
Course Information
Probability: Probability, conditional probability, independence, random variables, expected value, moment generating function, probability generating function, characteristic function, specific discrete and continuous distributions, e.g. binomial, Poisson, geometric, Pascal, hypergeometric, uniform, exponential and normal, multidimensional random variables, multinomial and bivariate normal distributions, covariance, correlation coefficient, regression, law of large numbers and central limit theorem.Reference Books
1. Main Text Book: 1. Introductory Probability and Statistical Applications,
Paul L. Mayer, AddisonWesley, Second Edition, 1970.
2. Introduction to Probability and Statistics for
Engineers and Scientists, Shelton Ross, Academic Press, Fourth Edition, 2009.
3. Probability and Statistics for
Engineers, Irwin Miller and John E. Freund, PrenticeHall, 1977.
4. Introduction
to Probability and Stochastic Processes with Applications,
Liliana Blanco Castaneda, Viswanathan Arunachalam, Selvamuthu Dharmaraja, Wiley, New Jersey,
June 2012.
5. Probability and Statistics with
Reliability, Queueing and Computer Science Applications, Kishor S. Trivedi,
John Wiley, Second Edition, 2002.
Tutorial Sheets