GENERAL INFORMATION 
 Master of Science (Applied Statistics) Programme

0. Introduction
1. Requirement For Graduation
2. Full Time and Part-Time Student
3. Programme Duration
4. Cost of the Programme
5. Courses Offered
6. Courses Synopsis

0. Introduction

Mathematics Department, Universiti Putra Malaysia is offering a Master of Science (Applied Statistics) programme by coursework (Structure C).  This programme is designed for those who are interested to enhance their knowledge and career development in the field of statistics.  It is a one year full time programme by coursework. The course is designed in such a way that each course offered will be applicable to a wide variety of fields.  We emphasize both theory and applications.  Applicants are also invited to enrol as part-time students.

The programme will be conducted in English during the weekend i.e Saturday and Sunday and the first class starts at 8.30 am.

All bachelor’s degree holders in mathematics or statistics with at least second class lower are eligible to apply.  Other degree holders with a minimum of one year working experience will also be considered.

Under this programme, all registered students have to attend classes, do some assignments and sit for examinations like the undergraduate level.  There will be no thesis but the students must take one project course, MTH 5989 (6 credit hours) under the supervision of a lecturer.  In this course the students are expected to be capable of applying appropriate statistical methods to analyse dataset obtained in solving a specific problem.  Students are required to write their findings in the form of a mini thesis.

1. Requirement For Graduation

i) Successfully completed 36 credit hours, i.e 10 courses @ 3 credit hours and one project  (6 credit hours).

ii) Attaining a minimum of 3.000 Cumulative Grade Point Average (CGPA).

Note : 1 Credit Hour means 1 lecture hour (50 minutes).

2. Full Time and Part-Time Student

The UPM School of Graduate Studies definition of

full time students : Students who have registered for at least nine(9) credit hours per semester.
                                                            and
part time students : Students who have registered for a minimum of three(3) and less than nine(9) credit hours per semester.


3. Programme Duration


i) Full Time Students: Minimum 2 Semesters (14 lecture weeks per semester).

ii) Part Time Students: They can study at their own pace but have to complete the same graduation requirement as full time student.  Part time students can register a minimum of 3 credit hours per semester.

4. Cost of the Programme

There are Two types of fees :

a) Basic fees:  (To be paid at the School of Graduate Studies office)
i.e. RM1200.00* (first semester) and RM950.00* (second and subsequent semesters).

b) Course/Credit fees: RM150* per credit hours (RM5400* for the complete 36 credit hours) in addition to the basic fees. Payment should be made to Bendahari Universiti Putra Malaysia using a Banker’s cheque @ Credit Card (Refer to http://www.gso.upm.edu.my/ for other modes of payment) only after you have registered the courses you intend to take for the semester.  At the moment, any queries regarding credit fees should be forwarded to Puan Rus Azizi at the bursary (Tel. no: 89466225)

*  subject to change

The following table shows the distribution of the payments of the credit fees.

Number of

Courses Taken

Credit

Hours

    Fee per

Credit Hours

Total Payment

           5

   15

   RM150

RM 2250.00

           4

   12

   RM150

RM 1800.00

           3

    9

   RM150

RM 1350.00

           2

    6

   RM150

RM 900.00

           1

    3

   RM150

RM 450

 


 

 

 

 

 

 

No

Course Code

Course Title

Credit Hours

1

MTH 5401

 Mathematical Statistics
(Statistik Bermatematik)

       3+0

2

MTH 5402

Survey Sampling (Tinjauan Pensampelan)

       3+0

3

MTH 5403

Design and Analysis of Experiments (Rekabentuk dan Analisis Ujikaji)

       3+0

4

MTH 5404

Regression Analysis (Analisis Regresi)

       3+0

5

MTH 5989

Project (Projek)

       0+6
(in 2 semesters)

5. Courses Offered

A. Compulsory Core Courses (18 Credit Hours)
Note : 3+0  means 3 credit hours = 3 lecture hours (150 minutes) + lab work                    not credited.
          0+6 : means 6 credit hours, no lectures and 6  hrs of research.

B. Electives / Optional Courses (Minimum of 18 Credit Hours)
 

 No.

Course Code 

Course Title 

Credit Hours

1.

MTH 5406

  Quality Control Technique (Teknik Kawalan Kualiti)

 3+0

2.

MTH 5407

  Exploratory Data Analysis (Analisis Jelajahan)

 3+0

3.

MTH 5408

  Categorical  Data Analysis (Analisis Data Berkategori)

 3+0

4.

MTH 5409 

  Econometrics (Ekonometrik)

 3+0

5. 

MTH 5410

  Survival Analysis (Analisis Mandirian)

 3+0

6. 

MTH 5411

  Applied Statistical Modelling (Pemodelan Statistik Gunaan)

 3+0

7. 

MTH 5412

  Robust  Statistics (Statistik Teguh)

 3+0

8. 

