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
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
