Page 135 - Handbook Bachelor Degree of Science Academic Session 20202021

Faculty of Science Handbook, Academic Session 2020/2021

SIT2006 NON-PARAMETRIC STATISTICS SIT3002 INTRODUCTION TO MULTIVARIATE
ANALYSIS
Statistical hypotheses, binomial test, runs test, sign test,
contingency tables, median test, chi-square Goodness of Fit The use/application of multivariate analysis. Managing and
test, median test, some methods based on ranks. handling multivariate data. Matrix theory. Random vectors
and matrices. Multivariate normal distribution. Wishart
Assessment: distribution and Hotellings distribution. Selected topics from
Continuous Assessment: 40% graphical methods, regression analysis, correlation, principal
Final Examination: 60% components, factor analysis, discriminant analysis and
clustering methods.
Medium of Instruction:
English Assessment:
Continuous Assessment: 40%
Soft Skills: Final Examination: 60%
CS2, CTPS2, EM2
Medium of Instruction:
References: English
1. W. W. Daniel. (1990). Applied nonparametric statistics
nd
(2 ed.). PWS-Kent. Soft Skills:
2. J. D.Gibbons. (1985). Nonparametric methods for CS2, CTPS3
quantitative analysis. Columbus: American Science
Press. References:
3. W. J. Conover. (1980). Practical nonparametric 1. Johnson, K. A., & Wichern, D. W. (2002). Applied
th
statistics. Wiley. multivariate analysis (5 ed.). Upper Saddle River, NJ:
4. M. Kraska-Miller. (2014). Nonparametric statistics for Prentice-Hall International.
social and behavioral sciences. CRC Press Taylor & 2. Chatfield, C., & Collins, A. J. (1980). An introduction to
Francis Group. multivariate analysis. Chapman & Hall.
3. Anderson, T. A. (1984), An introduction to multivariate
nd
statistical analysis (2 ed.). New York: John Wiley.
SIT3001 INTRODUCTION TO PROBABILITY THEORY
SIT3003 COMPUTER INTENSIVE METHODS IN
An introduction to concepts and fundamentals of measure STATISTICS
theory essential for a rigorous approach to the basics of
probability. Computer generation of uniform and non-uniform random
variables. Monte Carlo evaluation of integrals. Bootstrap and
Sequences and series of functions and sets, convergence, jackknife methods. Variance reduction techniques.
limit infimum and limit supremum. Expectation-Maximization algorithm. Markov Chain Monte
Carlo methods.
Rings and algebras of sets, construction of a measure.
Measurable functions and their properties, Egorov's Assessment:
theorem, convergence in measure. Lebesgue integral, its Continuous Assessment: 40%
elementary properties, integral and sequences, Fubini Final Examination: 60%
theorem.
Medium of Instruction:
Probability space and measure. Random variables. English
Independence. Sums of random variables. Borel-Cantelli
Lemma. Convergence in distribution, in probability and Soft Skills:
almost surely; Weak and Strong Laws of Large Numbers, CS3, CTPS3
Central Limit Theorem. Law of Iterated Logarithm.
Generating functions: characteristic functions, moment References:
generating functions. 1. Ross, S. M. (2002). Simulation (3 ed.). Academic
rd
Press.
Assessment: 2. Roberts, C.P., & Casella, G. (1999). Monte Carlo
Continuous Assessment: 40% statistical methods. Springer.
Final Examination: 60% 3. Dagpunar, J. S. (2007). Simulation and Monte Carlo.
Wiley.
Medium of Instruction: 4. Gentle, J. E., Härdle, W. K., & Mori, Y. (2012) Handbook
English of computational statistics: Concepts and Methods.
Springer.
Soft Skills:
CS3, CTPS3
SIT3004 APPLIED STOCHASTIC PROCESSES
References:
rd
1. Billingsley, P. (1995). Probability and measure (3 ed.). Time reversible Markov chains. Poisson processes.
New York: John Wiley. Continuous-time Markov chains and birth and death
2. Durrett, R. (2010). Probability: Theory and examples processes. Brownian motion. Application to real-world
th
(4 ed.). Cambridge: Cambridge University Press. phenomena, such as in finance.
3. Rosenthal, J. S. (2006). A first look at rigorous
nd
probability theory (2 ed.). Singapore: World Scientific Assessment:
Publishing Company. Continuous Assessment: 40%
4. Wade, W. (2017). An introduction to analysis. (4 ed.). Final Examination: 60%
th
England: Pearson.
Medium of Instruction:
English

134