302315 (v.2) Mathematical Statistics 202

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Area:	Department of Mathematics and Statistics
Credits:	25.0
Contact Hours:	4.0
Lecture:	1 x 3 Hours Weekly
Workshop:	1 x 1 Hours Weekly
Prerequisite(s):	7062 (v.6) Mathematics 101 or any previous version AND 7149 (v.7) Principles of Statistics 101 or any previous version
Syllabus:	Probability theory, special univariate distributions, multivariate, marginal and conditional distributions, introduction to stochastic processes, Markov chain, expectation and generating functions, functions of random variables and derived distributions,random sums, convergence of random sequence, sampling distributions, basic methods of estimation (MLE and MME), unbiasedness and consistency, introduction to decision theory, Minimax approach and Bayes approach, structure of Bayes rule, complete class ofrules, construction of minimax rules, point and interval estimations as a decision problem, hypothesis testing as a decision problem.
Unit Outcomes:	This unit is designed to give you theoretical aspects of statistics. On successful completion of this unit you will be able to identify the role of probability theory in statistical methods. Gain in depth knowledge of some basic and advanced concepts in probability theory. Demonstrate an understanding of the basic probability concepts in modeling real life situations. Distinguish between the different types of probability distributions and their applicability in real world. Demonstrate knowledge of dealing with more than one random variables and their applications. Demonstrate basic knowledge in Bayesian Methods. Demonstrate knowledge of using computer simulation to study real world situations.
Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information.
Unit References:	Hoel, P.G., Port, S.C. & Stone, C.J. (1971) Introduction to Probability Theory Houghton Mifflin, Boston. Rice, John A. (1995) Mathematical Statistics and Data Analysis, Duxbury. Cassella, G., Berger, R.L. 1990 Statistical Inference Duxbury Press. Freund, John. (1992) Mathematical Statistics, Prentice Hall. Snell, Laurie (1988) Introduction to Probability, Random House/Birkhauser, New York. Dudewicz, E.J. & Mishra, S.N. (1988) Modern Mathematical Statistics, John Wiley. Feller, W. (1968) An Introduction to Probability and its Applications Volume 1, 3rd Edition.
Unit Texts:	Probability and Statistics (2002) 3rd edition Morris H. DeGroot and Mark J. Schervish. Addison Wesley.
Unit Assessment Breakdown:	Test (1) 10%. Assignment (2) 20%. Final Exam 70%. This is by grade/mark assessment.
Year Location Period Internal Area External Central External 2004 Bentley Campus Semester 2 Y