MA4106 : Statistics II (Autumn 2020) | Academic Portal of IISER Kolkata

Details of MA4106 (Autumn 2020)

Level: 4

Type: Theory

Credits: 4.0

Course Code	Course Name	Instructor(s)
MA4106	Statistics II	Satyaki Mazumder

Preamble
This is a course with significant Lab component.

Syllabus
Simulation: Simulation technique for non-standard distributions including c², t and F distributions (central as well as non-central). Inference: MLE, drawbacks of method of moment estimation, EM algorithm, Estimation of linear model (with multicollinearity and multiple regression), exact tests for discrete and continuous (specially non-normal) distributions, interval estimation, c² and KS goodness-of-fit test, frequency c² and its use in testing of hypothesis (contingency table), test for r.

Syllabus

Simulation: Simulation technique for non-standard distributions including c², t and F distributions (central as well as non-central).

Inference: MLE, drawbacks of method of moment estimation, EM algorithm, Estimation of linear model (with multicollinearity and multiple regression), exact tests for discrete and continuous (specially non-normal) distributions, interval estimation, c² and KS goodness-of-fit test, frequency c² and its use in testing of hypothesis (contingency table), test for r.

Prerequisite
Statistics I (MA3205)

References
Casella, G. and Berger, R.L., Statistical Inference, Thomson Brooks/Cole. Friedman, J., Hastie, T. and Tibshirani, R., The Elements of Statistical Learning, Springer. Kundu, D. and Basu, A., Statistical Computing: Existing Results and Recent Trends, Narosa Publishing House. Ross, S.M., Introduction to Probability Models, Elsevier.

Course Credit Options

Sl. No.	Programme	Semester No	Course Choice
1	IP	1	Not Allowed
2	IP	3	Not Allowed
3	IP	5	Not Allowed
4	MR	1	Not Allowed
5	MR	3	Not Allowed
6	MS	5	Not Allowed
7	MS	7	Elective
8	MS	9	Not Allowed
9	RS	1	Elective
10	RS	2	Elective

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Details of MA4106 (Autumn 2020)

Course Credit Options