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BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI

WORK INTEGRATED LEARNING PROGRAMMES


Digital Learning
Part A: Course Design

Course Title Probability & Statistics


Course No(s) AAOC ZC111
Credit Units 3
Credit Model 1-0-2
Content Authors Shilpee Saxena

Course Objectives
No Course objectives
CO1 Study of descriptive statistics.
CO2 Study of the fundamentals of probability and probability distributions.
CO3 Applications of statistics. Sampling theory and statistical inference. Correlation and Regression
analysis.

Text Book(s)
T1 Richard A., Miller & Freund’s Probability and Statistics for Engineers, PHI,
8th Ed., 2011

Reference Book(s) & other resources


R1 Paul L. Meyer, Introductory Probability and Statistical Appl., Second Edition. Addison-
Wesley, 1970.
R2 Murray R Spiegel. Theory and problems of probability and statistics, Schaums Outline
Series. McGraw-Hill, New York, 1975
R3 Beaver Beaver, Introduction to Probability and Statistics, Thomson, 12th Ed., 2007.
R4 M.S. Radhakrishnan, Probability & Statistics, DLPD Notes.

Content Structure
1. Introduction to Descriptive Statistics
1.1. Introduction to statistics
1.1.1. Why Study Statistics?
1.1.2. Modern Statistics
1.1.3. Statistics and Engineering
1.1.4. Statistics in Quality management.
1.2. Organization and Description of Data
1.2.1. Statistical data
1.2.2. Diagrammatic representation of data
1.3. Frequency Distribution
1.3.1. Grouped data and frequency
1.3.2. Graphs of frequency distributions

2. Central Tendency and Dispersion


2.1. Measures of central tendency
2.1.1. Mean, median, mode
2.1.2. Frequency distribution and mean
2.2. Dispersion
2.2.1. Mean deviation and standard deviation
2.2.2. standard deviation for frequency distribution

3. Probability
3.1. Sample Space
3.1.1. Basic sets
3.1.2. Random experiments
3.1.3. Sample space and Events
3.2. Counting
3.2.1. Combinatorics.
3.3. Probability
3.3.1. Classical probability.
3.3.2. Axioms of Probability
3.3.3. Some elementary theorems
3.3.4. Conditional probability
3.3.5. Bayes' Theorem

4. Probability Distributions
4.1. Discrete probability distributions
4.1.1. Random variable and probability distribution
4.1.2. Mean and variance of a probability distributions
4.1.3. Bernoulli trial and the Binomial distribution
4.1.4. Hypergeometric distribution
4.1.5. Poisson Distribution and Poisson Process
4.1.6. Chebyshev's Theorem
4.2. Continuous Random Variables
4.2.1. Probability density
4.2.2. The Uniform distribution
4.2.3. The Normal distribution
4.2.4. Moments of Probability distributions
4.2.5. Cumulative distribution function

5. Joint Probability Distributions


5.1. Joint distribution (continuous and discrete)
5.1.1. Marginal Distribution
5.1.2. Conditional Distribution
5.1.3. Statistical Independence
5.1.4. Properties of expectation

6. Sampling and Sampling Distributions


6.1. Sampling and inference
6.1.1. Population and Sample
6.1.2. Sampling methods
6.1.3. Central limit theorem
6.1.4. sample distribution of mean and variance
6.1.5. t-distribution and chi square distribution
6.2. Estimation
6.2.1. Point estimation
6.2.2. Interval estimation
6.2.3. Maximum Likelihood estimation
6.3. Testing of Hypothesis
6.3.1. Null Hypothesis
6.3.2. Tests and confidence interval
6.3.3. Hypothesis concerning variance and mean
6.3.4. Power of test
6.3.5. Errors of test
7. Regression and Correlation
7.1. Linear regression analysis
7.1.1. Method of least squares
7.1.2. Normal equations
7.1.3. Inference based upon least square estimators
7.2. Correlation
7.2.1. Correlation coefficient

