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Stella Maris Test 1

This course outline covers Probability and Statistics II, a 3-credit semester course at the University of Liberia. The course provides an in-depth study of statistical inference, including estimators, hypotheses testing, multivariate estimation, chi-square tests, linear models, and analysis of variance. Students will gain skills in significance testing, point estimation, confidence intervals, and working with distributions like binomial, normal, gamma and t-distributions. They will also learn to apply moment generating functions, test statistical hypotheses, and use Kolmogorov-Smirnov goodness of fit tests.

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107 views3 pages

Stella Maris Test 1

This course outline covers Probability and Statistics II, a 3-credit semester course at the University of Liberia. The course provides an in-depth study of statistical inference, including estimators, hypotheses testing, multivariate estimation, chi-square tests, linear models, and analysis of variance. Students will gain skills in significance testing, point estimation, confidence intervals, and working with distributions like binomial, normal, gamma and t-distributions. They will also learn to apply moment generating functions, test statistical hypotheses, and use Kolmogorov-Smirnov goodness of fit tests.

Uploaded by

Michael Gboneh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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DEPARTMENT OF MATHEMATICS

COLLEGE OF SCIENCE AND TECHNOLOGY


UNIVERSITY OF LIBERIA
CAPITOL-HILL, MONROVIA

MATH 404: (PROBABILITY AND STATISTICS II) COURSE OUTLINE


PRE-REQUISITE: MATH 305 CREDIT: 3hrs/semester

COURSE OVERVIEW
Theory and methods of statistical inference including estimators, statistical hypotheses,
multivariate estimation, chi-square tests, linear models, analysis of variance and statistical
software. The student should gain a solid foundation in the following fields of statistical
inference: significance test, point estimation and confidence intervals.

1.0 ESTIMATION
1.1 Maximum, likelihood estimators
1.2 Unbiased estimators
1.3 Point estimates
1.4 Properties of point estimates
1.5 Minimum variance estimators
1.6 Sufficient statistics

2.0 MULTIVARIATE DISTRIBUTION


2.1 Definition
2.2 Joint bivariate probability distributions
2.3 Joint cumulative density function
2.4 Marginal distributions
2.4.1 Definition
2.4.2 Marginal distribution of continuous random variables
2.4.3 Marginal distribution of discrete random variables
2.5 Conditional distribution
2.5.1 Conditional distribution of discrete random variables
2.5.2 Conditional distribution of continuous random variables
2.6 Stochastic independence of random variables: theorems of independence
2.7 Numerical characteristic of random variables
2.7.1 The mathematical expectation of a random variable
2.7.2 The expectation of a function of random variables
2.7.3 Properties of the main (expectation of a random variable)
2.8 Limit theorem
2.8.1 The central limit theorem (CLT)
2.8.2 Markov’s inequality and Chebyshev’s inequality
2.8.3 Absolute values
2.8.4 The law of large numbers
2.9 Conditional expectation
2.10 Conditional expectation of functions of random variables
2.11 Conditional variance
2.12 Covariance of random variables
2.13 Correlation coefficient of two random variables

3.0 MOMENTS AND THEIR GENERATING FUNCTIONS


3.1 Moments about the origin: raw moments
3.2 Central moments
3.3 Functions of generating moments
3.3.1 Probability generating functions
3.3.2 Moments generating functions
3.4 Characteristic functions
3.4.1 Obtaining moments from characteristic functions
3.4.2 Theorems of characteristic functions
3.4.3 The concepts of central limit theorem.

4.0 SPECIAL DISTRIBUTION FUNCTIONS


4.1 The uniform distribution
4.2 The rectangular distribution
4.3 Bernoulli distribution
4.4 Binomial distribution
4.5 Multinomial distribution
4.6 Count data (outcomes)
4.6.1 Poisson distribution
4.7 Geometric distribution
4.8 Hyper geometric distribution
4.9 Negative binomial
4.10 Normal & standard normal
4.11 Gamma function and gamma distribution
4.12 Exponential and negative exponential distribution
4.13 Chi-square distribution
4.14 Beta type I distribution
4.15 T – distribution
4.16 Fisher’s F – distribution

5.0 DISTRIBUTION OF FUNCTIONS OF RANDOM VARIABLES


5.1 Definition
5.2 The cumulative distribution function technique
5.3 The moment generating function
5.4 The transformation (or change of variables) technique
5.5 Convolution of sets of random variables

6.0 TEST OF STATISTICAL HYPOTHESIS


6.1 Test of variances and differences of means
6.2 Power
6.3 Test for randomness
6.4 Kolmogorox-Smirnov goodness of fit test.

TEXTBOOK: Probability and Statistics for Engineers and Scientist, 4th edition, by
Anthony Hayter. Published by Brooks/Cole (2012).

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