MTL601: Probability and Statistics

4 Credits (3-1-0)

Probability definition, conditional probability, Bayes theorem, random variables, expectation and variance, specific discrete and continuous distributions, e.g. uniform, Binomial, Poisson, geometric, Pascal, hypergeometric, exponential, normal, gamma, beta, moment generating function, Poisson process, Chebyshev’s inequality, bivariate and multivariate distributions, joint, marginal and conditional distributions, order statistics, law of large numbers, central limit theorem, sampling distributions - Chi-sq, Student’s t, F, theory of estimation, maximum likelihood test, testing of hypothesis, nonparametric analysis, test of goodness of fit.