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Probability Theory & Statistics Notes

Topics in our Probability Theory & Statistics Notes PDF

In these “Probability Theory & Statistics Notes PDF”, you will study the basic statistical concepts and tools which are needed to study situations involving uncertainty or randomness. The course intends to render the students to several examples and exercises that blend their everyday experiences with their scientific interests.

The topics we will cover will be taken from the following list: 

Probability Functions and Moment Generating Function: Sample space, Probability set function, Real random variables – Discrete and continuous, Cumulative distribution function, Probability mass/density functions, Transformations, Mathematical expectation, Moments, Moment generating function, Characteristic function.

Univariate Discrete and Continuous Distributions: Discrete distributions: Uniform, Bernoulli, Binomial, Negative binomial, Geometric and Poisson; Continuous distributions: Uniform, Gamma, Exponential, Chi-square, Beta and normal; Normal approximation to the binomial distribution.

Bivariate Distribution: Joint cumulative distribution function and its properties, Joint probability density function, Marginal distributions, Expectation of function of two random variables, Joint moment generating function, Conditional distributions and expectations.

Correlation, Regression and Central Limit Theorem: The Correlation coefficient, Covariance, Calculation of covariance from joint moment generating function, Independent random variables, Linear regression for two variables, Method of least squares, Bivariate normal distribution, Chebyshev’s theorem, Strong law of large numbers, Central limit theorem and weak law of large numbers.


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Abc Notes PDF

Abc Notes PDF
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Abc Notes PDF

Abc Notes PDF
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