DEPARTMENT OF MATHEMATICS

MTL 390 (Statistical Methods)

II Semester 2016-17

4 Credits (3-1-0)

Lecture Classes: Monday and Thursday between 9:30 AM and 10:50 AM in LH 510.

Tutorial Classes: Wednesday and Thursday between 1:00 PM and 2:00 PM in III 342.

Prerequisite: MTL 106 (Introduction to Probability and Stochastic Processes)

Overlap: MTL 108 (Introduction to Statistics)

For the students who registered II Semester 2016-17, Re Major (for both I grade and E Grade) is scheduled on July 28th, 2017 (Friday) between 12 noon and 2 PM. Venue will be MZ 195, Committee Room, Department of Mathematics.

 

INFORMATION SHEET

Basic concepts and Data Visualization: Measures of central tendency, Dispersion, Skewness, Kurtosis, Data Representation using Histogram, Pie Chart, Boxplot, Biplot, multi-dimensional Scaling etc.;

Revision of Probability Distribution: Emphasis on Normal, Chi-Square, Studentís T, F distributions;

Order Statistics: Different Order Statistics and their single and joint Distribution;

Sampling Distribution of Mean, Variance;

Random Number Generation: Generation of Random Numbers following certain distributions;

Theory of Estimation (Point and Interval) Properties of an estimator, MVUE, BLUE, Cramer-Rao Inequality, Rao-Blackwell Theorem;

Testing of Hypothesis: Mean and Variance, Confidence Interval, Neyman-Pearson Lemma; Non-Parametric Methods Run Tests, Rank Tests, Signed Rank Tests, Kruskal Wallis Test, Kolmogorov-Smirnov Test etc.;

Regression Analysis Linear Regression, Multiple Regression, Logit, Probit, Regression;

Time Series Analysis: Time Series Decomposition, Smoothing and Moving Averages, ARIMA Models;

(No. of Lectures - 42)

 

Main Text Books

 

1.      Rudolf J. Freund, Donna Mohr and William J. Wilson, Statistical Methods, Academic Press, 3rd edition, 2010.

2.      Anthony Hayter, Probability and Statistics for Engineers, Cengage, Learning, 4th edition

2012.

3.      A. M. Gun, M. K. Gupta B. Dasgupta, Fundamentals of Statistics, Vol. 1, World Press, 2008.

2012.

4.      Vijay K. Rohatgi and A.K. Md. Ehsanes Saleh, Dasgupta, An Introduction to Probability and Statistics, John Wiley, edition, 3rd edition, 2015.

Reference Books

 

1.      Introductory Probability and Statistical Applications, Paul L. Meyer, Addison-Wesley, 1966.

2.      Sheldon Ross, Introduction to Probability and Statistics for Engineers and Scientists, 5th Edition, Academic Press, 2014.



Assignment No. 1



Assignment No. 2



Assignment No. 3



Table Values provided by Prof. Demetris Athienitis



Tutorial Sheets

Note: It seems, some students found that the answers provided for few problems in the following tutorial sheets are not correct. Please let me know these errors by email.

Tutorial Sheet 1 Answer


Tutorial Sheet 2 Answer


Tutorial Sheet 3 Answer


Tutorial Sheet 4 Answer


Tutorial Sheet 5 Answer


Tutorial Sheet 6 Answer


Tutorial Sheet 7 Answer



 

 

Scheme of Evaluation

 

Two Minor Tests of 20 Marks each

2X 20

40

One Major Examination

1 X 40

40

Two assignments of 5 Marks each (Deadline before Minor Tests starting date)

2X 5

10

One assignment of 10 Marks (Deadline before Major Exam starting date)

1X 10

10

 

Total

100

 

 

IMPORTANT INFORMATION

         Students are encouraged to contact the Course Coordinator or Tutorial Teachers for any difficulties regarding the course.

         Only those students who could not appear for one of the minor tests due to medical reasons are eligible for the make-up examination which will be conducted before the major examination. However, submission of a valid medical certificate adhering to the institute norms is mandatory.

         The evaluated minor answer books will be returned to the students and they must retain with them as a proof of the marks secured.

INFORMATION about the Instructor

 

Name

Room No.

Phone No.

Email

S Dharmaraja

MZ 161

7104

dharmar@maths.iitd.ac.in

 

INFORMATION about the Tutorial Teachers

 

Name

Room No.

Phone No.

Email

Nitu Sharma

----

---------

maz158146@maths.iitd.ac.in††††††††

 

 

Students can join the discussion forum in

 

Students can join the discussion forum in https://www.facebook.com/MTL390StatisticalMethods-218596208565464/

 

See Course Website: http://web.iitd.ac.in/~dharmar/MTL390/main.html for further details.

 

 

 

 

 

(S Dharmaraja)

COURSE COORDINATOR

 

This page maintained by Dr. S. Dharmaraja mailto:dharmar@maths.iitd.ac.in and last updated Monday, July 24, 2017.