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Mathematical statistics 211


 
Module code WST 211
Qualification Undergraduate
Faculty Faculty of Economic and Management Sciences
Module content

Set theory. Probability measure functions. Random variables. Distribution functions. Probability mass functions. Density functions. Expected values. Moments. Moment generating functions. Special probability distributions: Bernoulli, binomial, hypergeometric, geometric, negative binomial, Poisson, Poisson process, discrete uniform, uniform, gamma,exponential, Weibull, Pareto, normal. Joint distributions: Multinomial, extended hypergeometric, joint continuous distributions. Marginal distributions. Independent random variables. Conditional distributions. Covariance, correlation. Conditional expected values. Transformation of random variables: Convolution formula. Order statistics. Stochastic convergence: Convergence in distribution. Central limit theorem. Practical applications. Practical statistical modelling and analysis using statistical computer packages and the interpretation of the output.
Module credits 24.00
NQF Level 06
Service modules Faculty of Engineering, Built Environment and Information Technology
Faculty of Economic and Management Sciences
Faculty of Natural and Agricultural Sciences
Prerequisites WST 111, WST 121, WTW 114 GS and WTW 124 GS
Contact time 2 practicals per week, 4 lectures per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 1
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