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.



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


This page maintained by Dr. S. Dharmaraja mailto:dharmar@maths.iitd.ac.in and last updated Sunday, Jan. 24, 2021.