Probability, Statistics & Queuing Theory

Instruction: 3 Periods & 1 Tut /week

Univ. Exam : 3 Hours

Sessional Marks: 30

Univ-Exam-Marks:70

Probability: Definitions of probability, Addition theorem, Conditional probability,Multiplication theorem, Bayes theorem of probability and Geometric probability.

Random variables and their properties, Discrete Random variable, Continuous Randomvariable, Probability Distribution joint probability distributions their properties,Transformation variables, Mathematical expectations, probability generating functions.

Probability Distributions / Discrete distributions: Binomial, Poisson Negative binominaldistributions and their properties. (Definition, mean, variance, moment generatingfunction., Additive properties, fitting of the distribution.)

Continuous distributions: Uniform, Normal, exponential distributions and their roperties.Curve fitting using Principle of Least Squares.

Multivariate Analysis: Correlation, correlation coefficient, Rank correlation, RegressionAnalysis, Multiple Regression, Attributes, coefficient of Association, X² – test forgoodness of fit, test for independence.

Sample, populations, statistic, parameter, Sampling distribution, standard error,unbiasedness, efficiency, Maximum likelihood estimator, notion & interval estimation.Testing of Hypothesis: Formulation of Null hypothesis, critical region, level ofsignificance, power of the test.

Small Sample Tests: Testing equality of .means, testing equality of variances, test ofcorrelation coefficient, test for Regression Coefficient.

Large Sample tests: Tests based on normal distribution

Queuing theory: Queue description, characteristics of a queuing model, study statesolutions of M/M/1: α Model, M/M/1 ; N Model.

Text Book:

Probability, Statistics and Random Processes by T.Veerarajan, Tata McGraw Hill

Reference Book:

Probability & Statistics with Reliability, Queuing and Computer Applications by Kishor S. Trivedi , Prentice Hall of India ,1999