SECOND SEMESTER 2023 - 2024

Course Handout Part II

09-01-2024
In addition to Part I (General Handout for all courses appended to the time table) portion:
Course Number : MATH F113
Course Title : PROBABILITY & STATISTICS
Instructor-In charge : Nirman Ganguly
Instructors : D K Satpathi, Sayan Ghosh, Sabyasachi Dey, Farida Parvez Barbhuiya, PTV
Praveen Kumar, Manish Kumar, B Mishra, K Venkata Ratnam, Jagan Mohan J,
N. Kishore Kumar, Sumit Kumar V, Santanu Koley, Sajith P, Tathe Kartik Vilasrao, Bhawna, Subhendu Paul,
Sneha Pradhan, Gaurav Narayanrao Gadbail, Dhrubajyoti Sarkar, Debasmita Mohanty, Sayantan Ghosh,
Ashwini S, Shravani Rao, Lakhan Valmik Jaybhaye, Animesh Singh, Suman Prabha Yadav, Komal Kumar,
Md Imdadul Islam, Rabindranath Chakrabortty, Sushil Pathak.

1. Scope and objective of the course:

Probability theory deals with many real-life problems, which either inherently involve the chance phenomena or
describing the behaviour of the system explicitly with statistical properties. Interpretation of the system behaviour
in many engineering and sciences depends on concept of probability and statistics that familiarize with the
computational and analytical aspects. The course deals with the basic properties of various distributions and other
related things.
2. Text Books:
Jay L Devore, Probability and Statistics for Engineering and the Sciences, 9 th Edition, Cengage Learning,
2016.
3. Reference Books:
1. Johnson, R.A.: Miller & Freund’s Probability and Statistics for Engineers, 9 th. Ed., Pearson, 2017.
2. Sheldon M. Ross: Introduction to Probability and Statistics for Engineers and Scientists, Fourth Edition, Else-
vier, Academic Press, 2010.
3. Walpole, R.E., Myers R.H., Myer S.L., Ye K.: Probability and Statistics for Engineers and Scientists, 8 th Edi-
tion, Pearson Education, 2008.
4. Lecture Plan:
Lecture Learning Objectives Topics to be covered Chapter in
the Text
Book
1-3 Probability theory makes Quick Review of the following Concepts 2.1-2.5
predictions about experiments
whose outcomes depend upon Introduction to probability, sample spaces
chance. and events, Axioms, Interpretations and
How to state the three axioms of Properties of Probability, Conditional
probability and use them to derive Probability, Independence.
basic facts about a probability
function. Learn about three
approaches of defining
probabilities and their
interpretations. Introduce
conditional Probability and its
applications
4-5 To gain knowledge on how to Random Variables, Probability 3.1, 3.2, 3.3,
define a random variable and Distributions for Discrete Random 5.11 (R-1)
identify various important and Variables, Expected Values, Moment
commonly used discrete Generating Function (MGF)
6-9 distributions. The Binomial Probability Distribution, 3.4, 3.5, 3.6
Hypergeometric and Negative Binomial
 Distributions, Geometric Distribution, The
Poisson Probability Distribution
10-12 To gain knowledge on various Continuous Random Variables, 4.1, 4.2,
important and commonly used Probability Density Functions, 5.11(R-1)
continuous distributions Cumulative Distribution Functions and
Expected Values, Moment Generating
Function (MGF)
13-17 To gain knowledge on most The Normal Distribution, The Exponential 4.3, 4.4, 4.5,
important continuous distribution and Gamma Distributions, Chi-Square, Log 6.7 (R-1)
(Normal distribution) and its Normal Distributions and Transformation
applications in real life. Methods to Obtain Distributions.
18-19 Introduce simulation and how to Simulation – Discrete and Continuous 4.10 (R-1),
simulate complex systems. random variables 5.14 (R-1)
20-22 Develop probability models Jointly Distributed Random Variables, 5.1, 5.2
involve several random variables Expected Values, Covariance, and
simultaneously Correlation
23-25 Introduce Statistics and their Statistics and Their Distributions, The 5.3, 5.4, 5.5
distributions. Distribution of the Sample Mean, The
Distribution of a Linear Combination
26-27 How to estimate population’s Some General Concepts of Point 6.1, 6.2
parameters. Estimation, Methods of Point Estimation
28-31 Basic Properties of Confidence Intervals, 7.1, 7.2, 7.3,
Large-Sample Confidence Intervals for a 7.4
Population Mean and Proportion, Intervals
Based on a Normal Population
Distribution, Confidence Intervals for the
Variance and Standard Deviation of a
Normal Population
32-34 Introduce concepts of hypothesis Hypotheses, Test Procedures and P-values, 8.1, 8.2
testing and its applications in real z-tests for hypothesis about a Population
world problems Mean
35-37 One sample t-test, Tests Concerning a 8.3, 8.4
Population Proportion
38-40 Objective is how to exploit the The Simple Linear Regression Model, 12.1,12.2,12.5
relationship between two or more Estimating Model Parameters, Correlation
variables by introducing
predictive models.

5. Evaluation Scheme:
Evaluation Component Duration Weightage Date & Time Nature of Component
10%
Classroom Participation
Quiz- 1 To be 10% Closed Book
announced To be announced
in the class in the class
Mid Semester Examination 90 mins 30% 13/03 - 9.30 - Open book
11.00AM
Quiz- 2 To be 10% To be announced Closed Book
announced in the class
in the class
Comprehensive Examination 180 mins 40% 10/05 AN Closed Book

Total Marks: 200

6. Chamber consultation hour: To be announced in the class.

7. Notices: The notices concerning this course will be displayed on the CMS Notice Board only.
8. Make-up Policy: Make-up will be given only for very genuine cases and prior permission has to be obtained from the
I/C.
Academic Honesty and Integrity Policy: Academic honesty and integrity are to be maintained by all the students
throughout the semester and no type of academic dishonesty is acceptable.
Instructor In charge
MATH F113