Learning Outcomes:
No Learning Outcomes
LO1 Student should gain understanding about the fundamentals of Probability theory and
Probability distributions

LO2 Students should gain detailed understanding of all the popular


Probability distributions.
LO3 Students should gain understanding of Statistical estimation of parameters and testing of
Hypothesis.
LO4 Students should be trained in Regression analysis and Correlation
Part B: Content Development Plan

Academic Term First Semester 2017-2018


Course Title Probability and Statistics
Course No AAOC ZC111
Content Developer Prof. Pradip Kumar H Keskar

Instructor-In-Charge Shilpee Saxena

Glossary of Terms:
1. Contact Hour (CH) stands for a hour long live session with students conducted either in a
physical classroom or enabled through technology. In this model of instruction, instructor
led sessions will be for 20 CH.

(a) Pre CH = Self Learning done prior to a given contact hour


(b) During CH = Content to be discussed during the contact hour by the course instructor
(c) Post CH = Self Learning done post the contact hour

2. RL stands for Recorded Lecture or Recorded Lesson. It is presented to the student through
an online portal. A given RL unfolds as a sequences of video segments interleaved with
exercises

3. SS stands for Self-Study to be done as a study of relevant sections from textbooks and
reference books. It could also include study of external resources.
4. LE stands for Lab Exercises
5. HW stands for Home Work will consists could be a selection of problems from the text.

Contact Hour 1
Time Type Sequence Content Reference
During CH1 CH1.1 = Introduction and
CH announcements
CH1.2 = need for statistics and
its applications
CH1.3 = diagramatic
representation of data
CH1.4 = Frequency distribution
of grouped data
CH1.5= central tendency and
dispersion
Post CH SS1
Post CH HW1 T1 Chapter 2 and Additional
reading material
Post CH LE1
Post CH QZ1

Notes: No prerecorded materials for this contact hour.


Contact Hour 2

Time Type Sequence Content Reference


Pre CH RL1.1 RL1.1.1= Sample spaces and
events T1 3.1 – 3.3
RL1.1.2 = Counting and
probability
Pre CH RL1.2 RL 1.2.1 = Axioms of Probability
RL 1.2.2= Theorems on Probability T1 3.4 – 3.5
During CH2 CH2.1 = Sample space , events ,
CH Probability, Summary of the theorems on T1 3.1 – 3.5
probability
CH2.2 = Problems from Text book
chapter 3

Post CH SS2 Chapter 2.


Post CH HW2 Problems from chapter 3
Post CH LE2
Post CH QZ2

Contact Hour 3
Time Type Sequence Content Reference
Pre CH RL1.3 RL1.3.1 = Conditional
Probability T1: Sec 3.6 – 3.7
RL1.3.2 = Bayes' Theorem

During CH3 CH3.1 = Revision of


CH Probability theorems

CH3.2 = Conditional
Probability

CH3.3 = Problems from


Chapter 3 on Bayes' Theorem
Emphasis should be on
identifying events so that all
probabilities, given, asked and
required, can be expressed as
probabilities/conditional
probabilities in terms of these
events. Some problems of
theoretical nature can be
covered. Use of theorems like
multiplication theorem, addition
theorem as well as definitions
must be explicitly identified and
all their conditions be verified.
Post CH SS3 Chapter 3
Post CH HW3 Problems from Chapter 3
Post CH LE3
Post CH QZ3
Contact Hour 4
Time Type Sequence Content Reference
Pre CH RL 2.1 RL2.1.1 = Discrete random variables T1 Sec 4.1
RL2.1.2 = PDF and CDF

