SCI 212 Theory of Statistics and Data Analysis

Content

The course SCI 212 will focus on the following three topics: statistics (9 weeks), linear algebra (3 weeks) and numerical methods (3 weeks). The part on statistics will introduce probability, theorems of probability, random variables and various probability distributions (discrete and continuous). For all distributions quantities like mean, variance and moment generating function will be derived. Furthermore, it will discuss various methods to estimate parameters of distributions and the testing of hypotheses; methods of moments, maximum likelihood estimators, linear least squares methods. This part of the course focuses on the mathematical approach to statistics; as such the overlap of this course with ACC 110 and ACC 210 Methods and Statistics is relatively small. These courses focus on applying the techniques, whereas this course constructs the mathematical foundation of these techniques. The second part of the course will continue the discussion on linear algebra started in SCI 110 and SCI 111. This part will discuss in greater detail properties of matrices and other techniques involving matrices. Two important applications of linear algebra in statistics are discussed: linear least squares methods and principal component analysis or factor analysis. The third part of the course will focus on numerical methods. Some of these methods have been briefly introduced in SCI 110 and SCI 111. In SCI 212, we will discuss these methods in greater detail. This part also includes a number of numerical methods for linear algebra.

Instructor

Dr. Ir. Richard van den Doel

Track

Mathematics

Period

Spring / 2011

Course Material

• Detailed lecture notes are in preparation for the part on statistics.
• For the second part of the course the following textbook is required: Advanced Engineering Mathematics, 9th edition (2007), written by Erwin Kreyszig and published by John Wiley and Sons, Inc., ISBN-number is 0-471-72897-7.

Students who are not taking SCI 211 should try to borrow this textbook.

Prerequisites

The following course is required in order to take this course:

• SCI 111 Mathematical Ideas and Methods in Contexts

Additional Prerequisites

One can also take this course if one has taken SCI 110 in combination with ACC 110

Required for

This course is required in order to take the following course:

• SCI 312 Advanced Mathematics