Probability And Statistics

Birla Institute of Technology & Science, Pilani
Work-Integrated Learning Programmes Division
Second Semester 2010-2011
Course Handout
Course Number
Course Title

: AAOC ZC111
: Probability and Statistics

Course E-mail address : [e-mail]

Course Description
Probability spaces; conditional probability and independence; random variables and probability distributions; marginal and conditional distributions; independent random variables, mathematical exceptions, mean and variance, Binomial Poisson and normal distribution; sum of independent random variables; law of large numbers; central limit theorem; sampling distributions; tests for mean using normal and student’s distributions; tests of hypotheses; correlation and linear regression.
Scope and Objectives
At the end of the course, the student should be able to understand probabilistic & deterministic models and statistical inference and apply these concepts to solve a variety of problems.
Prescribed Text Book
T1

Johnson Richard A. & C.B. Gupta, Miller & Freund’s Probability and Statistics for Engineers, PHI,
7th Ed., 2005.

Reference Books
R1.

Paul L. Meyer, Introductory Probability and Statistical Appl., Second Edition. Addison-Wesley, 1970.

R2. M.S. Radhakrishnan, Probability & Statistics, DLPD Notes Note: Softcopy of this Supplementary notes will be available for download from BITS DLP website.

R3. Mendenhall Beaver Beaver, Introduction to Probability and Statistics, Thomson, 12th Ed., 2007.

AAOC ZC111 (Course Handout)

Second Semester 2010-2011

Page 2

Plan of Self Study
Week
No.
1

Topics
Introduction & Treatment of data

2

Sample spaces & events, counting, Probability, axioms of Probability

Chapter/Section of Text book (T1)
Chapter1,
Chapter2/ 2.2, 2.3, 2.52.8
Chapter3/3.1-3.4

3

Elementary Theorems, conditional probability, Bayes Theorem

Chapter 3 /3.5-3.7

4

Mathematical expectation & Decision Making

3.8

5

Discrete Random Variables, Binomial & Hyper geometric Distribution

Chapter 4/ 4.1-4.3

6

Mean &variance of a probability distribution, Chebyshev theorem

4.4-4.5

7

Poisson process, Poisson & Geometric distribution

4.6-4.8

8

Multinomial Distribution, Simulation

4.9-4.10

Syllabus for Mid-Semester Test (Closed Book): Topics in Week No. 1 to 8
9

Continuous random variables, Normal distribution

Chapter 5/ 5.1,5.2

10

Normal approximation to Binomial & other probability densities,
Uniform distribution
Gamma & beta distributions, Joint distributions discrete & continuous, properties of expectation
Sampling distributions of the mean σ known & σ unknown , Central limit theorem Sampling distribution of variance , Students t-distribution

5.3-5.5

11
12
13
14

5.7,5.8 and 5.10
Chapter 6/ 6.1-6.3
6.4

15

Interval estimation, Test of Hypotheses, relation between test & confidence interval
Inferences concerning proportions, Estimation of proportions

Chapter 7/ 7.1-7.4, 7.7
Chapter 9/ 9.1

16

Method of least squares, inferences based on method of least squares

Chapter 11 / 11.1,11.2

Syllabus for Comprehensive Exam (Open Book): All topics given in Plan of Self Study

Evaluation Scheme:
EC No. Evaluation Component &
Type of Examination
EC-1 Mid-Semester Test
(Closed Book)*
EC-2 Comprehensive Exam
(Open Book)*

Duration

Weightage

2 Hours

40%

3 Hours

60%

Day, Date, Session,Time
Saturday, 05/02/2011 (FN)*
10 AM – 12 Noon
Saturday, 02/04/2011 (FN)*
9 AM – 12 Noon

* Legend:
AN: AfterNoon Session; FN: ForeNoon Session
Closed Book Test: No reference material of any kind will be permitted inside the exam hall.
Open Book Exam: Use of any printed / written reference material (books and notebooks) will be permitted inside the exam hall. Loose sheets of paper will not be permitted. Computers of any kind will not be allowed inside the exam hall.
Use of calculators will be allowed in all exams. No exchange of any material will be allowed.
Note:
It shall be the responsibility of the individual student to be regular in maintaining the self study schedule as given in the course handout, attend the online/on demand lectures as per details that would be put up in the BITS WILP website www.bits-pilani.ac.in/dlp-home and take all the prescribed components of the evaluation such as Mid Semester Test and Comprehensive Examination according to the Evaluation Scheme given in the respective Course Handout. If the student is unable to appear for the Regular Test/Examination due to genuine exigencies, the student must refer to the procedure for applying for Make-up Test/Examination, which will be available through the Important Information link on the BITS WILP website on the date of the Regular Test/Examination. The Make-up Tests/Exams will be conducted only at selected exam centres on the dates to be announced later.
Instructor-in-Charges