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| EKO5170 | Mathematical Statistics - I | 3+0+0 | ECTS:7.5 | | Year / Semester | Fall Semester | | Level of Course | Second Cycle | | Status | Elective | | Department | DEPARTMENT of ECONOMETRICS | | Prerequisites and co-requisites | None | | Mode of Delivery | | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | Prof. Dr. Mustafa KÖSEOĞLU | | Co-Lecturer | | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | The aim of this course is to provide a strong foundation in mathematical statistics for understanding the concepts and development of statistical methodology, and to prepare students for further study of statistical inference. |
| Programme Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | PO - 1 : | define the key concepts in mathematical statistics | 5 | 1,3, | | PO - 2 : | demonstrate the importance and practical usefulness of probability in real life | 5 | 1,3, | | PO - 3 : | know the basic distributions and know how to work with them | 5 | 1,3, | | PO - 4 : | understand how to calculate fundamentals concepts such as the cumulative distribution function for random variables | 5 | 1,3, | | PO - 5 : | explain the results correctly | 5 | 1,3, | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), PO : Learning Outcome | | |
| Basic elements of probability; conditional probability; random variables, functions of random variables; moments, moment generating function; theoretical distributions and joint distributions. |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Probability | | | Week 2 | Probability | | | Week 3 | Discrete random variables | | | Week 4 | Continuous random variables | | | Week 5 | Muitivariate distributions | | | Week 6 | Marginsl distributions | | | Week 7 | Conditional ditributions | | | Week 8 | Expected value | | | Week 9 | Mid-term exam | | | Week 10 | Chebyshev's theorem | | | Week 11 | Moment generating function | | | Week 12 | Quiz | | | Week 13 | Discrete probability distributions | | | Week 14 | Discrete probability distributions | | | Week 15 | Continuous probability distributions | | | Week 16 | End-of-term exam | | | |
| 1 | Irvin, M. and Marylees, M., (Çev. Ümit Şenesen) 2002; Matematiksel istatistik, İstanbul | | | 2 | Hogg, R. V., and Craig, A. T., 1978; Introduction to Mathematical statistics, Macmillian Publishing Co., Inc., New York. | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 11/2023 | 1 | 30 | | Homework/Assignment/Term-paper | 12 | 12/2023 | 1 | 20 | | End-of-term exam | 16 | 01/2024 | 1,25 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 8 | 14 | 112 | | Laboratuar çalışması | 0 | 0 | 0 | | Arasınav için hazırlık | 12 | 2 | 24 | | Arasınav | 2 | 1 | 2 | | Uygulama | 0 | 0 | 0 | | Klinik Uygulama | 0 | 0 | 0 | | Ödev | 3 | 2 | 6 | | Proje | 0 | 0 | 0 | | Kısa sınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 12 | 3 | 36 | | Dönem sonu sınavı | 2 | 1 | 2 | | Diğer 1 | 0 | 0 | 0 | | Diğer 2 | 0 | 0 | 0 | | Total work load | | | 225 |
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