DEPARTMENT
OF MATHEMATICS
MTL
390 (Statistical Methods)
II Semester 2020-21
4
Credits (3-1-0)
Lecture Classes: Tuesday, Thursday and Friday between 11:00 AM and 11:50 AM online.
Tutorial Classes: Wednesday and Thursday between 1:00 PM and 2:00 PM online.
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, multi-dimensional Scaling
etc.;
Revision
of Probability Distribution: Emphasis on Normal, Chi-Square, 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,
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.
Introduction to Statistical Methods, Design of Experiments and Statistical Quality Control,
Selvamuthu Dharmaraja, Dipayan Das, Springer, 2018.
2.
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. 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
3.
A.
M. Gun, M. K. Gupta B. Dasgupta, Fundamentals of
Statistics, Vol. 1, World Press, 2008.
4.
Sheldon Ross, Introduction to Probability and Statistics for Engineers and Scientists, 5th Edition, Academic Press, 2014.
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