Pre CH RL2.2 RL 2.2.1 = Bernoulli Trials T1 sec 4.2-4.3


RL 2.2.2 = Binomial Distribution
RL 2.2.3 = Hypergeometric distribution

During CH4 CH4.1 = Discussion on Random


CH variables. Discrete and continuous
random variables.
CH4.2 = Bernoulli Trials / Binomial and
Hypergeometric distribution
CH4.3 = Solving exercises on general
discrete distributions and binomial
distributions, Special emphasis on
correctly identifying random variables,
expressing events in terms of them and
identifying distributions and the correct
use of them, including use of appropriate
theorems. Bernoulli trials also should be
correctly identified, whenever needed

Post CH SS4 Chapter 4


reading assignment 4.8
Post CH HW4 Problems to be announced
Post CH LE4
Post CH QZ4

Contact Hour 5
Time Type Sequence Content Reference
Pre CH RL2.3 RL2.3.1 = Mean and Variance of T1 sec 4.4 - 4.5
probability distributions
RL2.3.2 =Mean and Variance of
binomial and hypergeometric
distributions
RL2.3.3 = Chebyshev's theorem
R
During CH5 CH5.1 = Revision of
CH materials in the recorded lectures

CH5.2 = Solving exercises on general


discrete distributions and binomial
distributions, Chebyshev’s theorem.

Post CH SS5 Sec 4.9 of text book


Post CH HW5 Problems to be announced
Post CH LE5
Contact Hour 6
Time Type Sequence Content Reference
Pre CH RL2.4 RL2.4.1 = Poisson distribution, T1 sec 4.6 – 4.7
approximation to a binomial distribution T1 sex 4.10
RL 2.4.2 = Poisson processes and
applications
RL 2.4.3 = Simulation of a discrete
random variable

During CH6 CH6.1 = Solving exercises on Poisson


CH distributions, Poisson process, discrete
simulation. Identification of Poisson
process

Post CH SS6 Revision of chapter 4 of T1


Post CH HW6 Problems to be announced

Contact Hour 7
Time Type Sequence Content Reference
Pre CH RL3.1 RL3.1.1 =Continuous random variable T1 sec 5.1
and its distribution
RL 3.1.2 = Probability density functions
and cumulative distribution functions
RL3.1.3= Mean and Variance of
continuous random variables

During CH7 CH 7.1= Discussion on continuous


CH Random variables
and its PDF and mean variance etc
CH 7.2 = Exercises on general
continuous distributions, uniform and
gamma distributions.

Post CH SS7 T1 - Section 5.2

Post CH HW7 Problems to be announced

Contact Hour 8
Time Type Sequence Content Reference
Pre CH RL3.2 RL3.2.1 = Normal distribution, it's mean T1 sec 5.2
and variance
RL3.2.2= Standardization process and
tables of standard normal cdf.

During CH8 CH8.1 = Normal distribution discussion


CH and summary
CH8.2 = Problems on Normal
distribution

Post CH SS8 T1 Sec 5.3-5.5


Post CH HW8 Problems to be announced

Post CH QZ8

Contact Hour 9
Time Type Sequence Content Reference
Pre CH RL3.3 RL3.3.1=Normal approximation to T1 sec 5.3
binomial distribution
RL3.3.2 = Continuity correction
RL3.3.3= Problems on normal and
lognormal distributions

During CH9 CH9.1 = Full summary of Normal and


CH other distributions

CH9.2 =Exercises on general continuous


distributions, uniform and gamma
distributions.
CH9.3 = Problems with an emphasis on
use of standard normal tables

Post CH HW9 Problems to be announced

Contact Hour 10
Time Type Sequence Content Reference
Pre CH RL3.4 RL3.4.1 = Continuous uniform T1 5.5 – 5.8
distribution
RL3.4.2 = Gamma and exponential
distribution
RL3.4.3= Beta distribution
During CH10 CH10.1 = Problems on general
CH continuous distributions

Post CH SS10 Read Full chapter 5 from T1


Post CH HW10 Problems to be announced
Post CH LE10
Post CH QZ10

Contact Hour 11
Time Type Sequence Content Reference
Pre CH RL4.1 RL4.1.1= Joint density of discrete T1 5.9 – 5.10
random variables and continuous
random variables
RL4.1.2 = Events and their probabilities.
During CH11 CH11.1 = Joint distributions
CH statistical independence
CH10.2 = problems on joint distribution

