Programmes → I.M.Sc. in Mathematical Sciences
Math-IIIB (Introductory Probability and Statistics)
Course Code: MM 203 | Credits: 3 | Prerequisite: Basic Mathematics at high school level
Syllabus Details
- Unit I:(Probability) Random experiments, sample spaces and events; the probability measure on events — definition, properties and examples; conditional probability, Bayes’ theorem and independent events.
- Unit II:(Random Variables) Definition of a random variable; the standard discrete and continuous random variables — Bernoulli, binomial, geometric, Poisson, exponential, gamma and normal; expectation, variance and other properties.
- Unit III:(Bivariate Distributions) Bivariate random variables, joint distributions, covariance and correlation between two random variables, independence and distributions of sums.
- Unit IV:(Data Analysis) Data collection methods and types of data; graphical summaries; numerical summaries of univariate data; bivariate summaries and measures of association.
- Unit V:(Statistical Inference) Introduction to statistical inference, population parameters, variables of interest, statistics and estimators as random variables.
Course Learning Objective
- Identify uncertainty in nature and in other phenomena and processes.
- Recognize different random variables in nature and other phenomena, and identify their parameters.
- Write the sample space for any random experiment.
- Determine probabilities of events and probability distributions of random variables.
- Determine the moments of widely known distributions.
- Determine what data can tell us, and when anything more can be said on the basis of it.
- Identify the concepts of statistical inference: parameter, statistic, estimator, estimate and pivotal quantity.
Recommended Books
- Ross, Sheldon. A First Course in Probability. 6th ed. Pearson Education, 2007
- Ramachandran, K. M. and Tsokos, Chris P. Mathematical Statistics with Applications. Academic Press, 2009
- Daniel, Wayne W. Biostatistics: A Foundation for Analysis in the Health Sciences. 9th ed. Wiley, 2008
- Moore, David S. The Basic Practice of Statistics. W. H. Freeman, 2003