# IIT Kanpur Probability and Statistics Syllabus

ESO 209 PROBABILITY AND STATISTICS, 3-1-0-1-4

Prereq. MTH 101

Probability, Axiomatic Definition, Properties, Conditional probability, Bayes rule and Independence of Events, Random variables, Distribution function, Probability mass and density functions, Expectation, Moments, Moment generating function, Chebyshev’s inequality; Special distributions: Bernoulli, Binomial, Geometric, Negative Binomial, Hypergeometric, Poisson, Uniform, Exponential, Gamma, Normal, Joint Distributions, Marginal and Conditional Distributions, Moments, Independence of random variables, Covariance, Correlation, Functions of randomvariables, Weak law of large numbers, P.levy’s Central limit theorem (i.i.d. finite variance case), Normal and Poisson approximations to Binomial;

STATISTICS : Introduction:  Population, sample, parameters;  Point Estimation: Method of moments, MLE, Unbiasedness, Consistency, Comparing two estimators (Relative MSE), Confidence Interval, Estimation for mean, difference of means, variance, proportions. Sample size problem. Tests of Hypotheses: N-P Lemma, examples of MP and UMP tests, p-value, Likelihood ratio test, Tests for means, variance, two sample problems, Test for proportions, Relation between confidence intervals and tests of hypotheses, Chi-Square goodness of fit tests, contingency tables, SPRT  Regression Problem:  Scatter diagram, Simple linear regression, Least squares estimation; Tests for slope and correlation, prediction problem, Graphical residual analysis, Q-Q plot to test for normality of residuals, Multiple Regression; Analysis of Variance: Completely randomised design and Randomised block design, Quality Control, Shewhart control charts and Cusum charts