Post CH SS11
Post CH HW11 Problems to be announced
Post CH LE11
Post CH QZ11

Contact Hour 12
Time Type Sequence Content Reference
Pre CH RL4.2 RL4.2.1= Marginal distributions T1 sec 5.9-5.10
RL4.2.2= Conditional distributions
RL4.2.3= Independence of random
variables
During CH12 CH12.1 = Revision of the materials in
CH the recorded lectures. Covariance and
independence.

CH12.2 = Problems on joint probability


distribution and
testing for independence

Post CH SS12
Post CH HW12 Problems to be announced
Post CH LE12
Post CH QZ12

Contact Hour 13
Time Type Sequence Content Reference
Pre CH RL 4.3 RL4.3.1= Properties of expectation T1 sec 5.10
RL 4.3.2 = Mean and variance of sample
mean
RL4.3.3= Mean of sample variance

During CH13 CH13.1 = Problems on expectation and


CH joint distributions

Post CH SS13
Post CH HW13 Problems to be announced
Post CH LE13
Post CH QZ13

Contact Hour 14
Time Type Sequence Content Reference
Pre CH RL5.1 RL5.1.1= Population and sample T1 sec 6.1 – 6.2
RL5.1.2= Random sample
RL5.1.3= Population parameters and
statistics
During CH14 CH14.1 =Examples on sampling
CH distributions. Emphasize identification
of population before working with any
parameter. Clearly differentiate between
parameter and statistic
CH14.2= More problems from chapter 6

Post CH SS14 T1 Sec 10.1


Post CH HW14 Problems to be suggested
Post CH LE14
Post CH QZ14

Contact Hour 15
Time Type Sequence Content Reference
Pre CH RL5.2 RL5.2.1= Central limit theorem and T1 sec 6.1-6.4
sampling distribution of mean and
variance
RL5.2.2= T-distribution and Chi-square
distribution
During CH15 CH15.1 = Discussion of the central limit
CH theorem and its implications
CH15.2 = problems from chapter 6

Post CH SS15
Post CH HW15 Problems to be announced

Post CH LE15
Post CH QZ15

Contact Hour 16
Time Type Sequence Content Reference
Pre CH RL5.3 RL5.3.1= Point estimates of mean and T1 sec 7.1-7.3
variance
RL5.3.2= Maximum likelihood
During CH16 CH16.1 = discussion of the estimation
CH problem

CH16.2 = Maximum likelihood


CH16.3 = Problems on estimation
Post CH SS16 Study sec 7.1 – 7.5
Post CH HW16 Problems to be announced

Post CH LE16
Post CH QZ16

Contact Hour 17
Time Type Sequence Content Reference
Pre CH RL5.4 RL5.4.1=Interval estimation T1 sec 7.2, 9.1
RL5.4.2 =Confidence intervals

During CH17 CH17.1 = Discuss interval estimation


CH CH17.2 = Examples on estimation of
parameters.
CH17.3 = problems from chapter 7

Post CH SS17 Additional study materials to be provided


Post CH HW17 Home work problems to be announced
Post CH LE17
Post CH QZ17

Contact Hour 18
Time Type Sequence Content Reference
Pre CH RL6.1 RL6.1.1= Hypothesis testing, types of T1 sec 7.3- 7.4
errors

During CH18 CH18.1 = Discussion on Hypothesis


CH testing. Null Hypothesis

Post CH SS18 T1 sec 7.1- 7.4


Post CH HW18 To be announced

Post CH LE18
Post CH QZ18

Contact Hour 19
Time Type Sequence Content Reference
Pre CH RL6.1 RL6.1.2= Hypothesis testing, types of T1 sec 7.6
errors
RL6.1.3 = Whether to use central limit
theorem or t-distribution
During CH19 CH19.1 = Problems on Hypothesis
CH testing and types of errors
Post CH SS19
Post CH HW19 Problems shall be announced

