Hong Kong Baptist University

Faculty of Science
Department of Mathematics

Title (Units): MATH 2216 Statistical Methods and Theory (3,3,1)

Course Aims: This course deals with the elementary probability theory and the mathematical
foundation of some commonly used statistical methods. First the rigorous
mathematical frame of the probability theory based upon the concepts of random
variables and probability distributions are introduced. The general procedures of
statistical inference, such as parameter estimation, hypothesis test, analysis of
variance are demonstrated with detailed discussion about their mathematical
features. Students are required to comprehend the most commonly used
probability distributions and their relations. Central Limit Theorem and related
statistical application should be well understood. Several optimal schemes for the
estimation accuracy and the hypothesis test power form another important part of
the course.

Prerequisite: MATH1005 Calculus or HKDSE Mathematics with Module 1/2, MATH 2207
Linear Algebra

Recommendation: MATH 2205 Multivariate Calculus

Prepared by: M. L. Tang

Course Intended Learning Outcomes (CILOs):

Upon successful completion of this course, students should be able to:
No. Course Intended Learning Outcomes (CILOs)
Explain the concept of univariate and multivariate probability distributions and
random variables, know the general procedures of statistical inference including
1 parameter (e.g., maximum likelihood estimate and method of moment) and
confidence interval estimations, and hypothesis test (e.g., the Neyman-Pearson
lemma and likelihood ratio test), and evaluate (e.g., unbiasedness).
Make use of different probabilistic methods to solve problems in different situations,
2 apply statistical reasoning to analyze the essential structure of problems in various
fields of human endeavour.
Apply the basic ideas of parameter estimate, hypothesis testing and confidence
3
interval.

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Teaching & Learning Activities (TLAs)

CILO TLAs will include the following:

1-3 Lecture
Instructor will introduce the topics of the course’s materials in the lecture and
examples will be used to demonstrate the introduced methodologies.
1-3 Tutorial
Instructor will conduct Q&A time to the students to raise questions regarding
the homework and lectures in the weekly tutorials.
1-3 Assessment
Weekly assignments/tutorials, midterm and final examination allow students to
measure their progress in learning the topics of the course.

Assessment:

Assessment CILO
No. Weighting Remarks
Methods Addressed
Continuous Assessment are designed to
measure how well the students have learned
Continuous the basic probability theory and theoretical
1 30% 1-3
Assessment statistics. This may involve, but not limited
to, in class discussions of rigorous technical
problems and their solutions.
Final Examination questions are designed to
see how far students have achieved their
intended learning outcomes. Questions will
Final primarily be analysis and skills based to
2 70% 1-3
Examination assess the student's ability in statistical
inference, probability distributions,
estimation, hypothesis test, and related
statistical applications.

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Course Intended Learning Outcomes and Weighting:

Teaching
Content CILO No.
(in hours)
I. Introduction to Probability Theory 1, 3 7
II. Genisis and Derivation of Common Distributions 1-3 8
III. Multivariate Distributions 1-3 5
IV. Basic Sampling Distribution Theory 1-3 6
V. Theory of Estimation 1-3 7
VI. Theory of Hypothesis Testing and Confidence
1-3 7
Intervals

Textbook: I. Miller and M. Miller, John E. Freunder’s Mathematical Statistics with

Applications, 7th Ed., Pearson Prentice Hall, 2004.

References: R.V. Hogg and A.T. Craig, Introduction to Mathematical Statistics, 5th Ed., Prentice
Hall, 1995.
D. R. Cox and D. V. Hinkley, Problems and Solutions is Theoretical Statistics,
Wiley, 1978.
W. Feller, Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Ed.,
Wiley, 1968.
J.E. Freund, Mathematical Statistics, 5th Ed., Prentice Hall, 1992.
S. Ross, A First Course in Probability, 6h Ed., Prentice Hall, 2001.
陳希孺，高等數理统計學，中國科學技術大學出版社，1999。
薛留根，概率論解題方法與技巧，國防工業出版社，1996。

Software: SAS, MINITAB, SPSS, S-PLUS or R

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Course Content in Outline:
Topic Hours

I. Introduction to Probability Theory 7

A. Definition of probability
B. Conditional probability, Bayes theorem and independence
C. Random variables of the discrete type
D. Random variables of the continuous type
E. Expectation, moments and moment-generating functions

II. Genisis and Derivation of Common Distributions 8

A. Uniform distribution
B. Binomial and related distributions - Bernoulli, hypergeometric, and negative binomial

C. Poisson and related distributions - exponential and gamma

D. Normal and related distributions

III. Multivariate Distributions 5

A. Joint, marginal and conditional distributions
B. Moments
C. Independence and correlation
D. Bivariate normal distribution

IV. Basic Sampling Distribution Theory 6

A. Distribution of functions of random variables
B. Sum of independent random variables
C. Central limit theorem
D. Transformation of random variables

V. Theory of Estimation 7
A. Unbiased estimators
B. Minimum mean-square-error estimators
C. Maximum likelihood estimators
D. Sufficient statistics

VI. Theory of Hypothesis Testing and Confidence Interval 7

A. Likelihood ratio tests
B. Uniformly most powerful tests
C. Confidence intervals

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