.
Numerical solutions of Ordinary differential equations: Eulers Method,
Modified Eulers Method, Runge-Kutta method of order 4.
(29.6, 29.9 - 29.13, 32.4, 32.5, 32.7 of Text book [2])
G V P College of Engineering (Autonomous) 2013
63

TEXT BOOKS:
1. Richard A.Johnson, C.B.Gupta, Miller. Freunds Probability
and Statistics for Engineers, Seventh edition, Pearson
education, 2005.
2. Dr.B.S.Grewal, Higher Engineering Mathematics, 42nd
Edition, Khanna Publishers, 2012.
REFERENCES:
1. S. S. Sastry, Introductory Methods of Numerical Analysis,
4th Edition, Prentice Hall India Pvt., Limited, 2005.
2. S.C. Gupta and V.K. Kapoor, Fundamentals of
Mathematical Statistics, Ninth Revised Edition , Sultan Chand
& Sons Educational Publishers, 2007.

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G V P College of Engineering (Autonomous) 2013

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