Mathematical Statistics 2

This course consists of the two modules STAS201 and STAS203 which must be passed separately.

 

 

 

STAS201

This module consists of 84 single lectures, 28 practicals and 28 tutorials during the first semester.

 

Pre-requisites

A previous pass in STAS101 and STAS102 and MATH104

 

Content

Basic probability concepts. Theory of continuous probability distributions. Expected values and MGF. Special continuous probability distributions: Uniform, Gamma, Exponential, Weibull, Pareto, and Normal. Theory of multivariate discrete and continuous distributions, Marginal and conditional distributions. Covariance and correlation. Theory of conditional expectation and conditional variance. Functions of Random variables: distribution function technique, transformation methods, MGF technique. Limiting distributions and stochastic convergence. CLT and applications. Sampling distributions: Chi-square, t, F, Beta distributions.

 

 

 

 

STAS202: Regression Analysis and Advanced Regression Topics (20 credits)

This module consists of 84 single lectures, 28 practicals and 28 tutorials during the second semester.

 

Pre-requisites

STAS/STATT101, STAS/STAT102, MATT102 OR STAV/STAE102, MATS101, MATS102 OR STAV/STAE102, MATT102

 

Content

1. Simple linear regression: The theoretical (mathematical) model, assumptions, estimation, coefficient of determination, prediction, regression through the origin.

2. Multiple linear regression: The model, assumptions, estimation, inferences. Polynomial regression, Second and higher order regression. Testing portions of a model. Stepwise regression. Models with qualitative and quantitative predictors. Model building. Regression pitfalls. Residual analysis. Piecewise regression. Inverse prediction. Weighted least squares regression. Qualitative response variables. Logistic regression. Log-Linear Models. Ridge regression. Robust regression. Model validation.

 

 

 

 

Statistics 2

Statistics 2 consists of the two modules STAS202 and STAS203 which must be passed separately.

 

STAS211: Probability, Distribution Theory and Estimation (20 Credits)

This module consists of 84 single lectures, 28 practicals and 28 tutorials during the first semester.

 

Pre-requisites

A previous pass in STAV101 - 102 and either MATA101 – 102 or MATH101 - 104.

 

Content

1. Probability concepts: Experiment, sample space and events.

2. Computing probabilities: Permutations and combinations. Conditional probability. Bayes' Theorem. Functions associated with random variables.

3. Special Discrete Distributions: Uniform, Bernoulli, Binomial, Hypergeometric, Poisson and Negative Binomial.

4. Special Continuous Distributions: Uniform, Exponential, Gamma, Chi-squared, Beta and Normal. Statistical Inference: Estimation and Hypothesis testing.