B4.

1-R3: COMPUTER BASED STATISTICAL &

NUMERICAL TECHNIQUES
Lectures 60
Practical / tutorials 60
Total 120

Detailed Syllabus

I. Numerical Techniques (15 Hrs)

1. Data Representation (2 Hrs.)

Fixed point numbers, Floating point numbers, Finite Data representation.

2. Systems of Linear Algebraic Equations (7 Hrs.)

Matrix equation, Methods of triangular matrices, Cramer's rule, Gauss elimination with
row pivoting, Jacobi and Gauss-Seidel iterations.

3. Interpolation (3 Hrs.)

Lagrange interpolation, Newton's general interpolating formula.

4. Numerical Integration (3 Hrs.)

Trapezoidal rule, Simpson's rule

II. Statistical Techniques (45 Hrs.)

5. a. Probability Theory I (5 Hrs.)

Sample spaces, Events, Rules of probability, Conditional probability,

Independent events, Baye's Theorem, Probability distributions, Continuous
random variables, Probability density functions, Expected value of a random
variable, Moment, Moment generating functions, Product Moments, Covariance

b. Probability Theory II (5 Hrs.)

Multivariate distributions, Marginal distributions, Conditional distributions

 6. Special Probability Distributions (10 Hrs.)

Bernoulli distribution, Binomial distribution, Poisson distribution, Geometric distribution,

Uniform distribution, Exponential distribution, Gamma distribution, Chi-square distribution,
Normal distribution, Bivariate Normal distribution

7. Sampling Distributions (9 Hrs.)

Distribution of the mean, Distribution of the mean: finite population, Chi-square

distribution, t-distribution, F-distribution, Order statistics, Central Limit Theorem,
Algorithmic computation of statistical parameters

8. Estimation (6 Hrs.)

Unbiased estimators, Method of moments, Method of maximum likelihood.

9. Hypothesis Testing (6 Hrs.)

Testing statistical hypothesis, Losses and risks, Tests concerning proportions, Test
Concerning, Tests concerning differences between means, Tests concerning variances,
Goodness of fit

10. Correlation & Regression (4 Hrs.)

Correlation & Linear regression, Method of least squares

Note: In practical the candidates should be exposed to the use of Statistical Software like Excel,
SPSS, SAS, Matlab Mathematics etc.

Recommended Books

Main Reading

Terrence J. Akai, "Applied Numerical Methods for Engineers"

Irwin Miller & Marylees Miller, "Mathematical Statistics"

Sheldon M Ross, "Probability Model"

Supplementary Reading

S. S. Sastry, "Introductory Methods of Numerical Analysis"

Sheldon Ross, "A First Course in Probability"

Robert J. Schilling & Sandra L. Harries, "Applied Numerical Methods for using MATLAB and C"