Teaching >> SPAS230C

  • Announcements
  • Date Announcement
    Apr 29, 2016 Please note the following points regarding the Quiz II of the course SPAS230C, which will be held on Saturday, April 30, 2016 during 11:00 am to 12 noon.
    • Going outside of the examination hall is prohibited before submission of your answer booklet.
    • Violation of seating plan is strickly prohibited.
    • Do not forget to bring your original institute identity card with you.
    • Bring your calculator with you. Passing of the calculator is not allowed.
    • Mobile and any other gadgets (except calculator) are not allowed during the quiz, even in switch off mode. Hence either do not bring them or put them in you bag in switch off mode. Also put all your books, notes in the bag. Bag should be kept in the front of the class room (near the white board).
    • Violation of any of the above points may lead to cancellation of your quiz and in that case you will be awarded zero mark.
    Apr 25, 2016 The Problem Set 05 has been revised and uploaded. The hints and answers are also uploaded.
    Apr 22, 2016 The syllabus of the Quiz II for the course consists of everything from the beginning of the course. However, the moment generation function of random vector and distribution of function of random vector are not included. Note that main emphasis will be on the part that was not included in the syllabus of mid-semester examination.
    Apr 13, 2016 The quiz II of the course SPAS230C will be held on Saturday, April 30, 2016 from 11:00 am. Note that there will be no re-examination for the quiz I in case you miss it, unless you have medical issue and your leave is sanctioned by the competent authority. The other details will be put up here in due time.
    Mar 15, 2016 The syllabus of the mid-semester for this course consists of Probability; Conditional probability; Bayes rule; Independence of events; Random variables; Distribution function; Discrete, continuous and absolutely continuous random variables; Probability mass and density functions; Expectation and moments of random variables; Examples of discrete and absolutely continuous random variables; Functions (transformations) of random variable.
    Feb 26, 2016 Please note the following points regarding the Quiz I of the course SPAS230C, which will be held on Saturday, February 27, 2016 during 11:00 am to 12 noon.
    • Going outside of the examination hall is prohibited before submission of your answer booklet.
    • Violation of seating plan is also prohibited.
    • Do not forget to bring your original institute identity card with you.
    • Bring your calculator with you. Passing of the calculator is not allowed.
    • Mobile and any other gadgets (except calculator) are not allowed during the quiz, even in switch off mode. Hence either do not bring them or put them in you bag in switch off mode. Also put all your books, notes in the bag. Bag should be kept in the front of the class room (near the white board).
    • Violation of any of the above points may lead to cancellation of your quiz and in that case you will be awarded zero mark.
    Feb 23, 2016 The syllabus of the quiz I consists of Probability; Conditional probability; Bayes rule; Independence of events; Random variables; Distribution function; Discrete, continuous and absolutely continuous random variables; Probability mass and density functions.
    Feb 17, 2016 The problem sets 2 and 3 have been uploaded. Try to solve the problems.
    Feb 08, 2016 Due to Saraswati puja, the Quiz I of the course SPAS230C is postponed. It will be held on Saturday, February 27, 2016 from 11:00 am. The other details will be posted here in due time.
    Feb 06, 2016 The quiz I of the course SPAS230C will be held on Saturday, February 13, 2016 from 11:00 am. Note that there will be no re-examination for the quiz I in case you miss it, unless you have very strong reason. The other details will be put up here in due time.
    Jan 24, 2016 The problem set 1 has been uploaded. Try to solve the problems.
    Jan 16, 2016 Grading Policy: Quiz I: 20 points, Mid-sem Exam: 30 points, Quiz II: 20 points, End-sem Exam: 80 points, Total: 150 points. Note that marks will be rescaled (linearly) depending on the full marks of the examination.

  • Course Outline
    • Probability: Axiomatic definition, Properties, Conditional probability, Bayes rule and independence of events.
    • Random Variable: Random Variables, Distribution function, Discrete and Continuous random variables, Probability mass and density functions, Expectation, Function of random variable, Moments, Moment generating function, Chebyshev's inequality.
    • Special discrete distributions: Bernoulli, Binomial, Geometric, Negative binomial, Hypergeometric, Poisson, Uniform.
    • Special continuous distributions: Uniform, Exponential, Gamma, Normal.
    • Random vector: Joint distributions, Marginal and conditional distributions, Moments, Independence of random variables, Covariance, Correlation, Functions of random variables.
    • Law of Large Numbers: Weak law of large numbers, Levy's Central limit theorem (i.i.d. finite variance case), Normal and Poisson approximations to Binomial.
    • Statistics: Introduction: Population, Sample, Parameters.
    • Point Estimation: Method of moments, Maximum likelihood estimation, Unbiasedness, Consistency.
    • Interval Estimation: Confidence interval.
    • Tests of Hypotheses: Null and Alternative hypothesis, Type-I and Type-II errors, Level of significance, p-value, Likelihood ratio test, Chi-square goodness of fit tests.
    • Regression Analysis: Scatter diagram, Simple linear regression, Least square estimation, Tests for slope, prediction problem, Graphical residual analysis, Q-Q plot to test for normality of residuals.

  • Text Books
    • Rohatgi, V. K. and Saleh, A. K. (2000), An Introduction to Probability and Statistics, 2nd Edition, Wiley-interscience.
    • Montgomery, D. C., Peck, E. A. and Vining, G. G. (2012), An Introduction to Linear Regression Analysis, 5th Edition, Wiley.

  • Reference Books
    • Bertsekas, D. P. and Tsitsiklis, J. N. (2008), Introduction to Probability, Athena Scientific, Massachusetts.
    • Seber, G. A. F. and Lee, A. J. (2003), Linear Regression Analysis, 2nd Edition, Wiley-interscience.

  • Lecture Notes by Prof. Misra

  • Problem Sets

  • Questions and Keys