MTH 5413

  Theory of Non-Parametric Statistics (Teori Statistik Tak Berparameter)

 3+0

9.

MTH 5414 

  Applied Stochastic Process (Proses Statistik Gunaan)

 3+0

10.

MTH 5415

  MultivariateAnalysis (Analisis Multivariat)

 3+0

11. 

MTH 5416

  Time Series Analysis (Analisis Siri Masa)

 3+0

12.

MTH 5418

  Spatial Statistical Techniques (Teknik Statistik Ruang)

 3+0


   C.  Example of Master of Science(Applied Statistics) Scheme.

 

 

SEMESTER 1

 

 

SEMESTER 2

 

Course Code

Course Title

Credit Hours

Course Code

Course Title

Credit Hours

MTH 5401

Mathematical Statistics

            3

MTH 5402

Survey Sampling

           3

MTH 5404

Regression Analysis

            3

MTH 5403

Design and Analysis of Experiments 

           3

MTH 54xx

Electives

            9

MTH 54xx

Electives

       9

MTH 5989

Project

            3

MTH 5989

Project

           3

 

TOTAL

          18

 

TOTAL

          18


6. Courses Synopsis

Course Title : Statistik Bermatematik   (Mathematical Statistics)
Course Code : MTH 5401(3+0)
Synopsis:
    This course  begins with probability followed by the concept of random variable and its distribution.  Moments and its properties would be discussed and this would be followed by special distributions.  Students would also be introduced to joint distributions, order statistics, limiting distributions and sampling distributions. Point estimation, methods of estimation, properties of good estimators like unbiasedness, minimum variance, etc. will also be discussed.  This will be followed by Bayes and Minimax estimators.  Sufficient statistic and its properties will be discussed including factorization criterion and Rao-Blackwell Theorem.  This will be followed by completeness, exponential class and Lehman-Scheffe Theorem.  Interval estimation will also be discussed and finally students will be exposed to the theory of hypothesis testing including the most powerful test, Neyman-Pearson Lemma and likelihood ratio test.

Course Title : Tinjauan Pensampelan   (Survey Sampling)
Course Code : MTH 5402(3+0)
Synopsis:
This course discusses the theory and application of commonly used sampling techniques.  Topics include simple random sample, cluster, ratio and regression estimates, stratified and systematic samples and biases in sampel survey.)
 

Course Title : Rekabentuk dan Analisis Ujikaji  (Design and Analysis of Experiments)
Course Code  : MTH 5403(3+0)
Synopsis:
    This course begins with the introduction of analysis of variance which leads to the topic of experimental design.  This is followed by the study of selected designs namely the completely randomised design, randomised block design, incomplete randomised  design, balanced incomplete randomised block design,  Latin square design,  Youden square design, 2n and 3n factorial design and analysis of covariance.  For each design, the emphasised is on the breakdown of total sum of squares.  The course discussed both theory and applications.

Course Title : Analisis Regresi  (Regression Analysis)
Course Code : MTH 5404(3+0)
Synopsis:
     This course covers simple linear regression, multiple regression, analysis of variance approach to regression, diagnostics and remedial measures, qualitative independent variables and model selection.
 

Course Title :  Analisis Data Interaktif  (Interactive Data Analysis)
Course Code : MTH 5405(3+0)
Synopsis:
    The course begins with the introduction to several of the popular statistical computing packages. Analyses and interpretations of output from these packages using real data. The students will work on the case studies taken from recent literatures. Further topics include introduction to statistical simulation, Monte Carlo methods, random number generation, bias and variance reduction techniques, computer system for Monte Carlo simulation, bootstrap and Jack-knife methods.

Course Title : Teknik Kawalan Kualiti Berstatistik  (Statistical Quality Control Techniques)
Course Code : MTH 5406(3+0)
Synopsis:
    This course introduces the quality management ideas,  philosophy, practice of quality systems and standards.  Statistical process control,  process capability analysis and traditional acceptance sampling will then be discussed.  Finally,  the principle of experimental design for industrial experimentation and Taguchi approach will also be discussed.

Course Title : Analisis Jelajahan Data  (Exploratory Data Analysis)
Course Code : MTH 5407(3+0)
Synopsis:
    This course deals with various techniques of exploring a set of data.  Topics include techniques of describing a data set using visual displays (such as stem-and-leaf  diagrams,  histograms,  box  plots and  x-y plots)   and  calculation  of  sample
statistics, re-expressing values in a data set using transformations, plot of relationships between variables residual analysis in regression and design of experiments models, median polish method in two-way tables, rootogram, data smoothing  and schematic plots.  Statistical package(s) (chosen by a lecturer) will be used in this course.

Course Title : Analisis Data Berkategori   (Categorical Data Analysis)
Course Code : MTH 5408(3+0)
Synopsis :
    This course discusses the analysis of data for categorical variables.  The topics include description of and inferences for two-way contigency tables, models for binary response variables, loglinear models, fitting loglinear and logit models, building loglinear models and loglinear-logit models for ordinal variables.

