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Indian Institute of Technology Delhi

Introduction To Probability Theory And Statistics

Indian Institute of Technology Delhi and NPTEL via Swayam

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Overview

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ABOUT THE COURSE:This course provides axiomatic definition of probability, random variable, distributions, moments, modes of convergences, descriptive statistics, sampling distribution, point and interval estimations, hypothesis testing and analysis of correlation and regression. It explains the concepts of probability theory and statistics which are needed for handling various real-world problems.PREREQUISITES: A basic course on Linear Algebra and CalculusINDUSTRY SUPPORT: Goldman Sachs, Morgan Stanley, RBS, Quant, Futures First, Towers and other finance companies

Syllabus

Week 1: Basics of Probability Week 2:Random Variable Week 3:Moments and Inequalities Week 4:Standard Distributions Week 5:Higher Dimensional Distributions Week 6:Functions of Several Random Variables Week 7:Cross Moments Week 8:Limiting Distributions Week 9:Descriptive Statistics and Sampling Distributions Week 10:Point and Interval Estimations Week 11:Testing of Hypothesis Week 12:Analysis of Correlation and Regression

Taught by

Prof. S Dharmaraja

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