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Faculty of Science Handbook, Session 2017/2018

Power of a statistical test. Best critical region. Likelihood Humanity Skill:
ratio test. Chebyschev's inequality. Rao-Cramer's CS3, CT3
inequality. Convergence in probabilityand distribution.
Asymptotic distribution of maximum likelihood estimator. References:
1. Lefebvre, M. (2007). Applied Stochastic Processes.
Assessment: Springer.
Continuous Assessment: 40% 2. Ross, S. M. (2007). Introduction to Probability
Final Examination: 60% Models, 9th edition. Academic Press.
3. Chung, K. L. and Farid Aitsahlia (2003). Elementary
Medium of Instruction: Probability Theory with Stochastic Processes and An
English Introduction to Mathematical Finance, 4th edition.
Springer.
Humanity Skill: 4. Jones, P. W. (2001). Stochastic Processes: An
CS3, CT3 Introduction. Arnold.
5. Durrett, R. (2012). Essentials of Stochastic
References: Processes. Springer.
1. R.V. Hogg, E.A. Tanis, D. Zimmerman, Probability and
Statistical Inference, 9 ed., Prentice Hall, 2015.
th
2. R.V. Hogg, J. W. McKean, T.C. Craig, Introduction to SIT2004 REGRESSION ANALYSIS
Mathematical Statistics, 7 ed., Prentice-Hall, 2013.
th
3. D. Wackerly, W. Mendenhall, R.L. Scheaffer, Simple linear regression: Estimation, hypothesis testing,
th
Mathematical and Statistics with Applications, 7 ed., analysis of variance, confidence intervals, correlation, the
Thomson, 2008. residuals, prediction. Model inadequacies, diagnostic,
heterogeneity of variance, nonlinearity, distributional
assumption, outliers, transformation. Selected topics
SIT2002 FURTHER MATHEMATICAL STATISTICS matrix theory and multivariate normal distribution: An
introduction to multiple linear regression.
The exponential family; sufficient, complete and ancillary
statistics; Minimum variance unbiased estimators; Sufficient Assessment:
statistics and best estimators; Bayesian estimation; Delta Continuous Assessment: 40%
method for asymptotic approximation; Distributions of Final Examination: 60%
special quadratic forms; One and two factors analysis of
variance; Linear regression theory and inference of Medium of Instruction:
parameters; Correlation analysis in bivariate normal English
distribution; Sequential probability ratio test.
Humanity Skill:
Assessment: CS2, CT3, LL2, EM1
Continuous Assessment: 40%
Final Examination: 60% References:
nd
1. Weisberg S. (1985). Applied Linear Regerssion, 2 ed.,
Medium of Instruction: Wiley.
English 2. Bowerman B. L. & O'Connel R.T. (1990). Linear
nd
Statistical Models, 2 ed., PWS-Kent.
Humanity Skill: 3. Myers, R.H. & Miltors J.S. (1991). A First Couse in the
CS3, CT3, TS2, LL2 Theory of Linear Statistical Models, PWS-Kent.
4. Montgomery, D.C., Peck, E. A. (1992). Introduction to
References: linear regression analysis, Wiley.
1. Hogg, R.V. & Craig, A.T. (1995). Introduction to 5. J.S. Milton, J.C. Arnold (2004). Introduction to
Mathematical Statistics (5th ed.). New York: Wiley. Probability and Statistics, McGraw-Hill.
2. Hogg, R. & Tanis, E. (2010). Probability and Statistical
Inference (8th ed.). USA: Pearson Education.
3. Bickel, P.J. & Doksum, K.A. (2001). Mathematical SIT2005 DATA ANALYSIS I
Statistics: Basic Ideas and Selected Topics, Vol.1 (2nd
ed.). Upper Saddle River, NJ: Prentice- Hall. Statistical Analysis for mean, variance, count and
4. Casella, G. & Berger, R.L. (2002). Statistical Inference proportion: Hypothesis testing, confidence interval and
(2nd ed.). Pacific Grove, CA: Thompson Learning. tests of independence.
Statistical analysis for regression and Correlation:
continuous response data, simple and multiple linear
SIT2003 STOCHASTIC PROCESSES model.
Definition and examples of stochastic processes. Statistical tests: Goodness of fit tests, ANOVA,
Introduction to simple random walk. Discrete time Markov Nonparametric test
Chains. Transition probability. Properties of class.
Transience and recurrence properties. Absorbing Assessment:
probability. Stationary distribution and limiting probability. Continuous Assessment: 50%
Some applications. Final Examination: 50%
Assessment: Medium of Instruction:
Continuous Assessment: 40% English
Final Examination: 60%
Humanity Skill:
Medium of Instruction: CS3, CT3
English

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