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Faculty of Science Handbook, Session 2019/2020
Assessment: References:
Continuous Assessment: 40% 1. Lefebvre, M. (2007). Applied stochastic processes.
Final Examination: 60% Springer.
2. Ross, S. M. (2007). Introduction to probability models
Medium of Instruction: (9 ed.). Academic Press.
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English 4. Jones, P. W. (2001). Stochastic processes: An
introduction. Arnold.
Soft Skills: 5. Durrett, R. (2012). Essentials of stochastic
CS3, CTPS3 processes. Springer.
References:
1. R. V. Hogg, E. A. Tanis, & D. Zimmerman. (2015). SIT2004 REGRESSION ANALYSIS
Probability and statistical inference (9 ed.). Prentice
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Hall. Simple linear regression: Estimation, hypothesis testing,
2. R. V. Hogg, J. W. McKean, & T.C. Craig. (2013). analysis of variance, confidence intervals, correlation, the
Introduction to mathematical statistics (7 ed.). residuals, prediction. Model inadequacies, diagnostic,
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Prentice-Hall. heterogeneity of variance, nonlinearity, distributional
3. D. Wackerly, W. Mendenhall, R. L. Scheaffer. (2008). assumption, outliers, transformation. Selected topics on
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Mathematical and statistics with applications (7 ed.). matrix theory and multivariate normal distribution: An
Thomson. introduction to multiple linear regression.
Assessment:
SIT2002 FURTHER MATHEMATICAL STATISTICS Continuous Assessment: 40%
Final Examination: 60%
The exponential family; sufficient, complete and ancillary
statistics; Minimum variance unbiased estimators; Sufficient Medium of Instruction:
statistics and best estimators; Bayesian estimation; Delta English
method for asymptotic approximation; Distributions of
special quadratic forms; One and two factors analysis of Soft Skills:
variance; Linear regression theory and inference of CS2, CTPS3, EM1
parameters; Correlation analysis in bivariate normal
distribution; Sequential probability ratio test. References:
nd
1. Weisberg S. (1985). Applied linear regerssion (2 ed.).
Assessment: Wiley.
Continuous Assessment: 40% 2. Bowerman B. L., & O'Connel R.T. (1990). Linear
nd
Final Examination: 60% statistical models (2 ed.). PWS-Kent.
3. Myers, R.H., & Miltors J.S. (1991). A first couse in the
Medium of Instruction: theory of linear statistical models. PWS-Kent.
English 4. Montgomery, D.C., & Peck, E. A. (1992). Introduction to
linear regression analysis. Wiley.
Soft Skills: 5. J.S. Milton, & J.C. Arnold (2004). Introduction to
CS3, CTPS3, TS2, LL2 probability and statistics. McGraw-Hill.
References:
1. Hogg, R.V., & Craig, A.T. (2013). Introduction to SIT2005 DATA ANALYSIS I
mathematical statistics (7 ed.). New York: Wiley.
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2. Hogg, R. V., & Tanis, E. (2010). Probability and Statistical Analysis for mean, variance, count and
statistical inference (8 ed.). USA: Pearson Education. proportion: Hypothesis testing, confidence interval and
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3. Bickel, P.J., & Doksum, K.A. (2001). Mathematical tests of independence.
statistics: Basic ideas and selected topics (Vol.1) (2 Statistical analysis for regression and Correlation:
nd
ed.). Upper Saddle River, NJ: Prentice- Hall. continuous response data, simple and multiple linear
4. Casella, G., & Berger, R.L. (2002). Statistical Inference model.
nd
(2 ed.). Pacific Grove, CA: Thompson Learning.
Statistical tests: Goodness of fit tests, ANOVA,
Nonparametric test
SIT2003 STOCHASTIC PROCESSES
Assessment:
Definition and examples of stochastic processes. Continuous Assessment: 50%
Introduction to simple random walk. Discrete time Markov Final Examination: 50%
Chains. Transition probability. Properties of class.
Transience and recurrence properties. Absorbing Medium of Instruction:
probability. Stationary distribution and limiting probability. English
Some applications.
Soft Skills:
Assessment: CS3, CTPS3
Continuous Assessment: 40%
Final Examination: 60% References:
1. Tibco Spotfire S-Plus Guide to Statistics (Vol. 1).
Medium of Instruction: (2008). TIBCO Software Inc.
English 2. Mann, Prem. S. (2003). Introductory statistics. John
Wiley & Sons.
Soft Skills: 3. Siegel, A.W., & Morgan, C.J. (1998). Statistics and
CS3, CTPS3 data analysis. John Wiley & Sons.
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