Course Title : Kaedah Ekonometrik  (Econometrics Methods)
Course Code :  MTH 5409(3+0)
Synopsis:
    Topics for discussion include nature of econometrics, estimation and properties of single equation models, general linear restriction dynamic models, multicollinearity, dummy variable, specification error, stochastic regressors, heteroscedesticity, autocorelation, lagged variables, errors in variables, variable parameter models, qualitative dependent variables, pooling of time series and cross section data. The course ends with discussion on simultaneous equation systems, identification problem, estimation of simultaneous equation systems, ILS, 2SLS, 3SLS, linear restriction and  least variance ratio.

Course Title : Analisis Mandirian (Survival Analysis)
Course Code : MTH 5410(3+0)
Synopsis :
     This course will emphasize on statistical techniques for analyzing positive-valued random variable in particular failure time data of a phsical component, the time to death of  biological unit, the number of ringgit that a health insurance company pays in a particular case and other related cases.  Topics include survival concepts, parametric models encompassing exponential, gamma, Weibull, lognormal distributions and others, Kaplan-Meier survival curve, Cox proportional hazard model, nonparametric methods for one sample and two samples, accelerated time models and goodness of fit.
 

Course Title  :   Pemodelan Statistik Gunaan (Applied Statistical Modelling)
Course Code  :   MTH 5411(3+0)
Synopsis :
    The course begins with the introduction of topics on nature and statistical features of financial market data, environmental statistics, industrial and engineering statistics, agricultural statistics and biostatistics. Selected important models from these areas will be studied.

Course Title : Statistik Teguh (Robust Statistics)
Course Code : MTH 5412(3+0)
Synopsis:
    This course discusses the analysis of data in the present of outliers in the data set.  The topics include the estimation of a robust location and scale parameter,   robust regression, residuals and influence in regression.  The construction of outlier diagnostics is also discussed.

Course Title : Teori Statistik Tak  Berparameter  (Theory of Non Parametric Statistics)
Course Code : MTH 5413(3+0)
Synopsis:
    This course emphasizes on statistical inference problems in which the assumption of normality of the underlying population distributions is dropped.  The course starts with a topic on ordered statistics and the runs test for randomness.  This is followed by location tests for one sample, two independent and related samples and finding their asymptotic efficiencies relative to the corresponding parametric tests.  The location problem is extended to the case of more than two samples.  Subsequent topics will be centred on the general linear rank statistics for two samples problem, goodness-of-fit tests for one and two samples.  The course ends with a topic on the measures of association including their tests of significance.

Course Title : Proses Stokastik Gunaan (Applied Stochastic Process)
Course Code :  MTH 5414(3+0)
Synopsis:
    The course begins with discussion on basic concepts of stochastic processes, before introducing renewal processes and random walks, fluctuation theory, stationary processes and spectral analysis. Further discussions include topics on Markov chains and processes, birth and death processes, diffusion processes.  The course ends with discussions on the use of simulation in probability models and stochastic processes as an aid to analysis and for the development of understanding and insight.

Course Title : Analisis Multivariat (Multivariat Analysis)
Course Code : MTH 5415(3+0)
Synopsis :
    This course begins with the study on basic properties of random vectors.  This is followed by topics on the multivariate normal distribution theory, estimation and hypothesis testing.  Several multivariate techniques will be discussed as the knowledge of the techniques is an essential first step in understanding multivariate analysis.

Course Title  :   Analisis Siri Masa (Time Series Analysis)
Course Code  :   MTH 5416(3+0)
Synopsis:
    This course begins by introducing the objective of time series analysis, estimation of trend seasonal patterns, stationary processes and ARMA process.This will be followed by forecasting  stationary time series and several algortihms
will be discussed.  Estimation, diagnostic and randomness test and also order selection criteria will be discussed.  This is  followed by an introduction to spectral analysis.  Students will also be required to carry out pratical time series
modelling and forecasting.

Course Title : Teknik Statistik Ruang (Spatial Statistics Techniques)
Course Code : MTH 5418(3+0)
Synopsis:
    The course begins with a brief overview of spatial analysis followed by the concept of spatial autocorrelation and various measures of autocorrelation.  Spatial  point processes will then be discussed followed by quadrat analysis and distance method).  The course ends with a discussion of spatial models.

Course Title : Projek  (Project)
Course Code : MTH 5989(0+6)
Synopsis:
    This course expects students capable of using an appropriate statistical methods to analyse real data for a specific problem.  The students are also expected to understand and implement methods found from a latest journals to a real data.  The results of the study will be presented in a seminar.

 

 

 

 

Prepared by

 

 

Prof. Madya Dr. Kassim Haron (Program Coordinator)

Address:     A2.12, Second Floor,

                    Mathematics Building Block B (Annex)   

Tel :            03-89466830

 Email: kassim@fsas.upm.edu.my     or         kassimhr@putra.upm.edu.my