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Introduction To Statistical Methods

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Introduction To Statistical Methods

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ps2mtech
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© © All Rights Reserved
Available Formats
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BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI

WORK INTEGRATED LEARNING PROGRAMMES


M .Tech (DSE) / M Tech(AIML)
Course Handout(w.e.f. October 2022)
Part A: Content Design
Course Title Introduction to Statistical Methods

Course No(s) XXXX ZC413

Credit Units 4

Credit Model 2 - 0.5 - 1.5.


2units for class room hours, 0.5 unit for Tutorial, 1.5 units for
Student preparation. 1 unit = 32 hours

Content Authors Dr YVK Ravi Kumar

Date October ,2022

Course Description

Basic probability concepts, Conditional probability, Bayes Theorem, Probability distributions,


Continuous and discrete distributions, Transformation of random variables, estimating mean,
variance, covariance, Hypothesis Testing, Maximum likelihood, ANOVA – single factor, dual factor,
time series analysis: AR, MA, ARIMA, SARIMA, sampling based on distribution, statistical
significance, Gaussian Mixture Model, Expectation Maximization.

Course Objectives

CO1 Introducing basic concepts of probability and statistics to students

CO2 Students will be able to apply statistical techniques to understand the dats

CO3 Students will be able to do statistical analysis of the model / algorithm

Text Books

No Author(s), Title, Edition, Publishing House

T1 Statistics for Data Scientsists, An introduction to probability ,statistics and Data


Analysis,MauritsKaptein et al,Springer 2022
T2 Probability and Statistics for Engineering and Sciences,8 th Edition, Jay L Devore, Cengage
Learning
T3 Introduction to Time Series and Forecasting, Second Edition, Peter J Brockwell, Richard
A
Davis, Springer.

Reference Books

No Author(s), Title, Edition, Publishing House

R1 Miller and Freund’s Probability and statistics for Engineers, 8 th Edition,PHI

R2 Statistics for Business and Economics by Anderson, Sweeney and Wiliams, CENAGE learning

Modular Content Structure

Module 1:Basic Probability &Statisitcs


1.1.Measures of Central Tendency
1.2.Measures of Variability
1.3. Basic Probability concepts
1.3.1.Axioms of Probability
1.3.2.Definition of Probability
1.3.3.Mutually exclusive and independent events
Module 2: Conditional Probability & Bayes theorem
2.1. Conditional Probability
2.2. Conditonal Probability of Independent events
2.3. Bayes Theorem
2.4. Introduction to Naïve Bayes concept
Module 3: Probability Distributions
3.1. Random Variables
3.1.1. Discrete random variable – Single and two variables
3.1.2. Discrete random variable – Single and two variables
3.1.3. Mean, Variance, Co – Variance of Random variables
3.1.3. Transformation of random variables
3.2. Probability Distributions
3.2.1. Bernoulli Distribution
3.2.2. Binomial Distribution
3.2.3. Poisson Distribution
3.2.4. Normal(Gaussian) distribution
3.2.5. Introduction of t – distribution , F – distribution , Chi Sqaure distribution.
Module 4: Hypothesis Testing
4.1. Sampling – random sampling and Stratified sampling
4.2. Sampling distribution – Cental Limit theorem
4.3. Estimation – Interval Estimation,Confidence level
4.4. Testing of Hypothesis
4.4.1.Mean based
4.4.2. Proportions related
4.4.3. ANOVA – Single and dual factor
4.5. Maximum likelihood
Module 5:Prediction & Forecasting
5.1. Correlation
5.2. Regression
5.3. Time Series Analysis
5.3.1. Introduction, Components of time series data
5.3.2.MA model – basic and weighted MA model
5.3.3.Time series models
5.3.3.1.AR Model
5.3.3.2. ARIMA Model
5.3.3.3. SARIMA,SARIMAX,VAR,VARMAX
5.3.3.4. Simple exponential smoothing model
Module 6: Gaussian Mixture model & Expectation Maximization

Learning Outcomes:

No Learning Outcomes

LO1 Clear understanding of the various statistical models to model the data

LO2 Drawing conclusions from the models selected to understand the data

Part B: Course Handout

Academic Term
Course Title Introduction to Statistical Methods

Course No AIML ZC418

Course Contents

Contact Session 1: Module 1(Module 1:Basic Probability &Statisitcs)


Contact List of Topic Title Reference
Session
CS - 1 Measures of Central Tendency&Measures of T1& T2
Variability,Data – Symmetric & Asymmetr ic
outlier detection, 5 point summary, Introductio n
to probability
HW Problems on data symmetry & outlier T1& T2
identification

Lab Display of statistical Data & Understanding Lab 1


the statistical summary

Contact Session 2: Module 1(Module 1:Basic Probability &Statisitcs)

Contact List of Topic Title Reference


Session
CS - 2 Axioms of Probability,Mutually exclusive and T1& T2
independent events,Problem solving to
understand basic probability concepts
HW Problems on probability T1& T2

