Digital Notes on Probability & Statistics

DIGITAL NOTES
ON
PROBABILITY & STATISTICS
B.TECH II YEAR - I SEM

(2018-19)
DEPARTMENT OF INFORMATION TECHNOLOGY
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY

(Autonomous Institution – UGC, Govt. of India)
(Affiliated to JNTUH, Hyderabad, Approved by AICTE - Accredited by NBA & NAAC – ‘A’ Grade - ISO 9001:2015 Certified)
Maisammaguda, Dhulapally (Post Via. Hakimpet), Secunderabad – 500100, Telangana State, INDIA.
[Type text] Page 1

II B.Tech I Sem L T/P/D C

4 1/-/- 3
(R17A0024)PROBABILTY AND STATISTICS

Objectives: To learn
• Understand a random variable that describes randomness or an uncertainty in certain
realistic situation. It can be either discrete or continuous type.
• In the discrete case, study of the binomial and the Poisson random variables and the
normal random variable for the continuous case predominantly describe important
probability distributions. Important statistical properties for these random variables
provide very good insight and are essential for industrial applications.
• Most of the random situations are described as functions of many single random
variables. The objective is to learn functions of many random variables, through joint
distributions.
• The types of sampling, Sampling distribution of means, Sampling distribution of
variance, Estimations of statistical parameters, Testing of hypothesis of few unknown
statistical parameters.
• The mechanism of queuing system, The characteristics of queue, The mean arrival
and service rates, The expected queue length, The waiting line, The random
processes, The classification of random processes, Markov chain, Classification of
states, Stochastic matrix (transition probability matrix),Limiting probabilities,
Applications of Markov chains.
UNIT -1 : Random variable and Probability distributions
Random Variables
Single and multiple Random variables -Discrete and Continuous. Probability distribution
function, mass function and density function of probability distribution. mathematical
expectation and variance.
Probability distributions: Binomial distribution – properties, mean and variance, Poisson
distribution – properties, mean and variance and Normal distribution – properties, mean and
variance
UNIT -2 :Correlation and Regression
Correlation -Coefficient of correlation , Rank correlation, Regression- Regression

Coefficients , Lines of Regression.
UNIT -3 : Sampling Distributions and Statistical Inferences
Sampling: Definitions of population ,sampling ,statistic ,parameter-Types of sampling –

Expected values of sample mean and variance,Standard error- Sampling distribution of means
and variance
[Type text] Page 2

Parameter Estimations : likelihood estimate , interval estimate.
Testing of hypothesis: Null and Alternative hypothesis-Type I and Type II errors, Critical
region – confidence interval – Level of significance,One tailed and Two tailed test
Large sample Tests: i) Test of significance of single mean and equality of means of two
samples(cases of known and unknown variance whether equal or unequal)
ii) Tests of significance difference between sample proportion and population
proportion and difference between two sample proportions
UNIT -4 : Exact Sampling Distributions(Small samples)
Exact Sampling Distributions(Small samples) Student t- distribution - properties

i)Test of significant difference between sample and population mean
ii)Test of difference between means of two small samples(independent and dependent
samples)
F- distribution - properties –test of equality of two population variances
Chi-square distribution -properties –i)Test of goodness of fit
ii)Test of independence of attributes
UNIT-5 : Queuing Theory and Stochastic process
Queuing Theory
Structure of a queuing system its characteristics-Arrival and service process-Pure Birth and
Death process Terminology of queuing system -Queuing model and its types-M/M/1 model
of infinite queue (without proofs)and M/M/1 model of finite queue (without proofs).
Stochastic Process
Introduction to stochastic process-classification and methods of description of Random
process i.e,stationary and non-stationary Average values of single and two or more random
process
Markov process, Markov chain, Examples of Markov chains, Stochastic matrix.
TEXT BOOKS:
1. Probability and Statistics by T.K..V Iyengar& B.Krishna Gandhi
S.Ranganatham,MVSSAN Prasad. S Chand Publishers.
2. Fundamentals of Mathematical Statistics by SC Gupta and V.K. Kapoor
REFERENCES :
1.Higher Engineering Mathematics By Dr.B.S.Grewal, Khanna Publishers
2. Probability and Statistics for Engineers and Scientists by Sheldon M.Ross,Academic Press.
Outcomes:
• Students would be able to identify distribution in certain realistic situation. It is
mainly useful for circuit as well as non circuit branches of engineering. Also able to
differentiate among many random variables involved in the probability models. It is
quite useful for all branches of engineering.
• The student would be able to calculate mean and proportions(small and large
samples)and to make important decisions from few samples which are taken out of
unmanageably huge populations.It is mainly useful for non-branches of engineering.
[Type text] Page 3

