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Math2451 Introduction to Probability

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Math2451 Introduction to Probability

Uploaded by

dsingh4
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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L T P S J C

MATH2451 INTRODUCTION TO PROBABILITY


3 0 0 0 0 3

Pre-requisite 00000000

Co-requisite None

Preferable Exposure Introduction to Probability

Course Description:
This course aims to offer an understanding of the fundamental concepts of probability, random variables of both discrete and
continuous, as well as various kinds of joint distributions, inequalities, and limit theorems.

Course Educational Objectives:


• To learn the basic ideas of the theory of probability
• To learn the concept of the probability distribution of discrete random variables
• to learn the concept of probability distribution of a continuous random variables to compute probabilities
• to study how the distribution of a pair of random variables is related to the distributions individually
• To obtain bounds on the probabilities of some events and to solve problems for large samples by applying limit theorems

MODULE 1 BASIC CONCEPTS 11 Hrs

Interpretations of probability, random experiments, probability measure, discrete and continuous probability models, conditional
probability, independent events, total probability, Bayes’ rule, conditional independence, sampling with or without replacement,
ordered and unordered sampling. [Pishro-Nik, Ch 1 and 2]

MODULE 2 DISCRETE RANDOM VARIABLES 11 Hrs

Discrete random variables, probability mass function, independence, standard distributions (Bernoulli, geometric, binomial,
negative binomial, hypergeometric, Poisson), cumulative distribution function, expectation, functions of random variables,
variance. [Pishro-Nik, Ch 3]

MODULE 3 CONTINUOUS RANDOM VARIABLES 8 Hrs

Continuous random variables, probability density function, expectation, functions of random variables, variance, standard
distributions (uniform, exponential, normal, gamma). [Pishro-Nik, Ch 4 except 4.3]

MODULE 4 JOINT DISTRIBUTIONS 11 Hrs

Jointly distributed discrete random variables, joint probability mass function, jointly distributed continuous random variables, joint
probability density function, joint cumulative distribution function, conditioning and independence, functions of two random
variables, conditional expectation and variance, covariance and correlation, binormal distribution, multiple jointly distributed
random variables. [Pishro-Nik, Ch 5 and 6.1.1, 6.1.2]

MODULE 5 LIMIT THEOREMS 4 Hrs

Markov and Chebyshev inequalities, sample mean, (Weak) law of large numbers, Central Limit Theorem (with applications but
without proof). [Pishro-Nik, 6.2.0 to 6.2.2 and 7.1.0, 7.1.1]

Texbook(s):
1. . H. Pishro-Nik, , Introduction to Probability, Statistics, and Random Processes, Kappa Research LLC,
https://www.probabilitycourse.com, 2014
2. Mark Huber, Probability: Lectures and Labs, https://www.markhuberdatascience.org/book,

(c) - page 1 of 2
Reference(s):
1. George Casella, Roger L. Berger, Statistical Inference, 2007
2. John A. Rice,, Mathematical Statistics and Data Analysis, 3rd, 2013
3. Sheldon Ross, A First Course in Probability, 9, 2013

Course Outcomes:
1. explain the basic principles of the theory of probability and its applications(L2)
2. Identify discrete random variables to compute important measures.(L1)
3. Identify discrete random variables to compute important measures.(L1)
4. Construct joint probability distributions(L3)
5. Apply inequalities and limit theorem(L3)

Course Articulation Matrix:

POs PSOs

CO 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 1 2 3 4

1 1 2 3 2 1 1 1 3 3 2

2 2 2 3 2 1 1 1 3 3 2

3 2 2 3 2 1 1 1 3 3 2

4 2 1 3 2 1 1 1 3 3 2

5 2 2 3 2 1 1 1 3 3 2

3 – High, 2 – Medium & 1 – Low Correlation

APPROVED IN MEETINGS HELD ON:


BOS : 28-06-2023 Academic Council Number: 27 Academic Council : 06-07-2023

SDG No(s). & Statement(s) :


4 & Quality Education : Ensure inclusive and equitable quality education and promote lifelong learning opportunities for
all.Ensure inclusive and equitable quality education and promote lifelong learning opportunities for all.

SDG Justification(s):
The modules and topics mentioned in this course are designed to ensure all-inclusive and thorough education with equity to all
persons and always promote learning opportunities

(c) - page 2 of 2

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