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Course No.
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Course Title
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Theory
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Practice
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Credit
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Prerequisite(s)
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Stat 211
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Probability Theory I
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3
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2
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4
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Stat110, Math202
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Objectives
Studying probability and probability distributions with its characteristics in case of one variable.
Course Description:
- Random experiment, Sample space, Events, Axioms of probability.
- Conditional probability and independence, Bayes theorem.
- Discrete and continuous Random variables, probability function and probability density function, distribution function and its characteristics.
- Mathematical expectation, central and non-central moments of order r, measures of skew ness and kurtosis.
- Moment generating function and probability generating function.
- One variable discrete probability distributions (Uniform, Bernoulli, Binomial, Poisson, Geometric, Hypergeometric and Negative Binomial).
- Gamma function, Beta function.
- One variable continuous probability distributions (Uniform, Normal, Gamma, Exponential, Chi-Square and Beta).
- Derivation of moments, moment generating function, probability generating function (whenever relevant) for the above distributions.
Main text books :
G.M. El-Sayyad: Theory of probability, 1990, دار الآفاق – جده
Bain & Engelhardt, Introduction to Probability and Mathematical Statistics, Duxbury Press
Subsidiary books :
- Blake, I.F. : An Introduction to Applied Probability, John Wiely, 1989.
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