Statistical Foundation Course Plan ( Sem 6 )
Statistical Foundation Course Plan ( Sem 6 )
Course Details
1. Credits: 3 − 1 − 0
2. Course Instructor: Krishnan CMC, Assistant Professor, Dept. of E&E. NITK Surathkal
3. Teaching Assitants:
Course Description
EE343 is a mathematics elective on introductory concepts in probability theory and its appli-
cations to electrical engineering, signal processing and machine learning. Creditors are required
to be familiar with basics in multivariate calculus.
CO- 2: : Use probability as a tool to develop probability distribution that serve as models for
any random variables[PO1,PO2]
CO- 3: : Distinguish any discrete distribution from continuous probability distributions. Apply
these models in different physical situations.[PO1,PO2]
Course Content
Unit 1: Probability Models and Axioms – Probability spaces, axioms, σ-algebra, discrete uni-
form law, conditional probability, Bayes’ Rule, independence. [w01-w02].
Unit 2: Discrete and Continuous Random Variables – Random variables, distribution func-
tions, discrete random variables, probability mass functions, common discrete random
variables, Continuous random variables, probability density functions, common contin-
uous random variables, functions of random variables[w03-w04].
1
Unit 3: Moments of Random Variables Expectation, variance, moments, moment generating
function, characteristic function. [w05].
Unit 4: Random Vectors – Multiple random variables, joint distributions, marginal distribu-
tions, conditional distributions, independence of random variables, functions of multiple
random variables. [w06-w07].
Unit 5: Further topics in RVs – Derived distributions, covariance, correlation coefficient, co-
variance matrix and its properties, joint moments, conditional expectation. [w08].
Unit 6: Limit Theorems – Markov and Chebyshev Inequalities, the weak law of large numbers,
convergence in probability, the central limit theorem, the strong law of large num-
bers.[w10-w11].
Unit 7: Bayesian Statistical Inference – Bayesian Inference and the Posterior Distribution,
Point Estimation, Hypothesis Testing, and the MAP Rule, Bayesian Least Mean Squares
Estimation, Bayesian Linear Least Mean Squares Estimation. [w12-w13].
Unit 8: Classical Statistical Inference – Classical parameter estimation, linear regression, bi-
nary hypothesis testing, significance testing. [w14-w15].
Course Evaluation
1. Term Quizzes [#2 (w06 & w14), 10%, ]: 2 × 10 = 20%
2. Assignments [#8, 2.5%]: 20%
3. Mid semester exam [w09]: 20%
4. End semester exam [w17]: 40%
References
[1] D. Bertsekas and J. Tsitsiklis, “Introduction to Probability,” Second Edition, Athena Scien-
tific,2008. Lecture Notes: [link]
[2] A. Papoulis and S. Pillai, “Probability, Random Variables and Stochastic Processes,” Fourth
Edition, McGraw Hill
[3] V. Rohatgi and A. K. Saleh, “An Introduction to Probability and Statistics,” Second Edition,
Wiley Series