|07240244||Faculty of Economic and Management Sciences|
|Minimum duration of study: 1 year||Total credits: 135||NQF level: 08|
|Prof IN Fabris-Rotelli|
Details of compilation of curriculum are available from the Head of the Department of Statistics as well as from the departmental postgraduate brochure.
A candidate must compile his/her curriculum in consultation with the head of department or his representative. It is also possible to include postgraduate modules from other departments. Refer to the Departmental website for further information.
In calculating marks, General Regulation G12.2 applies.
Subject to the provisions of General Regulation G.26, a head of department determines, in consultation with the Dean
NB: Full details are published in each department's postgraduate information brochure, which is available from the relevant head of department. The minimum pass mark for a research report is 50%. The provisions regarding pass requirements for dissertations contained in General Regulation G.12.2 apply mutatis mutandis to research reports.
Subject to the provisions of General Regulation G.22.214.171.124, the subminimum required in subdivisions of modules is published in the study guides, which is available from the relevant head of department.
Minimum credits: 135
Choose five modules from the list of electives.
Projection matrices and sums of squares of linear sets. Estimation and the Gauss-Markov theorem. Generalised t- and F- tests.
Matrix algebra. Some multivariate measures. Visualising multivariate data. Multivariate distributions. Samples from multivariate normal populations. The Wishart distribution. Hotelling’s T ² statistic. Inferences about mean vectors.
A compulsory bootcamp must be attended as part of this module – usually presented during the last week of January each year (details are made available by the department ). The bootcamp will cover the basics of research to prepare students for the research component of their degree. The bootcamp should be done in the same year as registration for STK 795/WST 795. Each year of registration for the honours degree will also require the attendance of three departmental seminars. Students should ensure that their attendance is recorded by the postgraduate co-ordinator present at the seminars. The department approves the seminars attended. In addition, students are required to present their STK 795/WST 795 research in the department during the year of registration for these modules.
Refer to the document: Criteria for the research management process and the assessment of the honours essays, available on the web: www.up.ac.za under the Department of Statistics: postgraduate study.
The emphasis is on the theoretical understanding and practical application of advances in statistical modelling. The following topics are covered: Single equation models: Nonparametric regression. Bootstrap procedures within regression analysis, k-nearest neighbour classification. Modelling categorical dependent variables - Logit/Probit models. Multiple outputs. Linear regression of an indicator matrix. Ridge regression. Non-linear regression modelling. Some new developments in regression and classification.
Simultaneous equation models: Specification, identification and estimation of simultaneous equation models.
Mixtures of distributions and regressions, frequentist and Bayes estimation. Latent components, soft allocation and belongings. Applications in unstructured data, including text data. Identification and interpretation of behavioural patterns.
The singular normal distribution. Distributions of quadratic forms. The general linear model. Multiple comparisons. Analysis of covariance. Generalised linear models. Analysis of categorical data.
Discriminant analysis and classification. Principal component analysis. The biplot. Multidimensional scaling. Factor analysis. Probabilistic clustering.
Introduction to statistical measure theory. Queueing processes: M/M/1; M/M/S; M/G/1 queues and variants; limiting distribution of the queue length and waiting times. Queuing networks. Some stochastic inventory and storage processes.
Simple random sampling. Estimation of proportions and sample sizes. Stratified random sampling. Ratio and regression estimators. Systematic and cluster sampling. Introduction to spatial statistics. Spatial sampling – both model and design based approaches.
Efficient programming, Monte Carlo simulation, sampling of discrete and continuous probability models, General transformation methods, Accept-reject methods, Monte Carlo integration, importance sampling, numerical optimisation, Metropolis-Hastings algorithm, GIBBS sampling.
This module considers specific topics from the diverse field of statistics as deemed supportive towards the training of the cohort of scholars.
A selection of: Nonparametric stochastic processes. Power and asymptotic power of distribution-free procedures. Theory and simulation. Asymptotic relative efficiency. Linear rank tests: Definition, properties and applications. Equal in distribution technique. Counting and ranking statistics. Introduction to one and two sample U-statistics. Permutation and distribution-free rank-like statistics. Multi-sample distribution-free tests, rank correlation and regression. Some nonparametric bootstrap and smoothing methods.
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