Course Details:
Statistics: Review of statistics, describing data – frequency tables, graphs, and summarizing data – measures of central tendency and variation, multivariate data - correlation coefficient and linear regression. (4 hours)
Probability: Axioms of probability, conditioning and Bayes' rule, independence, random variables, standard probability density functions - binomial, poisson, normal, etc., expected value, Chebhyshev’s inequality, moment generating function, covariance, correlation, functions of random variables, law of large numbers, central limit theorem, conditional expectation. (24 hours)
Statistical Inference: Point estimation – maximum likelihood estimation (mle), method of moments, Bayes’ estimator, distributions of sampling statistics, estimation of regression coefficients in a simple linear model, interval estimation, tests of hypotheses – tests for mean and variance, t-test, evaluation of point estimators – unbiasedness, mean squared error (mse), Cramer-Rao bound. (14 hours)
Learning Outcomes: Upon successful completion of the course, students will be able to
- make probabilistic models for problems arising from physical settings
- apply the mathematical tools and results learnt to model for physical problems and draw conclusions in a more precise manner
Text/Reference Books:
- Robert V. Hogg, Allen Craig, Joseph W. McKean, Introduction to Mathematical Statistics, Pearson, ISBN 978-81-775-8930-6
- A. Popoulis and S. Pillai, Probability, Random Variables and Stochastic Processes, McGraw Hill Education; 4 edition, ISBN: 978-0070486584
- Sheldon M. Ross, Introduction to Probability and Statistics for Engineers and Scientists, Academic Press, ISBN:978-0-12-370483-2.
References :
- Hoel, Port, and Stone, Introduction to Probability Theory, Publisher: Houghton Mifflin, ISBN: 978-039504636
- Hoel, Port, and Stone, Introduction to Statistical Theory, Publisher: Houghton Mifflin, ISBN: 978-0395046371
- W. Feller, An Introduction to Probability Theory and its Applications Volume-I, Third Edition, John Wiley & Sons, ISBN: 978-81-265-1805-0
- Freedman, Pisani and Purves, Statistics, Viva books; Fourth Edition, ISBN: 978-8130915876
- P.L. Meyer, Introductory Probability and Statistical Applications, Oxford and IBH Publishers, ISBN: 0-201-04710-1.
- R.E. Walpole and R.H. Myers, Probability & Statistics for Engineers and Scientists, Macmillan, ISBN: 9788131715529
- A. N. Shiryayev, Probability-1, Springer, ISBN: 978-1493979059
- P. Billingsley, Probability and Measure, John Wiley & Sons Inc; Third Ed., ISBN: 978-81-265-1771-8