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Here is a assignment 1. If your roll number is bs2xxx, then download the assignment from the following address:
https://arnabc74.github.io/prob2_2026/a1_bs2xxx.html
There will be 10 problems (all from the class webpage). These are randomly assigned (and hence fairly, even though the difficulty
levels may be somewhat different). Anyway, each student is supposed to solve all the problems in the class webpage.
You must submit your own handwritten solutions. Discussions are allowed (and even encouraged). You
must submit before the midsem starts. This assignment carries 10 marks.
- Midsem: 30
- Assignment: 20
- End sem: 50
Before midsem:
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Distributions with densities
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Joint, marginal and conditional PDF
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Transformations of random variables
-
Some standard distributions with
densities
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Wierd distributions (not in
midsem syllabus)
After midsem:
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Some more standard distributions with densities
-
Multivariate normal and related distributions
-
Multinomial and Dirichlet distributions
-
Lebesgue integration
The class notes constitute the main reference. It is based on the following books:
- Ross: A First Course in Probability Theory
- Hoel, Port and Stone: Probability Theory
- Ross: Introduction to Probability Models
- Royden and Fitzpatrick: Real Analysis
- Allan Gut: Probability--A Graduate Course