Syllabus Of Probability And Statistics

Course Title: Probability and Statistics
Course no: STA-103 Full Marks: 70+10+20
Credit hours: 3 Pass Marks: 28+4+8

Nature of course: Theory (3 Hrs.) + Lab (3 Hrs.)

Course Synopsis: Concept of descriptive statistics, probability, probability
distributions, inferential statistics and their applications.
Goal: This course enhances the ability of students in computing and understanding  summary statistics; understanding the concept of probability and probability  distributions with their applications in statistics. Finally, students will develop  their ability of using inferential statistics in decision-making processes.

Course Contents:

Unit 1. Introduction 2 Hrs.
Scopes and limitations of statistics in empirical research; Role of probability theory in
statistics; Role of computer technology in statistics

Unit 2. Descriptive Statistics 6 Hrs.
Measures of location: mean, median, mode, partition values and their properties;
Measures of dispersion: absolute and relative measure of variation; range, quartile  deviation, standard deviation; Other measures: Coefficient of variation; Measures of  skewness and kurtosis.

Unit 3. Probability 5 Hrs.
Introduction of probability: Basic terminology in probability: sample space, events,  random experiment, trial, mutually exclusive events, equally likely events,  independent events; Definitions of probability: Classical, statistical, axiomatic definitions; Basic principles of counting; Laws of probability: Additive and multiplicative; Conditional probability; Bayes' Theorem.

Unit 4. Random Variable and Expectation 2 Hrs.
Random Variables: Discrete and continuous random Variables; Probability
distribution of random variables; Expected value of discrete & continuous random  Variable.

Unit 5. Jointly Distributed Random Variables and Probability Distributions 4 Hrs.
Joint Probability Distribution of two random variables: Joint probability mass
functions and density functions; Marginal probability mass and density functions;  Mean, variance, covariance and correlation of random variables; Independent random  variables; Illustrative numerical problems.

Unit 6. Discrete Probability Distributions 5 Hrs.
Bernoulli and binomial random variable and their distributions and moments;
Computing binomial probabilities; Fitting of binomial distribution; Poisson random  variable and its distribution and moments; Computing Poisson probabilities; Fitting of  Poisson distribution.

Unit 7. Continuous Probability Distributions 6 Hrs.
Normal distribution and its moments; Standardization of normally distributed random variable; Measurement of areas under the normal curve; Negative exponential distribution and its moments; Concept of hazard rate function.

Unit 8. Chi-square, t and F Distribution 4 Hrs.
Characteristics function of normal random variable; Distribution of sum and mean of  n independent normal random variables; Canonical definitions of chi-square, t and F  random variables and their distributions; Joint distribution of X and S2 in case of  normal distribution.

Unit 9. Inferential Statistics 7 Hrs.
Simple random sampling method and random sample; Sampling distribution and
standard error; Distinction between descriptive and inferential statistics; General  concept of point and interval estimation; Criteria for good estimator; Maximum  likelihood method of estimation; Estimation of mean and variance in normal  distribution; Estimation of proportion in binomial distribution; Confidential interval  of mean in normal distribution; Concept of hypothesis testing; Level of significance  and power of a test; Tests concerning the mean of a normal distribution case – when  variance is known (-test) and unknown (t-test)

Unit 10. Correlation and Linear Regression 4 Hrs.
Simple Correlation: Scatter diagram; Karl Pearson's correlation coefficient and its  properties, Simple Linear Regression: Model and assumptions of simple linear  regression; Least square estimators of regression coefficients; Tests of significance of  regression coefficients; Coefficient of determination

Text Books: Sheldon M. Ross, Introduction to Probability and Statistics for
Engineers and Scientists, 3rd Edition, India: Academic Press, 2005.

References:
  •  Richard A. Johnson, Miller and Freund's probability and Statistics for Engineers, 6th Edition, Indian reprint: Pearson  Education,
  • Ronald E. Walpole, R.H. Myers, S.L. Myers, and K. Ye, Probability
    and Statistics for Engineers and Scientists, 7th Edition, Indian
    reprint: Pearson Education, 2005.
Note:
  1. Theory and practice should go side by side. 
  2. It is recommended 45 hours for lectures and 15 additional hours for tutorial class for completion of the course in the semester. 
  3. SPSS software should be used for data analysis.
  4. Students should have intermediate knowledge of Mathematics.
  5. Home works and assignments covering the lecture materials will be given
    throughout the semester.

Comments