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Statistical Methods and Time Series Analysis

Code: MA593 | L-T-P-C: 3-0-0-6

Prerequisites: MA592 Probability, Random Processes and Statistical Inference

Review of sampling distributions. Point and interval-estimation, Hypothesis testing, Likelihood ratio procedure, Bayesian methods. Introduction to decision theory. Regression methods, Linear, Multilinear and polynomial regression. Model checking. Time series analysis, Introduction to autocorrelation function, linear stationary models like autoregressive, integrated moving average processes, Yule-Walker equations and partial auto correlations, Forecasting.

Software Support: Statistical packages like SAS and SPSS.

Texts / References:

  1. A. B. Bowker and G. J. Libermann, Engineering Statistics, Asia, 1972.
  2. N. L. Johnson and F. C. Xeen Leone, Statistics and Experimental Design in Engineering and the Physical Sciences, Volumes 1 and 2, 2nd edition, Wiley, 1977.
  3. C. Chatfield, The Analysis of Time Series: An Introduction, Chapman and Hall, 1984.
  4. G. E. P. Box and G. M. Jenkins, Time Series Analysis Forecasting and Control, Holden-Day, 1976.