"Babes-Bolyai" University of Cluj-Napoca
Faculty of Mathematics and Computer Science

Mathematical statistics with applications
Code
Semes-
ter
Hours: C+S+L
Credits
Type
Section
MC268
1
2+1+1
7
compulsory
Matematică Aplicată
Teaching Staff in Charge
Prof. BLAGA Petru, Ph.D., pblaga@cs.ubbcluj.ro
Aims
Knowledge of some moderns methods of mathematical statistics oriented to soft product (Statgraphics and Matlab).
Content
1. Normal distribution:
Confidence limits and test hypotheses for mean, variance,
difference of means and ratio of variances.
Comparing two sample of equal size.
2. Parametric and non-parametric tests.
3. Regression:
Linear regression. Mathematical model in liniar regression.
Method of least squares. Analysis of variance for linear regression.
Estimations and predictions. Confidence intervals. Tests of
hypotheses.
4. Multiple linear regression:
Estimation of coefficients. Method of least squares. Variances and
covariances of the regression coefficients. Examination of
residuals. Standard errors of predicted values. Analysis of
variance. Confidence intervals and tests of hypotheses.
5. Analysis of variance (ANOVA):
One-way classification. Testing the equality of means.
Equation of analysis of variance. ANOVA with unequal
error variances. Multiple comparisons. Testing the equality of
variances. Samples of unequal sizes.
Two-way classification. ANOVA without replications. ANOVA in a
balanced two-way layout with replications. Two-way ANOVA under
heteroscedasticity.
References
1. Blaga, P., Probability theory and mathematical statistics, Vol. II. (Romanian), Universitatea Babes--Bolyai Press, Cluj-Napoca, 1994.
2. Blaga, P., Mathematical statistics. Practical activities (Romanian), Universitatea ;Babes--Bolyai Press, Cluj-Napoca, 1999.
3. Blaga, P., Mathematical statistics. (Romanian), Universitatea Babes--Bolyai Press, Cluj-Napoca, 2000.
4. Blaga, P., Muresan, A.S., Applied mathematics in economics, Vol. I. (Romanian), Transilvania Press, Cluj--Napoca, 1996.
5. Cramer, H., Mathematical methods of statistics, Princeton University Press, Princeton, 1951
6. Hoel, P.J., Introduction to mathematical statistics, Fourth edition, John Wiley & Sons, New York-London-Sydney-Toronto}, 1971.
7. Hoel, P. J., Statistique mathematique, Tome II, Armand Colin Press, Paris, 1991.
8. Kendall, M. G., Stuart, A., The advanced theory of statistics. Vol. 1. Distribution theory, Second edition , Charles Griffin Company Limited, London, 1963.
9. Kendall, M. G., Stuart, A., The advanced theory of statistics. Vol. 2. Inference and relationship, Charles Griffin Company Limited, London, 1961.
10. Kendall, M. G., Stuart, A., The advanced theory of statistics. Vol. 3. Design and analysis, and time-series, Charles Griffin Company Limited, London, 1966.
11. Saporta, G., Probabilites, analyse des donnees et statistique, Editions Technip, Paris, 1990.
12. Snedecor, G. W., Cochran, W. G., Statistical methods, Iowa State University Press, 1989.
13. Tassi, Ph., Methodes statistiques, Economica, Paris, 1989.
14. Weerahandi, S., Exact Statistical Methods for Data Analysis, Springer, Heidelberg, 1994.
15. Yule, G. U., Kendall, M. G., Introduction to the theory of statistics (Romanian), Sci. Press, Bucharest, 1969.
Assessment
Exam.