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22MAT31A
22MAT31A
COURSE CONTENTS
Module-1: Probability and Random Variables (8 hours)
Probability: Definition, Axioms of probability, Addition rule, Conditional Probability, Multiplication rule.
Random variables -: Probability distribution- discrete and continuous, probability density function,
cumulative density function, mean and variance, expectation.
Joint distribution - discrete joint probability distribution, marginal distribution, expectation, covariance, rank
correlation.
Module-2: Sampling Distribution (8 hours)
Markov process- Definition, examples, TPM, n – step transitional probabilities, regular, ergodic matrices,
stationary distribution. States of Markov process
Correlation, Karl Pearson’s coefficient, regression lines, Multiple linear regression, Rank correlation
Module-4: (8 hours)
Continuous Optimization: Unconstrained optimization- single variable function, Fibonacci search method,
condition for local minima and maxima, Multivariable function, Constrained optimization, Lagrange
multipliers.
Module - 5: (8 hours)
Fourier series: Euler’s formulae, Dirichlet’s conditions for Fourier series expansion,
Even and odd function.
Fourier Transforms: Complex Fourier transforms, Cosine and Sine transforms, Inverse
Fourier transforms.
Laplace Transforms: Definition, Transforms of standard functions, Laplace transforms of
periodic functions, Inverse Laplace transforms.
Syllabus common for CSE, ISE, AIDS and AIML
TEXTBOOKS
SINO U Textbook Title Author(s) Publisher(s) Edition/Year of
nit
Publication
1. 1, Fundamentals of Statistics, 6th edition S C Gupta Himalaya 2007
2,
3
2. 1, Probablility and Statistics, 3rd edition M R Spiegel, Mc GrawHill 2019
2, JJ Schiller, R
3 A Srinivasan