Post CH LE19
Post CH QZ19

Contact Hour 20
Time Type Sequence Content Reference
Pre CH RL6.2 RL6.2.1= Population proportion T1 sec 7.6
RL6.2.2= Estimation of population
proportion using large samples
RL6.2.3= Hypothesis testing on
population proportion
During CH20 CH20.1 = Examples on testing of
CH hypotheses on mean. Suggested
exercises
CH20.2 =Testing of hypotheses on
proportions

Post CH SS20
Post CH HW20 Problems shall be announced
Post CH LE20
Post CH QZ20

Contact Hour 21
Time Type Sequence Content Reference
Pre CH RL6.3 RL6.3.1= Regression curve T1 sec 11.1
RL6.3.2= Normal equations for
regression coefficients
During CH21 CH21.1 = Regression problem to be
CH discussed
CH21.2 = some simple problems on
regression to be done
Post CH SS21
Post CH HW21 To be announced
Post CH LE21
Post CH QZ21

Contact Hour 22
Time Type Sequence Content Reference
Pre CH RL6.3 RL6.3.3 = Method of leased squares T1 sec 11.6
TL6.3.4= Population and sample
correlation coefficient
During CH22 CH22.1 = Least square method and
CH applications
CH22.2 = correlation coefficient
CH22.3=Examples on regression and
correlation.

Post CH SS22
Post CH HW22 To be announced
Post CH LE22
Post CH QZ22
Evaluation Scheme:
Legend: EC = Evaluation Component; AN = After Noon Session; FN = Fore Noon Session
No Name Type Duration Weight Day, Date, Session, Time
EC-1 Quiz-I/ Assignment-I Online - 5% August 26 to September 4, 2017
Quiz-II 5% September 26 to October 4, 2017
Quiz-III/ Assignment-II 5% October 20 to 30, 2017
EC-2 Mid-Semester Test Closed 2 hours 35% 24/09/2017 (AN) 2 PM – 4 PM
Book
EC-3 Comprehensive Exam Open Book 3 hours 50% 05/11/2017 (AN) 2 PM – 5 PM

Note: If Assignment kindly remove Quiz-I, II, III


Syllabus for Mid-Semester Test (Closed Book): Topics in Contact Hours : 1 to 11
Syllabus for Comprehensive Exam (Open Book): All topics (Session Nos. 1 to 22)
Important links and information:
Elearn portal: https://elearn.bits-pilani.ac.in
Students are expected to visit the Elearn portal on a regular basis and stay up to date with the latest announcements
and deadlines.
Contact sessions: Students should attend the online lectures as per the schedule provided on the Elearn portal.
Evaluation Guidelines:
1. EC-1 consists of either two Assignments or three Quizzes. Students will attempt them through the course
pages on the Elearn portal. Announcements will be made on the portal, in a timely manner.
2. For Closed Book tests: No books or reference material of any kind will be permitted.
3. For Open Book exams: Use of books and any printed / written reference material (filed or bound) is
permitted. However, loose sheets of paper will not be allowed. Use of calculators is permitted in all exams.
Laptops/Mobiles of any kind are not allowed. Exchange of any material is not allowed.
4. If a student is unable to appear for the Regular Test/Exam due to genuine exigencies, the student should
follow the procedure to apply for the Make-Up Test/Exam which will be made available on the Elearn portal.
The Make-Up Test/Exam will be conducted only at selected exam centres on the dates to be announced later.
It shall be the responsibility of the individual student to be regular in maintaining the self study schedule as given in
the course handout, attend the online lectures, and take all the prescribed evaluation components such as
Assignment/Quiz, Mid-Semester Test and Comprehensive Exam according to the evaluation scheme provided in the
handout.

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