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Syllabus Explanation Adjusted

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4 views4 pages

Syllabus Explanation Adjusted

Uploaded by

deyavilash123
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Detailed Explanation of Syllabus Topics

Unit 1: Introduction

Objective, Scope, and Outcome of the Course:

- Objective: To understand the fundamental concepts of probability, statistics, and stochastic processes.

- Scope: Applied across fields such as engineering, data science, machine learning, finance, and research.

- Outcome: Develop skills to model uncertainty, analyze data, and make informed decisions.

Unit 2: Probability Models

1. Probability Models and Their Properties:

- A probability model consists of a sample space S, events, and probabilities associated with these event

- Example: Tossing a fair coin: S = {H, T}, P(H) = P(T) = 0.5.

2. Combinatorial Principles:

- Used to count the number of possible outcomes.

- Example: Choosing 2 items from 5 items: (5 choose 2) = 10.

3. Conditional Probability:

- Probability of A given B: P(A|B) = P(A and B) / P(B).

- Example: Drawing 2 cards from a deck, finding the probability of the second card being a King given the

4. Independence of Events:

- Events A and B are independent if P(A and B) = P(A)P(B).

- Example: Tossing two coins.

Unit 3: Random Variables and Distributions


1. Random Variables:

- A function that assigns a numerical value to outcomes of a random experiment.

- Discrete Example: Number of heads in 3 coin tosses.

- Continuous Example: Height of people in a population.

2. Cumulative Distribution Function (CDF):

- F(x) = P(X <= x).

3. Joint Distributions:

- Describes the probability distribution of two or more random variables.

- Example: Joint probability of rolling two dice.

4. Conditional Independence:

- Two variables X and Y are conditionally independent given Z if P(X and Y | Z) = P(X|Z)P(Y|Z).

Unit 4: Expectation and Variance

1. Expectation:

- Discrete case: E(X) = Sum of x*P(X=x).

- Continuous case: E(X) = Integral of x*f(x) dx.

- Example: Expected value of a dice roll: (1+2+3+4+5+6)/6 = 3.5.

2. Variance and Covariance:

- Variance: Var(X) = E[(X - E(X))^2].

- Covariance: Cov(X, Y) = E[(X - E(X))(Y - E(Y))].

3. Generating Functions:

- Used to find moments and probabilities.


4. Monte Carlo Approximations:

- Estimation using random sampling.

- Example: Estimating the value of pi using random points in a unit circle.

Unit 5: Statistical Inference

1. Data Collection:

- Techniques: Finite population, simple random sampling, histograms, survey sampling.

2. Basic Inferences:

- Hypothesis testing, confidence intervals.

- Example: Testing if a coin is fair.

3. Maximum Likelihood Estimation (MLE):

- Estimating parameters by maximizing the likelihood function.

- Example: Estimating the mean of a normal distribution.

4. Bayesian Inference:

- Updating beliefs with prior and posterior distributions.

- Example: Estimating the probability of rain given weather reports.

Unit 6: Model Checking and Stochastic Processes

1. Residual Probability Plots:

- Used to assess model fit.

2. Chi-Square Test:

- Tests the goodness-of-fit or independence.


- Example: Checking if a die is biased.

3. Markov Chains:

- A stochastic process with the property that the future state depends only on the current state.

- Example: Weather prediction (Sunny -> Rainy).

4. Poisson Processes:

- Models events that occur randomly over time.

- Example: Number of calls to a call center per hour.

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