Department of Mathematics and Physics College of Arts and Sciences University of Qatar Course Syllabus Components STAT 351 Mathematical Statistics Spring 2010 By Adil Yousif, Ph. D. Introduction to Probability Adil Yousif Course Information Course Name: Mathematical Statistics Course Number: STAT 351 Credit Hours: 3 Credit hrs Prerequisites: STAT 251. Required Textbook: Miller, I & Mille: Freund’s Mathematical Statistics, 7th Ed., Prentice Hall Inc. Upper Saddle River, NJ 07458, ISBN 0-13-123613-X, (1999) Faculty Information Name: Adil Yousif, Ph. D. Program: Statistics Telephone: 4852163 E- Mail: aeyousif@qu.edu.qa Website: http://faculty.qu.edu.qa/ayousif/ Office Number: 207E (Corridor 5) Office Hours: 10:00 -11:00 a.m. (Mon., Wed., & Thurs) or by appointment Course Description 2 Sampling Distributions: Distribution of mean and variance. t, , and F distributions. Central limit theorem. Theory of Point Estimation: Unbiasedness. Consistency. Sufficiency. Exponential family of distributions. Completeness. Uniformly minimum variance unbiased estimation. Lower bounds of the variance of unbiased estimators. Information. Efficiency of an estimator. Methods of Estimation: Maximum likelihood method. Moments' method. Least squares method. Introduction to interval estimation: Pivotal quantity. A General method for confidence intervals. Large sample confidence interval. Test of hypotheses: Basic concepts. Most powerful test. Neyman-Pearson lemma. Uniformly most powerful test. Uniformly most powerful unbiased test. Likelihood ratio test. Sequential tests. Introduction to the Bayesian Method of estimation: Basic concepts. Point estimates. Interval estimation. Bayesian method in hypotheses testing. Course Objectives To acquaint students with some basic statistical tools needed to develop some statistical theorems and applications. Course Syllabus Components -1- Academic Year 2008/2009 Mathematical Statistics Adil Yousif To familiarize students with methods of statistical inference under various probability models and how to apply them. To broaden the foundation of the student to be ready for advanced probability courses. Student Learning Outcomes Enable students to understand tools need to develop theoretical statistics. Students will be familiarized with different probability models. Students will be able to understand and implement basic statistical inference techniques. Students will be able to recognize basic sampling distributions. Students will be familiarized with introductory Bayesian statistics. Content Distribution Topics Weeks Revision of Probability Distribution and Densities Chapter 7: Functions of Random Variables Assignments 1 2-3 Chapter 8: Sampling Distribution, Chi-square, t-Distribution, FDistribution and order statistics. Assignments 1&2 Assignment 3 4-7 Test 1 Chapter 10: Point Estimation, Unbiasness, Efficiency, Sufficiency, Consistency, m.l.e. and Bayesian Estimation. Chapter 11, Interval Estimation 8-10 Assignment 4 Assignment 5 10-11 Test II Chapter 12 & 13: Testing Hypotheses Involving Mean, Variance and Proportions. Final Exam (comprehensive) 12-13 Assignment 6 14 Final Delivery Methods Class participation is encouraged and may be assessed for extra credit. Small group during in-class assignment is encouraged to emphasize learning from and with others (pears education philosophy). H. W. is encouraged to be discussed in groups however individual responsibility and presentation of one or two problems in class are expected. Students should visit the Blackboard (Bb) on regular bases for more instructions and materials. (assignment will be displayed on Bb only) Learning Resources and Media The primarily resources for this course are: The Text Book The classroom notes and materials passed out in class Material displayed in the Bb References listed at the end of this syllabus Course Syllabus Components -2- Academic Year 2009/2010 Mathematical Statistics Adil Yousif Assessment Policy and Tools The course evaluation will be based on two tests (20% each), a comprehensive final (40%), quizzes (10%), homework and in-class assignments (10%).Homework assignments will be given occasionally and collected in class on the due date. A letter grade will be assigned based on the following scale Percent Grading Scale 90 - 100 85 - 89 80 – 84 75 - 79 70 – 74 65 – 69 60 - 64 59 - 0 Letter Grad A B+ B C+ C D+ D F Final Exam and Tests: Test I Test II Wednesday, June 9, 2010, at 8:00 – 10:00 a.m. Monday, March 29, 2010 Monday, May 03, 2010 Final Exam Matrix of Objectives and Outcomes OBJECTIVES To acquaint students with some basic statistical tools needed to develop some statistical theorems and applications To familiarize students with methods of statistical inference under various probability models and how to apply them. To broaden the foundation of the student to be ready for advanced probability courses. Course Syllabus Components LEARNING OUTCOMES Assessment Tools Exams Enable students to Assignments understand tools need to develop theoretical statistics. Students will be familiarized with different probability models. Exams Assignments Students will be able to understand and implement basic statistical inference techniques. Students will be able to Exams recognize basic Assignments sampling distributions. -3- Academic Year 2009/2010 Mathematical Statistics Adil Yousif Assignments Rubric Total Score (20) CATEGORY Organization Information is very organized with well-constructed paragraphs and subheadings. 4 Information is organized with well-constructed paragraphs. 3 2 Information is organized, but paragraphs are not well-constructed. 1 Amount of Information All topics are addressed and all questions answered with at least 2 sentences about each. All topics are addressed and most questions answered with at least 2 sentences about each. All topics are addressed, and most questions answered with 1 sentence about each. One or more topics were not addressed. Mechanics No grammatical, spelling or punctuation errors. Almost no grammatical, spelling or punctuation errors A few grammatical spelling or punctuation errors. Many grammatical, spelling, or punctuation errors. Diagrams & Illustrations Diagrams and illustrations are neat, accurate and add to the reader's understanding of the topic. Diagrams and illustrations are accurate and add to the reader's understanding of the topic. Diagrams and illustrations are neat and accurate and sometimes add to the reader's understanding of the topic. Diagrams and illustrations are not accurate OR do not add to the reader's understanding of the topic. The information appears to be disorganized. 8) Test Policy: Tests will be administered on the schedule dates as posted in the syllabus unless the whole class agreed and signed a sheet to change the test date for a period of one week within the posted date. No make up exam under any condition. If a student misses a test and provides documents for genuine reasons the percentage of that test will be distributed over other tests, (class work, home work assignments and lab project will not get part of these points). If a student shows continuous progress through out the semester, the higher scores towards the ends may get extra weights. If you have a preplanned trip overlapping with a test date e-mail me a description of the trip, phone calls are NOT accepted. Course Syllabus Components -4- Academic Year 2009/2010 Mathematical Statistics Adil Yousif Learning Activities and Tasks Students should be held responsible for their own ongoing learning process such as: class attendance, Homework assignments and lab assignments, Final Project, Presentation, Tests and Final Exam. Regulations Attendance is mandatory and students with absence of more than 25% will be deprived from taking final exam which result in a failing grade. Plagiarism and cheating are not tolerated and any student caught will be subject to the university regulations; Late or missed assignments will have a zero score; Using of cell phones in class is prohibited and may results in dismissal from class. P.S. Students with special needs are eligible for further help according to their needs. Please arrange with me if you need such help References and Additional Resources 1. Introduction to Probability, Hog and Crag 2. Introduction to Statistics and Probability, Mood and Grabble 3. Mathematical Statistics With Application, Wackerly, Mendenhall, and Schaeffer Course Syllabus Components -5- Academic Year 2009/2010