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Probability & Statistics

This document provides an overview of a Probability and Statistics course offered to second year Electronics and Communication Engineering students. The course is designed to introduce fundamental probability concepts and techniques for solving probabilistic problems. It covers topics such as probability theory, random variables, probability distributions, expectation, variance, and limit theorems. Students will learn to analyze probabilistic models and apply probability concepts to engineering problems. The course aims to prepare students for courses involving randomness. It will be evaluated through quizzes, a midterm, and a final exam.

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raghav dhamani
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190 views3 pages

Probability & Statistics

This document provides an overview of a Probability and Statistics course offered to second year Electronics and Communication Engineering students. The course is designed to introduce fundamental probability concepts and techniques for solving probabilistic problems. It covers topics such as probability theory, random variables, probability distributions, expectation, variance, and limit theorems. Students will learn to analyze probabilistic models and apply probability concepts to engineering problems. The course aims to prepare students for courses involving randomness. It will be evaluated through quizzes, a midterm, and a final exam.

Uploaded by

raghav dhamani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Department of _______Mathematics________________________ The LNM IIT,

Jaipur
MTH 221: Probability & Statistics
Programme: B.Tech. (ECE) Year: 2nd Year Semester : Even
Course : Core/Math Credits : 4 Hours : 56

Course Context and Overview (100 words): This course has been designed as a compulsory course
for Electronics and Communication Engineering ECE, CCE and CSE discipline students. The main
objective of this course is to provide a foundation in the theory and applications of probability theory
and statistics. The emphasis in this course is to teach the basic theoretical concepts and techniques to
solve probabilistic and statistical problems arise in engineering and applied science. In this course,
we introduce various types of probability models that are applicable in Electronics and
Communication Engineering and Computer science.

Prerequisites Courses: Mathematics-I

Course outcomes(COs):

On completion of this course, the students will have the ability to:
CO1 Be familiar to the fundamentals of probability theory, random variables and random processes

C02 Be understand the mathematical concepts related to probability theory and random processes.

C03 Be analyze the given probabilistic model of the problem.

C04 Be familiar with applications of Probability theory and random processes in science and
engineering problems occurred in real world phenomena

C05 Be prepare students for a wide range of courses in communications, signal processing, control and
other areas of engineering in which randomness has an important role.

Course Topics:

Topics Lecture Hours


UNIT - I
1. Topic Introduction to Probability Theory
1.1 Introduction, Review of set theory, countable and
uncountable sets, Sample Space; Events; Definition of Probability
function, Properties of Probability function, continuity of
probability function.
7
1.2 Conditional Probability; Total Probability
Theorem; Bayes’ Theorem, Independent Events; counting:
permutation and combination

UNIT - II
2. Topic The Concept of random variable, Function(s) of 13
random variable(s)

Course Design Template version 1.0


Department of _______Mathematics________________________ The LNM IIT,
Jaipur

2.1 Random Variable; Events generated by random


variables,
2.2 Distribution function, probability density function (pdf),
probability mass functions (pmf). Discrete uniform, Binomial,
Poisson, Geometric, Normal, Exponential, Continuous uniform
random variables.
2.3 Function of a random variable, distributions, pdf and pmf of
function of random variable.
2.4 Expectation, Variance; Moments,
2.5 Joint distribution and joint density function, Function of two
random variables.
2.6 Expected value and variance of function of random variables,
Covariance, Correlation coefficient, Covariance matrix and its
properties,
2.7 Conditional distributions, Conditional expectation,

UNIT – III
3. Topic Probabilistic Inequalities, Characteristic Function,
Limit Theorems

5
Jensen’s Inequality, Markov’s Inequality, Chebyshev’s Inequality;
Characteristic Function and it's properties. Weak and strong law of
large numbers, central limit theorem;

UNIT - IV
4. Topic: Estimation
Unbiased Estimates, minimum-variance unbiased estimators,
Maximum likelihood estimation, confidence intervals,

Testing Hypotheses, Neyman-Pearson Lemma, Likelihood Ratio 15


Tests, Students’s t-distribution. Parametric test based on Chi-
square, normal, t, F distributions.

Simple Linear regression.

Textbook references (IEEE format):


Text Book:
A. Papoulis & S.U. Pillai, Probability, Random Variables and Stochastic Processes , Mc Graw
Hill, 4th Edition, 2002.

B. Sheldon M. Ross, Introduction to Probability & Statistics for Engineers and Scientists,
Academic Press, 4th Edition, 2009

Reference books:
1. Sheldon M. Ross, Introduction to Probability Models, Academic Press, 10th Edition, 2010
2. Sheldon M. Ross, Introductory Statistics, Academic Press, 2nd Edition, 2010
3. Sheldon M. Ross, Probability Models for Computer Science, Academic Press, 2006
4. John Haigh, Probability Models, Springer Undergraduate Mathematics Series (SUMS),
2002.

Course Design Template version 1.0


Department of _______Mathematics________________________ The LNM IIT,
Jaipur

Additional Resources (NPTEL, MIT Video Lectures, Web resources etc.):

Evaluation Methods:
Item Weightage
Quiz1
20
Quiz2
Midterm 30
Final Examination 50

Prepared By: Sunil Kumar Gauttam


Last Update: __18/9/2017______

Course Design Template version 1.0

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