Page 119 - handbook 20152016

Faculty of Science Handbook, Session 2015/2016

References: 2. Hogg, R. & Tanis, E. (2010). Probability and Statistical
1. R.V.Hogg & E.A. Tanis Probability & Statistics Inference (8th ed.). USA: Pearson Education.
th
Inference, 8 ed., Pearson, 2010. 3. Bickel, P.J. & Doksum, K.A. (2001). Mathematical
2. R.V.Hogg, J. McKean & A.T. Craig, Introduction to Statistics: Basic Ideas and Selected Topics, Vol.1 (2nd
th
Mathematical Statistics, 7 ed. Pearson, 2012 ed.). Upper Saddle River, NJ: Prentice- Hall.
3. H.J. Larson, Introduction to Probability Theory & 4. Casella, G. & Berger, R.L. (2002). Statistical Inference
rd
Statistical Inference, 3 ed., Wiley, 1982. (2nd ed.). Pacific Grove, CA: Thompson Learning.

SIT2001 PROBABILITY AND STATISTICS II SIT2003 STOCHASTIC PROCESSES

Distributions of two and more dimensional random Definition and examples of stochastic processes.
variables. Correlation coefficient. Conditional distributions. Introduction to simple random walk. Discrete time Markov
Bivariate normal distribution. Transformation of two random Chains. Transition probability. Properties of class.
variables. Distributions of order statistics. Transience and recurrence properties. Absorbing
probability. Stationary distribution and limiting probability.
Biased and unbiased estimators. Method of moment. Some applications.
Method of maximum likelihood. Confidence interval for:
mean, proportion and variance of single population; Assessment:
difference between two means, difference between two Continuous Assessment: 40%
proportions and ratio of variances. Final Examination: 60%

Hypothesis testing for: mean, proportion and variance of Medium of Instruction:
single population; difference between two means, English
difference between two proportions and ratio of variances.
Chi-square goodness-of-fit tests and contingency tables. Humanity Skill:
CS3, CT3
Power of a statistical test. Best critical region. Likelihood
ratio test. Chebyschev's inequality. Rao-Cramer's References:
inequality. Convergence in probability and distribution. 1. Lefebvre, M. (2007) Applied Stochastic Processes.
Asymptotic distribution of maximum likelihood estimator. Springer.
2. Ross, S. M. (2007) Introduction to Probability Models,
Assessment: 9th edition. Academic Press.
Continuous Assessment: 40% 3. Chung, K. L. and Farid Aitsahlia (2003) Elementary
Final Examination: 60% Probability Theory with Stochastic Processes and An
Introduction to Mathematical Finance, 4th edition.
Medium of Instruction: Springer.
English 4. Jones, P. W. (2001). Stochastic Processes: An
Introduction. Arnold.
Humanity Skill: 5. Durrett, R. (2012). Essentials of Stochastic
CS3, CT3, LL2 Processes. Springer.

References:
1. R.V. Hogg & E.A. Tanis, Probability and Statistical SIT2004 REGRESSION ANALYSIS
th
Inference, 8 ed., Prentice Hall, 2014.
2. R.V. Hogg & T.C. Craig, Introduction to Mathematical Simple linear regression: Estimation, hypothesis testing,
th
Statistics, 7 ed., Prentice-Hall, 2014. analysis of variance, confidence intervals, correlation, the
3. D. Wackerly, W. Mendenhall, R.L. Scheaffer, residuals, prediction. Model inadequacies, diagnostic,
th
Mathematical and Statistics with Applications, 7 ed., heterogeneity of variance, nonlinearity, distributional
Thomson, 2008. assumption, outliers, transformation. Selected topics
matrix theory and multivariate normal distribution: An
introduction to multiple linear regression.
SIT2002 FURTHER MATHEMATICAL STATISTICS
Assessment:
The exponential family; sufficient, complete and ancillary Continuous Assessment: 40%
statistics; Minimum variance unbiased estimators; Sufficient Final Examination: 60%
statistics and best estimators; Bayesian estimation; Delta
method for asymptotic approximation; Distributions of Medium of Instruction:
special quadratic forms; One and two factors analysis of English
variance; Linear regression theory and inference of
parameters; Correlation analysis in bivariate normal Humanity Skill:
distribution; Sequential probability ratio test. CS2, CT3, LL2, EM1
Assessment:
Continuous Assessment: 40% References:
nd
Final Examination: 60% 1. Weisberg S. (1985), Applied Linear Regerssion, 2 ed.,
Wiley.
Medium of Instruction: 2. Bowerman B. L. & O'Connel R.T. (1990), Linear
nd
English Statistical Models, 2 ed., PWS-Kent.
3. Myers, R.H. & Miltors J.S. (1991), A First Couse in the
Humanity Skill: Theory of Linear Statistical Models, PWS-Kent.
CS3, CT3, TS2, LL2 4. Montgomery, D.C., Peck, E. A. (1992), Introduction to
linear regression analysis, Wiley.
References: 5. J.S. Milton, J.C. Arnold (2004) Introduction to
1. Hogg, R.V. & Craig, A.T. (1995). Introduction to Probability and Statistics, McGraw-Hill.
Mathematical Statistics (5th ed.). New York: Wiley.

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