1.30811 PROBABILITY & SAMPLING DISTRIBUTIONS

Review of the basic concepts of probability and random variables. Special probability distributions: Discrete uniform, Bernoulli, binomial, negative binomial, geometric, hyper-geometric, and Poisson distributions and their properties. Special probability densities: continuous uniform, gamma, exponential, beta, Erlang, Weibull, Cauchy and normal distribution and their properties. Binomial approximation to Poisson and normal distribution. Sampling distributions: Functions of random variables, transformation of random variables, , Student's t and Snedecor's F distributions and their properties. Central limit theorem. Computation of probabilities for various probability distributions using appropriate statistical softwares and calculators.

Contact hours:

Four lectures/tutorials and one computer lab per week.

Assessment:

Two tests (25%), approximately 4 assignments (15%) and final exam (60%).

Prerequisite: 1.20812

Text:

Freund, J. E. & Walpole, R. E., 1984, Mathematical Statistics, Prentice-Hall, N.Y.

Triola, B. C., 1989, Elementary Statistics, 4th ed., Benjamin Cummings, New York