Dr. G. P. Singh >>Probability& Statistics


MAL 534                                            Probability& Statistics


Axiomatic definition, properties conditional probability, Independent events, Baye’s theorem, Density function, Distribution function, Expectation, Moments, Moment generating function, Characteristic function, Chebyshev’s inequality, Law of large numbers.

Special distributions: Binomial, Negative Binomial, Geometric, Poisson, Uniform, Normal, Gamma, Exponential, Joint distributions, Marginal and conditional density functions.

Sampling theory for small and large samples, Sampling distributions, Estimation theory and interval estimation for population parameters using normal, t, F and Chi square distributions.Testing of hypothesis and test of significance.


Text Books:

  1. V.K. Rohatgi and A.K.M. Ehsanes Sateh : An Introduction to Probability and Statistics, John Wiley  & Sons, 2004.
  2. J.J. Miller and Freund: Probability and Statistics for Engineering, Person education, 2005.


Reference books:

  1. K.S. Trivedi, Probability Statistics with Reliability, Queuing and Computer Science applications,  Prentice Hall of India, 1982.
  2. M.R. Spiegel, Theory and problems of Probability and statistics, McGraw-Hill Book, 2000.