Probability and Statistics - MATH F113

Semester I 2022- 2023

Instructors: Dr. Yasmeen Akhtar, Dr. Shilpa Gondhali (Sec 3-4), Dr. Himadri Mukherjee

Audience: 1st year B.E. students at BITS Pilani K K Birla Goa Campus (Sec 1-2)

Tutors: Pawar Ravindra Kuber (Sec 1), Binay Sahu (Sec 2), Shravani V Shetgaonkar (Sec 3), Sujit Kumar Pradhan (Sec 4)

Lectures: Monday, Wednesday, and Thursday 2:00-2:50 PM at LT1

Tutorial: Sec 1: Saturday 8:00-8:50 AM at C401 and Sec 2: Saturday 12:00-12:50 PM at A605

Course Handout:


Schedule:

19/10/22 - Overview of the course, Introduction to probability, Random Experiment, Sample Space, Events, Axioms of probability


20/10/22 - Properties of Probability, Examples, Review of counting technique, Permutation, Combination


26/10/22 - Conditional Probability, Properties, Independence, and the Multiplication Rule, Bayes' Theorem


27/10/22 - Examples on Bayes' Theorem, Introduction to a random variable, Discrete random variable, pmf, its properties, and representation


31/10/22 - Cumulative distribution function, Expected value, Variance, Standard deviation


02/11/22 - Moments, Moment Generating Function: Properties and Application, Independent random variables


03/11/22 - Discrete Uniform, Bernoulli, and Binomial distribution


07/11/22 - Examples, Hypergeometric distribution


09/11/22 - Examples, Hypergeometric approximation to Binomial, Geometric distribution


10/11/22 - Geometric distribution, Memoryless property, Examples


14/11/22 - Poisson distribution, Examples


16/11/22 - Continuous random variable, pdf and its properties, density cuve, cdf, Examples


17/11/22 - Expected value, Variance, Standard deviation, mgf, and Percentile of continuous rv, Examples


22/11/22 - Makeup Classes for late admission (3:00-5:40 PM)


23/11/22 - Continuous Uniform Distribution, Normal Distribution, Standard Normal Distribution, z-Curve


24/11/22 - The z-critical values, standardizing the normally distributed rv, percentile of arbitrary normal distribution, Examples, Gamma function


28/11/22 - The Gamma Distribution, The Exponential Distribution


30/11/22 - Examples, Chi-squared Distribution


01/12/22 - Chebyshev's Inequality, Joint probability distribution


05/12/22 - Marginal distribution & Conditional Distribution from joint prob. distribution, Independent random variables

07/12/22 - Joint cdf, Expected value of the function of two random variables, Variance of linear combination of two variables, Covariance, Examples


08/12/22 - Correlation, Bivariate Normal Distribution, Joint distribution of more than two random variables, Multinomial Distribution, mgf of linear combination of independent rvs, Examples


12/12/22 onwards classes by Dr. Himadri M