DEPARTMENT
OF MATHEMATICS
MTL
390 (Statistical Methods)
II Semester 201617
4
Credits (310)
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)
INFORMATION
SHEET
Basic
concepts and Data Visualization: Measures of central tendency, Dispersion, Skewness, Kurtosis, Data Representation using Histogram, Pie
Chart, Boxplot, Biplot, multidimensional Scaling
etc.;
Revision
of Probability Distribution: Emphasis on Normal, ChiSquare, Student’s 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,
CramerRao Inequality, RaoBlackwell Theorem;
Testing
of Hypothesis: Mean and Variance, Confidence Interval, NeymanPearson
Lemma; NonParametric Methods Run Tests, Rank Tests, Signed Rank Tests, Kruskal Wallis Test, KolmogorovSmirnov 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, 3^{rd} edition, 2010.
2.
Anthony
Hayter, Probability and Statistics for Engineers, Cengage, Learning, 4^{th} 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, AddisonWesley, 1966.
2.
Sheldon Ross, Introduction to Probability and Statistics for Engineers and Scientists, 5th Edition, Academic Press, 2014.
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
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 makeup 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/MTL390StatisticalMethods218596208565464/
See
Course Website: http://web.iitd.ac.in/~dharmar/MTL390/main.html
for further details.
(S Dharmaraja)
COURSE
COORDINATOR