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Contents
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Week 1: |
Introduction to probability, Distribution of random variables, Independent variables. |
Week 2: |
expected values and moments of random variables, Covariance matrix, error propagation, correlation and weight matrices. |
Week 3: |
Normal distribution, Special distributions, Estimation of table values for normal distribution using MATLAB software package. |
Week 4: |
Gamma distribution, Beta distribution, Multivarite normal distribution, Independence of normally distributed random variables. |
Week 5: |
Lineer functions of normally distributed random variables, sum of normally distributed random variables. |
Week 6: |
Test distributions, Chi-square distribution, F distribution, table values for F distribution using MATLAB software package. |
Week 7: |
t distribution, Quadratic forms, distribution of quadratic forms, Independence of lineer and quadratic forms. |
Week 8: |
Parametre estimations in linear models, Point esti,mation, Best unbiased estimation, Method of Least Squares, Maxiumum likelihood method. |
Week 9: |
Exam |
Week 10: |
Gauss-Markoff model, Definition an linearization, Distribution of adjustment results in Gauss-Markoff models. |
Week 11: |
Gauss-Markoff model with constraints. |
Week 12: |
Hypothesis testing for Gauss-Markoff models with constraints. |
Week 13: |
Outlier detection methods, An application with a sample data set using MATLAB. |
Week 14: |
Deformation analysis, Outlier detection for pairs and groups of observations. |
Week 15*: |
General review. |
Week 16*: |
Final exam |
Textbooks and materials: |
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Recommended readings: |
Koch, K. R., 1988, Parameter Estimation and Hypothesis Testing in Linear Models, Berlin, Springer-Verlag.
Mikhail, E. M., 1976, Observations and Least Squares, New-York, Dun-Donnelley Publisher.
Rao, C. R., Mitra, S. K., 1971, Generalized Inverse of Matrices and its Applications, New-York, John Wiley and Sons.
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* Between 15th and 16th weeks is there a free week for students to prepare for final exam.
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