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MTL390 L0 Introduction

This document provides an introductory note for the MTL390: Statistical Methods course. It outlines the course plan, assessment structure, tutorials, and calendar. The course will cover probability distributions, parameter estimation, interval estimation, hypothesis testing, bivariate random variables, and non-parametric tests. Students will have four quizzes plus two minors worth 75% and a major exam worth 25% of the final grade. Tutorials will be held in two groups with tutorial teachers to discuss problems and questions. The calendar provides the dates for classes, quizzes, minors, and tutorials over the semester.

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106 views12 pages

MTL390 L0 Introduction

This document provides an introductory note for the MTL390: Statistical Methods course. It outlines the course plan, assessment structure, tutorials, and calendar. The course will cover probability distributions, parameter estimation, interval estimation, hypothesis testing, bivariate random variables, and non-parametric tests. Students will have four quizzes plus two minors worth 75% and a major exam worth 25% of the final grade. Tutorials will be held in two groups with tutorial teachers to discuss problems and questions. The calendar provides the dates for classes, quizzes, minors, and tutorials over the semester.

Uploaded by

Gaurav Great
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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MTL390: Statistical Methods

Lecture 00
Introductory Note

Niladri Chatterjee
Dept. of Mathematics

1
Introductory Note

Marking Scheme:

Four Quiz Plus Two Minors: 75 Marks

Each will be of 15 Marks - MCQ / MSQ Type Best five will be considered

No request for Re-Quiz or Re-exam will be entertained


All dates are announced – so take care of yourself

Major: 25 Marks

Grading is relative:
The lower bound for A may be > 80 and Lower Bound for D May be > 30.
Calendar
Jan: 4 5 9 11 12 16 18 19Q 23 25 28 30
Feb: 1 2 (4 Extra online)
Minor 1 (6 – 9 Feb )
Feb: 13 15 16 (18 Extra online) 20 22 23Q 27
Mar: 1 2 (4 Extra) 13 15 16Q 20 22
Minor 2 (23-26 Mar)
Mar: 27 29
Apr: 3 5 6 (9 Extra) 10 12 13Q 17 19 20 24 26 27
Tutorials and Tutorial Teachers
• We shall have tutorials in two groups
• Tutorial problems will be discussed in these two classes.
• Students should come prepared with their doubts/questions
• If rooms of suitable size are not available, we may have to go to
online mode.

Tutorial Teachers: Let us fix the tutorial Timings:


1. Kushagri Tandon
2. Mainak Chakraborty
3. Snehil Grandhi
4. Gaddam Kaushik Sanjeev
Course Plan

1. Quick Revision of Basic Probability & different Distributions with properties


Discrete: Bernoulli, Uniform, Binomial, Geometric, Poisson, Hypergeometric ,
Negative Binomial
Continuous: Uniform, Exponential, Normal, Cauchy, Chi-sq, Gamma, Weibull

Properties: pmf, pdf, cdf, Expectation, Variance, MGF, Characteristic Function,


Fisher’s Information
Course Plan

2. Advanced Distributions: Student’s T, F, Beta1, Beta2


To be viewed as functions of two random variables
Course Plan

3. Introduction to Sampling and Sampling Distribution and Order Statistics


Apart from mean and Variance there are important
parameters: Median, Range, percentiles

Order statistics is about their distribution


Course Plan

4. Estimation of Parameters and Cramer-Rao Inequality

Parameter Estimation is most important task of Statistical inference


Samples give only estimations of population parameters
What should be the properties of Good estimators ?
Cramer-Rao provide a lower bound of variance of an unbiased estimator
Course Plan

5. Interval Estimation and Testing of Hypothesis

Estimation can be of two types:

a) Point Estimate
b) Interval Estimate – Here we try to find a confidene interval
for the predicted value of the parameters.

c) In ToH we check if the sample gives enough evidence in support


of a hypothesis that we make for the distribution parameters.
Course Plan

6. BiVariate Random Variable. Focus on Bivariate Normal.

Bi-Variate Regression
Course Plan

7. Non-Parametric tests

Parametric Estimation makes sense only if we have the


probabilistic model of the phenomenon. If no such model
exists and/or the values are non-numeric we may have to
resort to non-parametric estimation
Thank You

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