L T P J C

MAT5008 Advanced Statistical Modelling 1 0 2 4 3

Prerequisites: NIL
Course Objectives:
1. To provide students with a framework that will help them choose the appropriate descriptive
statistics in various data analysis situations.
2. To analyse distributions and relationships of real-time data.
3. To apply estimation and testing methods to make inference and modelling techniques for
decision making using various techniques including multivariate analysis.
Module Topic Lecture
Hours SLO
1 Probability Distributions: Binomial, Poisson and 2
Normal distributions -Central Limit Theorem 1,2,7,9

2 Inferential Statistics- I: Statistical tests for Concerning 3

mean (One and Two sample test for Means, Paired t-test
), F-test for Variance , Chi-square test (Goodness of Fit,
1,2,7,9
Independence of Attributes), Multiple range Tests
(Concepts Only)

3 Inferential Statistics- II: Non- parametric test, one 2

sample tests- run test, test for randomness, sign test,
signed rank test. Two sample tests-Mann-Whitney ‘U’
1,2,7,9
Test, Median test. Kolmogrov-Smirnov test for one
sample and two sample cases.

4 Design of Experiments: Analysis of variance – one 2

and two way classifications – CRD – RBD – LSD.
1,2,7,9
Factorial Experiment (Concepts only)

5 Prediction Analysis: Simple linear regression, Multiple 3

regression, Logistic regression, Diagnostics analysis of
regression, Probit and Logit model.
Time Series Analysis: Polynomial, Logarithmic, Power
1,2,7,9
and Exponential trends, Moving Averages, Exponential
Smoothing, Linear and Compound Growth model.
ARIMA, ARCH and GARCH model (Concepts only)

6 Multivariate Statistical Analysis: Principal component 3

analysis, Multidimensional scaling, Exploratory Factor
1,2,7,9
Analysis, Cluster analysis, Structural Equation Modeling.

Total Lecture Hours 15

Mode of Teaching (1 Hr./week); Lab Experiments (4 Hrs./week) and Mini Project
Evaluation Lectures and Lab – With thrust on applications, demos using R Language.
Tutorial Prepared by Concern Faculty Member
TextBook 1. Douglas C. Montgomery, George C. Runger, Applied Statistics and
Probability for Engineers, (2010), John Wiley & Sons; 5th Edition.
2. Joseph F. Hair and William C. Black, Multivariate Data Analysis,
 (2014), 7th Edition Pearson India.
3. Applied Regression Analysis, Norman R. Draper, Harry Smith, (1998)
3rd Edition, ISBN: 978-0-471-17082-2

Reference 1. Probability and Statistics, J.L.Devore, 8th Edition, Brooks/Cole, Cengage

Books Learning (2012).
2. Probability and Statistics for Engineers, R.A. Johnson, Miller & Freund’s,
8th edition, Prentice Hall India (2010)
3. Levin Richard and Rubin David, (2011), Statistics for Management, 7th
Edition, Pearson Education.

Mode of Continuous Assessment on Examination, Practical Lab Experiments and

Evaluation Project.
Laboratory exercises
# Use statistical software (R Programming and SPSS- AMOS) to summarize
Challenging data numerically and visually, and to perform data analysis.
Experiments 1. Computing/plotting and visualizing data using Tabulation and Graphical
Representations.
2. Fitting the following probability distributions
a. Binomial distribution
b.Poisson distribution
c. Normal distribution
3. Applying simple linear and multiple linear regression models to real dataset;
computing and interpreting the coefficient of determination for scale data.
4. Applying regression models using Logistic regression to real dataset;
computing and interpreting the coefficient of determination for categorical
data.
5. Testing of hypothesis for One and Two Sample mean, variance and paired
comparison (Pre-test and Post-test) for real-time problems.
6. Applying Time series model ARIMA, ARCH, and GARCH.
7. Applying Chi-square test for goodness of fit test and Contingency test to
real dataset
8. Performing ANOVA (one-way and two-way), CRD, RBD and LSD for real
dataset.
9. Performing Factorial Experiments and RSM for real dataset.
10. Performing SEM to real dataset.
Recommended
by the board of
studies