620-202 Statistics

Students may gain credit for only one of 620-202 and [01]620-204.

Passing 620-202 precludes subsequent credit for 620-152 or 620-160.

620-201 or [01]620-203.

This subject introduces the fundamental concepts of mathematical statistics, the theory underlying statistical inference and the basic principles of experimental design. Students should develop the ability to carry out a range of probability calculations and to carry out standard statistical analyses. This subject demonstrates the breadth of application of probability and statistics, the importance of the underlying mathematical theory of statistics and the application of computer software in probability calculations, simulation and statistical analysis.

Random sampling topics include properties of random samples; review of descriptive statistics; distributions of statistics, in particular sample mean and sample frequencies; and distribution of sample mean and sample variance for sampling from a normal distribution. Estimation topics include estimation of parameters of probability distributions; point estimation and interval estimation; methods of estimation, method of moments, maximum likelihood estimation, confidence intervals and prediction intervals; likelihood intervals; introduction to Bayesian methods; hypothesis testing; likelihood ratio tests; the theory and applications of the general linear model; regression problems; analysis of one-way and two-way classifications; analysis of standard statistical experiments; and basic principles of experimental design.

Weekly written homework problems totalling up to 30 pages (10%); a written assignment of up to 20 pages due mid-semester (10%); a 3-hour written examination in the examination period (80%).