Source document. This page reproduces the syllabus this course was written to, as published — its semesters, credits and paper numbers are that document’s, not this site’s. The course itself is studied on its own, in any order.
| Title | Theoretical Discrete Distributions |
|---|---|
| Theory Credits | 3 (3 hrs/week) |
| Practical Credits | 1 (2 hrs/week) |
After successful completion of the course, students will be able to:
Discrete Uniform — definitions, mean, variance. Bernoulli — definitions, mean, variance, MGF. Binomial — definition, moments, MGF, CF, CGF, PGF, additive property if exists, skewness, kurtosis and problems. First two moments through MGF, recurrence relation for probabilities, limiting case of Binomial to Normal.
Poisson distribution — definition, moments, MGF, CF, CGF, PGF, additive property if exists, skewness, kurtosis, problems. First two moments through MGF, recurrence relation for probabilities. Poisson as a limiting case of Binomial; limiting case of Poisson to Normal.
Negative Binomial — definition, moments, MGF, CF, CGF, PGF, additive property if exists, skewness, kurtosis, problems. First two moments through MGF, recurrence relation for probabilities. Limiting case to Normal.
Geometric — definition, moments, MGF, CF, CGF, PGF, additive property if exists, skewness, kurtosis, problems. First two moments through MGF, lack of memory property, recurrence relation for probabilities.
Hypergeometric — definition, mean and variance, problems. Recurrence relation for probabilities. Limiting case of Hypergeometric to Binomial.
Open practical course study material →
| Unit | Topic | Approx. Weightage |
|---|---|---|
| 1 | Uniform, Bernoulli & Binomial | 22 % |
| 2 | Poisson Distribution | 22 % |
| 3 | Negative Binomial | 20 % |
| 4 | Geometric Distribution | 18 % |
| 5 | Hypergeometric Distribution | 18 % |
| Distribution | PMF | Mean | Variance | MGF |
|---|---|---|---|---|
| Uniform (1..N) | 1/N | (N+1)/2 | (N²−1)/12 | — |
| Bernoulli(p) | pxq1−x | p | pq | q + pet |
| Binomial(n,p) | C(n,x) pxqn−x | np | npq | (q+pet)n |
| Poisson(λ) | e−λλx/x! | λ | λ | eλ(et−1) |
| NB(r,p) | C(x+r−1,x)prqx | rq/p | rq/p² | pr/(1−qet)r |
| Geometric(p) | qxp | q/p | q/p² | p/(1−qet) |
| Hypergeometric(N,M,n) | C(M,x)C(N−M,n−x)/C(N,n) | nM/N | npq(N−n)/(N−1) | complicated |