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Indian Institute of Technology Jodhpur

This document provides the course handout for MAL2010 Probability, Statistics and Stochastic Processes at Indian Institute of Technology Jodhpur for the 1st Trimester of 2020. The course will be taught by Dr. Vivek Vijay and cover topics like probability distributions, random variables, statistical inference through 50 lectures. Students are expected to study two primary textbooks and two reference books listed to learn concepts like expectation, variance, special distributions, sampling, estimation, and stochastic processes including Markov chains and queuing models.

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Ayush Chauhan
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175 views2 pages

Indian Institute of Technology Jodhpur

This document provides the course handout for MAL2010 Probability, Statistics and Stochastic Processes at Indian Institute of Technology Jodhpur for the 1st Trimester of 2020. The course will be taught by Dr. Vivek Vijay and cover topics like probability distributions, random variables, statistical inference through 50 lectures. Students are expected to study two primary textbooks and two reference books listed to learn concepts like expectation, variance, special distributions, sampling, estimation, and stochastic processes including Markov chains and queuing models.

Uploaded by

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

INDIAN INSTITUTE OF TECHNOLOGY JODHPUR

Ist Trimester 2020


COURSE HANDOUT

Course Number : MAL2010


Course Title : Probability, Statistics and Stochastics Processes
Instructor : Dr. Vivek Vijay

1. Text Books:
T: Sheldon M. Ross, Introduction to probability and statistics for engineers and scientists,
Elsevier, 2012.
T: Vijay K. Rohatgi and A. K. Md. Ehsanes Saleh, An introduction to probability and statistics,
Wiley, 2011.
2. Reference Books:
 Richard A. Johnson, Miller and Freund’s Probability and Statistics for Engineers, PHI Learning,
2010.
 Athanasios Papoulis and S. Unnikrishna, Probability, Random Variables, and Stochastic
Processes, Tata Mc-gray Hill, 2002.
Course Plan:

Lecture Number Topic

1, 2 Sample Space and Events, Probability Axioms, Paradoxes

3, 4 Conditioning, Conditional Probability, Independent Events, Bayes


Theorem

5, 6 Why Random Variable? Discrete and Continuous Random


Variables

7, 8 Functions of Random Variables, Expectation, Variance, Moments

9, 10 Moment Generation Function and Characteristic Function,


Properties

11, 12, 13 Special Discrete Distributions with Applications – Binomial,


Poisson, Geometric
14, 15, 16 Special Continuous Distributions – Uniform, Exponential, Beta,
Gamma

17, 18 Gaussian (Normal) Distribution

19 Moment Inequalities (Markoff, Chebychev etc)

20, 21 Transformation of Variables

22, 23 Joint and Marginal Distributions, Conditional Distribution

24, 25 Conditional Expectation, Covariance Matrix, Correlation

26 Independence of Random Variables

27, 28 Transformation of Variables

29, 30 Random Vector, Weak Law of Large Numbers, Central Limit


Theorem

31, 32 Bivariate Normal Distribution

33, 34 Regression, Least Square Method

35, 36, 37 Sampling Distributions of Parameters, Chi-Square, t and F


Distribution

38, 39, 40 Theory of Point Estimation, Properties of Point Estimator

41, 42 Maximum Likelihood Estimator

43, 44 Interval Estimation, Confidence Interval,

45, 46, 47, 48 Testing of Hypotheses, Goodness of Fit test

49, 50 Stochastic Processes, Markov Chain, Markov Process

51, 52, 53 Queuing Models

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