Probability, Statistics and Stochastic Processes, Jul-Nov 2022


If you want to register for this course, you will need to contact the Academic section. The instructors have no role/say in enrolling students for the class.

Instructors and Branches

Instructor Branches Room
Dr. Sivaram AE+BE+PH RJN102
Dr. Shaiju EE+MM RJN202
Dr. Vetrivel CE+CH CS15
Dr. Santanu CS+EP+NA CRC305

Mailing list

Search for 2022_pss on google groups via your smail account


Probability Axiomatic definition of probability, Independent Events, Baye's theorem, Discrete and continuous random variables, Distribution, Functions of random variables, Expectation, Variance, Correlation coefficient, Chebyshev’s inequality, Markov inequality, Conditional expectations, Standard discrete and continuous distributions (Binomial, Poisson, Geometric, Exponential, Normal, Chi-square), Moment generating function, Sums of random variables, Law of large numbers, Central limit theorem, Normal approximation to Binomial.

Statistics Sampling distribution, Estimation of parameters, Maximum likelihood estimates, Confidence intervals, Student’s t-distribution, Testing hypothesis, Goodness of fit.

Stochastic Processes Discrete random process, Stationary random process, Bernoulli process, Poisson process, Markov chain.


Other Reference Textbooks


Date and time of exam, check institute calendar.
Quiz - I Quiz - II Endsem
20 20 60

Problem Sets

Problem Set 1 Problem Set 1 solution

Problem Set 2 Problem Set 2 solution

Problem Set 3 Problem Set 3 solution

Problem set 4 Problem set 4 solution

Problem set 5 Problem set 5 solution

Problem set 6 Problem set 6 solution part I Problem set 6 solution part II

Problem set 7 Problem set 7 solution

Problem set 8 Problem set 8 solution

Other "random" stuff

George Burns on TV being interviewed on his 100th birthday: George Burns was puffing on a cigar and the interviewer made a comment about the negative correlation between longevity and smoking.
George Burns: "Twenty years ago my doctor told me that these cigars were going to kill me in the next five years with a probability of 99%"
Interviewer: "What does he say now?"
George Burns: "I don't know. He's dead"