Lab

Contact Session 3: Module 2(Conditional Probability & Bayes theorem)


Contact List of Topic Title Reference
Session
CS - 3 Introduction to conditional probability,indepe nts T1& T2
events, Total probability
HW Problems on conditional probability T1& T2

Lab
Contact Session 4: Module 2(Conditional Probability & Bayes theorem)
Contact List of Topic Title Reference
Session
CS - 4 Bayes theorem(with proof),Introduction to Naïve T1& T2
Bayes concept.
HW Problems on Bayes theorem T1& T2

Lab Bayes theorem & Naïve Bayes Concept Lab 2

Contact Session 5: Module 3: Probability Distributions


Contact List of Topic Title Reference
Session
CS - 5 Random variables - Discrete & continuo us T1& T2
Expectaion of a random variable,mean and
variance of a random variable – Sinlge random
random variable& Joint distributions
HW Problems on random variables T1& T2

Lab Probability Distributions & Sampling Lab 3

Contact Session 6: Module 3: Probability Distributions


Contact List of Topic Title Reference
Session
CS - 6 Bernoulli,Binomial, Poisson and Norma T1& T2
distributions. Inroduction to t – distribution , F –
Distribution and Chi Sqaure distributions
HW Problems on Probability distributions T1& T2
Lab Probability Distributions & Sampling Lab 3

Contact Session 7: Module 4: Hypothesis Testing


Contact List of Topic Title Reference
Session
CS - 7 Sampling – random sampling and Stratified T1& T2
sampling,Sampling distribution – Cental Limit
theorem,Estimation– Interval
Estimation,Confidence level
HW Problems on Interval estimation T1& T2

Lab

Contact Session 8:

Contact List of Topic Title Reference


Session
CS - 8 REVISION OF THE TOPICS COVERED

HW

Lab

MID SEMESTER EXAMINATION

Contact Session 9 :Module 4: Hypothesis Testing


Contact List of Topic Title Reference
Session
CS –9 Testing of Hypothesis -mean and proportions T1& T2
related models (one mean, two mean, one
proportion and Several proportions with small
and big samples wherever applicable)
HW Problems on Testing of Hypothesis T1& T2

Lab

Contact Session10: Module 4: Hypothesis Testing


Contact List of Topic Title Reference
Session
CS – 10 Maximum likelihood ,ANOVA – Single and dual T1& T2
factor
HW Problems on ANOVA T1& T2
Lab ANOVA Lab 4

Contact Session 11: Module 5: Prediction & Forecasting


Contact List of Topic Title Reference
Session
CS - 11 Correlation & regression T1& T2

HW Problems on correlation and regression T1& T2

Lab Regression – Analysis of model summary Lab 5

Contact Session 12: :Module 5: Prediction & Forecasting


Contact List of Topic Title Reference
Session
CS - 12 Time Series Analysis - Introduction, Components T3
of time series data,Moving Averages and
weighted moving averges model
HW Problems on Time series T3

Lab Time series Lab 6

Contact Session 13: Module 5: Prediction & Forecasting

Contact List of Topic Title Reference


Session
CS - 13 Time series models - AR T3
Model,ARMAModel,ARIMA
HW Problems on Time Series T3

Lab Time series Lab 6

Contact Session 14: Module 5: Prediction & Forecasting


Contact List of Topic Title Reference
Session
CS - 14 Time Series Models - T3
SARIMA,SARIMAX,VAR,VARMAX and
Simple exponential smoothing model

HW Problems on Time Series

Lab Time series Lab 6

Contact Session 15: Module 6: Gaussian Mixture model & Expectation Maximization

Contact List of Topic Title Reference


Session
CS - 15 Gaussian Mixture model & Expectation Class Notes
Maximization

HW Problems on GMM & EM

Lab

Contact Session 16:

Contact List of Topic Title Reference


Session
CS - 16 REVISION OF THE SYLLABUS

HW

Lab

Detailed Plan for Lab work

Lab Lab Sheet Access Session


Lab Objective
No. URL Reference

Display of statistical Data& Understanding


1 1
the statistical summary

2 Bayes theorem & Naïve Bayes Concept 4

3 Probability Distributions& Sampling 5&6

4 ANOVA 10
5 Regression – Analysis of model summary 11

6 Time series 12 - 14

Evaluation Scheme:
Legend: EC = Evaluation Component; AN = After Noon Session; FN = Fore Noon Session

No Name Type Duration Weight Day, Date, Session, Time

EC-1(a) Quizzes – 1 & 2 Online 10%

EC-1(b) Assignments - 2 Online 20%

EC-2 Mid-Semester Test Closed Book 30%

EC-3 Comprehensive Exam Open Book 40%

Note:
Syllabus for Mid-Semester Test (Closed Book): Topics in Session Nos. 1 to 8
Syllabus for Comprehensive Exam (Open Book): All topics (Session Nos. 1 to 16)

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