MA7155

APPLIED PROBABILITY AND STATISTICS

L T PC 3 1 0 4

OBJECTIVES: To introduce the basic concepts of one dimensional and two dimensional Random Variables. To provide information about Estimation theory, Correlation, Regression and Testing of hypothesis. To enable the students to use the concepts of multivariate normal distribution and principle components analysis. UNIT I ONE DIMENSIONAL RANDOM VARIABLES 9+3 Random variables - Probability function !oments !oment generating functions and their properties "inomial, Poisson, #eometric, $niform, E%ponential, #amma and &ormal distributions 'unctions of a Random Variable. UNIT II TWO DIMENSIONAL RANDOM VARIABLES (oint distributions !arginal and Conditional distributions dimensional random variables Regression Curve Correlation. 9+3 of two

'unctions

UNIT III ESTIMATION THEORY 9+3 $nbiased Estimators !ethod of !oments !a%imum )i*elihood Estimation - Curve fitting by Principle of least s+uares Regression )ines. UNIT IV TESTING O HYPOTHESES 9+3 ,ampling distributions - Type - and Type -- errors - Tests based on &ormal, t,. and ' distributions for testing of mean, variance and proportions Tests for -ndependence of attributes and #oodness of fit. UNIT V MULTIVARIATE ANALYSIS 9+3 Random Vectors and !atrices - !ean vectors and Covariance matrices - !ultivariate &ormal density and its properties - Principal components Population principal components - Principal components from standardi/ed variables. TOTAL 45+15!"0 PERIODS OUTCOME:

The student will able to ac+uire the basic concepts of Probability and ,tatistical techni+ues for solving mathematical problems which will be useful in solving Engineering problems

RE ERENCES: 0 (ay ). 1evore, 2Probability and ,tatistics 'or Engineering and the ,ciences3,Thomson and 1u%bury, .44.. ..Richard (ohnson. 3!iller 5 'reund6s Probability and ,tatistics for Engineer3, Prentice 7all , ,eventh Edition, .448. 9.Richard :. (ohnson and 1ean ;. ;ichern, 2:pplied !ultivariate ,tatistical :nalysis3, Pearson Education, :sia, 'ifth Edition, .44.. <.#upta ,.C. and =apoor V.=.3'undamentals of !athematical ,tatistics3, ,ultan an ,ons, .440. >.1allas E (ohnson , 2:pplied !ultivariate !ethods for 1ata :nalysis3, Thomson an 1u%bury press,0??@.