Random variables- discrete and continuous random variables –distribution function properties-probability mass function, probability density function-mathematical expectation –addition and multiplication theorems on expectations.
Moment generating and cumulating generating & characteristic functions and their properties. Joint probability distributions- marginal and conditional probability distributions-independence of random variables-transformation of variables (one & two dimensional only).
Tchebychev’s inequality, weak law of large numbers and central limit theorem. Probability distributions: Binomial, Poisson and Normal distributions and their properties and fitting of distributions.
Chi-square, t and F Statistics, their probability functions and their Properties.
Correlation and Regression analysis.
Reference Book:
1. Fundamentals of Mathematical statistics by Guptha, S.C & Kapoor, V.K, Sultan Chand and Sons , New Delhi, 2011. 2. Mathematical Statistics by Kapur & Saxena.
Text Book:
Mathematical Statistics by P.R Vital, Margham Publications, 2015.