MADANAPALLE INSTITUTE OF TECHNOLOGY & SCIENCE, MADANAPALL

Course No. MATH B 113

Course Title: Probability & Statistics
Instructor Incharge: Dr. K.V.Narasimha Murthy
Instructors: P.Ramesh Reddy, P.Kalpana

Scope and objective of the Course:
Probability theory is the branch of mathematics that deals with many real life problems, which either
inherently involves the chance phenomena or describing the behavior of the system explicitly with
Statistical properties. This course presents the theory and methods of probability and statistics
models needed to support engineering decision making. The course objectives include: To
understand the basic concepts of probability and statistics, to learn discrete and continuous random
variables, probability distributions, to learn the statistical inference and hypothesis testing, to
understand the regression analysis using least square parameter estimation and to develop the
statistical way of thinking.

Lecture Plan:
UNIT-I (10 hrs.)
Introduction to probability, sample spaces, events, Axiomatic approach to probability, theorems on
probability, conditional probability, multiplication theorem and independence of events, Bayes theorem.
[1.1-1.3, 2.1-2.4]

UNIT-II (12 hrs.)
Random Variable, probability mass function, Distribution function and its properties, Expectation of a
discrete random variable, variance and standard deviation, Moment generating function. Binomial
distribution, Poisson distribution and Hyper geometric distribution.
[3.1-3.8, 15.1]

UNIT-III (12 hrs.)
Random Variable, probability density function, Distribution function and its properties, Expectation of a
continuous random variable, variance and standard deviation, Moment generating function. Uniform
distribution, Exponential distribution, Gamma distribution, Normal distribution, Chi-square distribution and
Chebychevs inequality.
[4.1-4.8]

UNIT-IV (12 hrs.)
Joint densities and independence, marginal distribution (discrete & continuous cases), Transformation of
random variables. Conditional distributions and Expectations, Correlation.
Multiple Linear Regression Models.
[5.1-5.5, 12.1-12.2 ]

UNIT-V (14 hrs.)
Students t-distribution and F-distribution. Estimation, Interval estimation of population mean (large &
Small samples) and variability. Testing of Hypothesis, hypothesis tests for mean(s), proportion(s)
Variance(s).
[7.1-7.4, 8.1-8.6, 9.1-9.2, 11.1-11.3]

Text Books:
1. J.S. Milton and J.C. Arnold, Introduction to Probability and Statistics, 4
th
edition, 2003 Tata
McGraw-Hill Publications.,
2. Robert V. Hogg and Allen T. Craig Introduction to Mathematical Statistics 5
th
edition, Pearson
Edition.
Reference Books:
1. Feller, W., Volumes: 1 & 2: An Introduction to probability theory and Applications, 2
nd
edition, John
Wiley & Sons, 2000.
2. Walpole, R.E., Myers R.H., Myer S.L., Ye.K: Probability and Statistics for Engineers and Scientists, 8
th

ed., Pearson Education, 2008.
3. Johnson, R.A. Miller Freunds: Probability and Statistics, 7
th
Edition, PHI, 2005.
4. Feller, W., Volume: 1 & 2: An Introduction to Probability Theory and Applications, 2
nd
edition, John
Wiley & Sons, 2000.
5. Sheldon Ross: A First Course in Probability, 6
th
Edition, Pearson Education, 2002.
6. Sheldon M.Ross: Introduction to Probability and Statistics for Engineers and Scientists, 4
th
Edition,
Elsevier, Academic Press, 2010.
Course outcomes: