Axioms of probability-Conditional probability-Total probability-Baye’s theorem-Random variable – Probability mass function- Probability density functions -Moments - Moment generating functions and their properties.

Binomial- Poisson –Geometric – Uniform – Exponential-Gamma and Normal distributions and their properties.

Joint distributions - Marginal and conditional distributions – Covariance - Correlation and Regression -Transformation of random variables - Central limit theorem.

Definition and examples - first order, second order, strictly stationary, wide-sense stationary and ergodic processes - Markov process - Binomial, Poisson and Normal processes - Sine wave process – Random telegraph process.

Auto correlation - Cross correlation - Properties – Power spectral density – Cross spectral density – Properties.