Random variables and their distributions. Moments and moment generating functions. Some properties of expected values and bounds on probability. Some discrete probability distributions. Some continuous probability distributions. Joint distributions and some applications. Functions of random variable.
Main Textbook: Bain, L.J. and Engelhardt M., Introduction to Probability and Mathematical Statistics, 2nd Edition, Duxbury, 2000. Subsidiary Books: Ross, R., A First Course in Probability, 8th Edition, Prentice Hall, 2010. Walpole, R.E., Myers, R. H., Myers, S. L. and Ye, K., Probability and Statistics for Engineers and Scientists, 9th Edition, Pearson Education Limited 2012. Scheaffer, R. L. and Young, L. J., Introduction to Probability and Its Applications, 3rd Edition, Brooks/Cole, Cengage Learning, 2010.