DAIICT > MTech(ICT) > SC502 Probability Theory

SC502 Probability Theory

Course outline

• Introduction to Probability Theory

• Classical definition

• Axiomatic definition

• Conditional probability

• Random Variables

  • Distribution function,

  • Probability mass and density function

  • Expectation, properties of expectation.

• Some probability distributions

  • Binomial, Poisson (Discrete)

  • Uniform, Normal, Exponential ( Continuous)

• Transformation of random variables

• Joint distribution of random variables

  • Bi-variate Normal distribution

  • Multivariate normal distribution

• Central Limit Theorem

• Chebyshev’s Inequality

• Weak law of large numbers.

Books

1. A first course in Probability By Chandra & Chatterje

(2) An Introduction to Probability & Statistics By Rohatgi & Saleh

(3) Introduction to Probability By Hoel, Port, Stone

(4) A first course in probability By Ross

(5) Linear Statistical Inference & Its Application By C. R. Rao