'Probability and Statistics' is a course offered in the B. Tech. programs at School of Engineering, Amrita Vishwa Vidyapeetham.
Unit 1
Probability Concepts: Review of probability concepts - Bayes’ Theorem.
Random Variable and Distributions: Introduction to random variable – discrete and continuous distribution functions - mathematical expectations – moment generating functions and characteristic functions. Binomial, Poisson, Geometric, Uniform, Exponential, Normal distribution functions (MGF, mean, variance and simple problems) – Chebyshev’s theorem.
Unit 2
Sampling Distributions: Distributions of Sampling Statistics, Chi-square, t and F distributions (only definitions and use). Central Limit Theorem.
Theory of estimation: Point Estimation, Unbiased estimator - Maximum Likelihood Estimator - Interval Estimation.
Unit 3
Testing of Hypothesis: Large and small sample tests for mean and variance – Tests based on Chi-square distribution.