• The student would be able to find the expected queue length, the ideal time the traffic
intensity and the waiting time. these are very useful tools in many engineering and
data management problems in the industry. it is useful for all branches of engineering.
• The student would able to understand about the random process, markov process and
markov chains which are essentially models of many time dependent processes such
as signals in communications, time series analysis, queuing systems. The student
would be able to find the limiting probabilities and the probabilities in nth state. It is
quite useful for all branches of engineering.
[Type text] Page 4

INDEX
S. No Topic Page no
Unit
1 Introduction to Random variables 6

I
2 Probability Distribution 10
I
I
3 Multiple Random Variables 16
I
4 Problems of Unit 1 21
II
5 Correlation 40
II
6 Regression 58
III
7 Sampling Distribution 72
III
8 Estimation 80
III
9 Testing of Hypothesis 81
IV
10 Small Samples 106
IV
11 t- distribution 115
IV
12 F- distribution & Chi-Square distribution 121
IV
13 Related Problems 126
V
14 Queuing Theory 140
V
15 Stochastic Process 154
NOTE:-List only main topics
[Type text] Page 5

[Type text] Page 6

.
[Type text] Page 7

[Type text] Page 8
[Type text] Page 9
[Type text] Page 10
[Type text] Page 11
[Type text] Page 12
[Type text] Page 13
[Type text] Page 14
[Type text] Page 15
[Type text] Page 16
[Type text] Page 17
[Type text] Page 18
[Type text] Page 19
[Type text] Page 20
[Type text] Page 21
[Type text] Page 22
[Type text] Page 23
[Type text] Page 24
[Type text] Page 25
[Type text] Page 26
[Type text] Page 27
[Type text] Page 28
[Type text] Page 29
[Type text] Page 30
[Type text] Page 31
[Type text] Page 32
[Type text] Page 33
[Type text] Page 34
[Type text] Page 35
[Type text] Page 36
[Type text] Page 37
[Type text] Page 38
[Type text] Page 39
[Type text] Page 40
[Type text] Page 41
[Type text] Page 42
[Type text] Page 43
[Type text] Page 44
[Type text] Page 45
[Type text] Page 46
[Type text] Page 47
[Type text] Page 48
[Type text] Page 49
[Type text] Page 50
[Type text] Page 51
[Type text] Page 52
[Type text] Page 53
[Type text] Page 54
[Type text] Page 55
[Type text] Page 56
[Type text] Page 57
[Type text] Page 58
[Type text] Page 59
[Type text] Page 60
[Type text] Page 61
[Type text] Page 62
[Type text] Page 63
[Type text] Page 64
[Type text] Page 65
[Type text] Page 66
[Type text] Page 67
[Type text] Page 68
[Type text] Page 69
[Type text] Page 70
[Type text] Page 71
[Type text] Page 72
[Type text] Page 73
[Type text] Page 74
[Type text] Page 75
[Type text] Page 76
[Type text] Page 77
[Type text] Page 78
[Type text] Page 79
[Type text] Page 80
[Type text] Page 81
[Type text] Page 82
[Type text] Page 83
[Type text] Page 84
[Type text] Page 85
[Type text] Page 86
[Type text] Page 87
[Type text] Page 88
[Type text] Page 89
[Type text] Page 90
[Type text] Page 91
[Type text] Page 92
[Type text] Page 93
[Type text] Page 94
[Type text] Page 95
[Type text] Page 96
[Type text] Page 97
[Type text] Page 98
[Type text] Page 99
[Type text] Page 100

Digital Notes on Probability & Statistics

Diunggah oleh

Informasi Dokumen

Judul Asli

Hak Cipta

Format Tersedia

Bagikan dokumen Ini

Bagikan atau Tanam Dokumen

Opsi Berbagi

Apakah menurut Anda dokumen ini bermanfaat?

Apakah konten ini tidak pantas?

Hak Cipta:

Format Tersedia

Digital Notes on Probability & Statistics

Diunggah oleh

Hak Cipta:

Format Tersedia

DIGITAL NOTES

B.TECH II YEAR - I SEM

DEPARTMENT OF INFORMATION TECHNOLOGY

MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY

[Type text] Page 1

II B.Tech I Sem L T/P/D C

(R17A0024)PROBABILTY AND STATISTICS

UNIT -1 : Random variable and Probability distributions

UNIT -2 :Correlation and Regression

Correlation -Coefficient of correlation , Rank correlation, Regression- Regression

UNIT -3 : Sampling Distributions and Statistical Inferences

Sampling: Definitions of population ,sampling ,statistic ,parameter-Types of sampling –

[Type text] Page 2

UNIT -4 : Exact Sampling Distributions(Small samples)

Exact Sampling Distributions(Small samples) Student t- distribution - properties

UNIT-5 : Queuing Theory and Stochastic process

[Type text] Page 3

[Type text] Page 4

1 Introduction to Random variables 6

NOTE:-List only main topics

[Type text] Page 5

[Type text] Page 6

[Type text] Page 7

Anda mungkin juga menyukai