dc3 Syllabus PDF

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS
UNIVERSITY OF DELHI
DEPARTMENT OF STATISTICS
FOUR YEAR UNDERGRADUATE PROGRAMME
(Courses effective from Academic Year 2013-14)
SYLLABUS OF COURSES TO BE OFFERED

Disciplinary Courses I, Disciplinary Courses II & Applied Courses
Note: The courses are uploaded as sent by the Department concerned. The scheme of marks will be determined by the University and will be corrected in the syllabus accordingly. Editing, typographical changes and formatting will be undertaken further.
Four Year Undergraduate Programme Secretariat fouryearprog@gmail.com
PREAMBLE
The 4 year undergraduate degree programme in Statistics offers 20 papers in Discipline Course I (DC-I) including one paper on Research Methodology and one paper on Research/Dissertation; Six papers in Discipline Course II (DC-II) and four papers in Applied Course (AC). The new syllabus has been designed keeping in view the potential application arising from industries, market and academics for the undergraduate students of Statistics. While designing this course the three exit points have also been duly considered.
The papers of DC-I are designed to provide the knowledge of Basic Statistics, Applied Statistics, essentials of Mathematics, knowledge of computer language and the use of statistical packages. The course is designed in a manner such that the use of Statistics with knowledge of computers may contribute significantly in the area of research and in inter-disciplinary courses.
The six papers of DC-II are designed to teach theoretical and practical aspect of Statistics to the students of other disciplines in a simple and concise manner. This will also enable them to pursue the subject of Statistics at the higher-education level.
The four applied courses are designed to empower the students with statistical techniques to analytically deal with the data based situations arising in the sectors such as industry, geography, geology, environmental sciences, ecology, insurance, business and markets, finance, experimental sciences and observational studies. This avenue is open to both the Statistics and the non-Statistics students.
Structures of Discipline Course - I, Discipline Course - II and Applied Courses in Statistics

DC-I STRUCTURE
Semester 1 No. of Papers 2 Papers SDCI-1: Probability and Statistical Methods-I SDCI-2: Applied Statistics-I SDCI-3: Algebra and Calculus SDCI-4: Probability and Statistical Methods-II SDCI-5: Real Analysis and Numerical Analysis SDCI-6: Probability and Statistical Methods-III SDCI-7: Linear Models SDCI-8: Probability and Statistical Methods-IV SDCI-9: Statistical Inference-I SDCI-10: Survey Sampling SDCI-11: Statistical Computing using C SDCI-12: Statistical Inference-II SDCI-13: Design of Experiments SDCI-14: Applied Statistics-II SDCI-15: Stochastic Processes SDCI-16: Operations Research SDCI-17: Research Methodology SDCI-18: Econometrics SDCI-19: Bio-Statistics SDCI-20: Research (Dissertation) Page No. 09 12 14 17 20 23 25 28 30 33 36 40 42 45 48 50 52 54 56 58
DISCIPLINE COURSE - II STRUCTURE

Semester 3 4 5 6 7 8 No. of Papers 1 1 1 1 1 1 Papers SDCII-1: Probability and Statistical Methods SDCII-2: Probability Distributions SDCII-3: Sampling Distributions SDCII-4: Applied Statistics SDCII-5: Statistical Inference SDCII-6: Sample Survey and Design of Experiments Page No. 60 63 66 68 71 74
APPLIED COURSE STRUCTURE

Semester 3 4 5 6 No. of Papers 1 1 1 1 Papers SAC-1: Six Sigma - A Statistical Quality Approach SAC-2: Environmental Statistics SAC-3: Actuarial Statistics SAC-4: Statistics in Finance Page No. 78 81 84 86
COURSE STRUCTURE: DISCIPLINE COURSE I SCHEME OF EXAMINATION

Theory Internal Assessment Practical
First Year: Semester I

Paper SDCI-1: Paper SDCI-2: Probability and Statistical Methods-I Applied Statistics-I 75 75 25 25 50 50
First Year: Semester II

Paper SDCI-3: Paper SDCI-4: Algebra and Calculus Probability and Statistical Methods-II 75 75 25 25 50 50
Second Year: Semester III

Paper SDCI-5: Paper SDCI-6: Real Analysis and Numerical Analysis Probability and Statistical Methods-III 75 75 25 25 50 50
Second Year: Semester IV

Paper SDCI-7: Paper SDCI-8: Linear Models Probability and Statistical Methods-IV 75 75 25 25 50 50
Third Year: Semester V

Paper SDCI-9: Paper SDCI-10: Paper SDCI-11: Statistical Inference-I Survey Sampling Statistical Computing using C 75 75 75 25 25 25 50 50 50
Third Year: Semester VI

Paper SDCI-12: Paper SDCI-13: Paper SDCI-14: Statistical Inference-II Design of Experiments Applied Statistics-II 75 75 75 25 25 25 50 50 50
Fourth Year: Semester VII

Paper SDCI-15: Paper SDCI-16: Paper SDCI-17: Stochastic Processes Operations Research Research Methodology 75 75 75 25 25 25 50 50
Fourth Year: Semester VIII

Paper SDCI-18: Paper SDCI-19: Paper SDCI-20: Econometrics Bio-Statistics Research (Dissertation) 75 75 75 25 25 25 50 50
Note 1:
Each paper will carry 150 marks including 25 marks for Internal Assessment and 50 marks for Practicals. Use of non-programmable scientific calculators in the theory examination is allowed. Evaluation in respect of Internal Assessment would be as per the University guidelines. Four periods per week per student will be devoted to Practicals under each Paper. The batch size for practical classes would be as per the University guidelines. The conduct and evaluation in respect of the Examination relating to the Practical Papers would be as per the general guidelines laid down by the University. Colleges are advised and encouraged to conduct atleast 50% of practicals using spreadsheet or statistical packages SPSS/R.
Note 2: Note 3: Note 4: Note 5: Note 6:
Note 7:
COURSE STRUCTURE: DISCIPLINE COURSE II SCHEME OF EXAMINATION

Theory Internal Assessment Practical

Paper SDCII-1: Probability and Statistical Methods 75 25 50

Paper SDCII-2: Probability Distributions 75 25 50

Paper SDCII-3: Sampling Distributions 75 25 50

Paper SDCII-4: Applied Statistics 75 25 50
Fourth Year: Semester VII

Paper SDCII-5: Statistical Inference 75 25 50
Fourth Year: Semester VIII

Paper SDCII-6: Sample Survey and Design of Experiments Note 1: 75 25 50
Each paper will carry 150 marks including 25 marks for Internal Assessment and 50 marks for Practicals. Use of non-programmable scientific calculators in the theory examination is allowed. Evaluation in respect of Internal Assessment would be as per the University guidelines. Four periods per week per student will be devoted to Practicals under each Paper. The batch size for practical classes would be as per the University guidelines. The conduct and evaluation in respect of the Examination relating to the Practical Papers would be as per the general guidelines laid down by the University. Colleges are advised and encouraged to conduct atleast 50% of practicals using spreadsheet or statistical packages SPSS/R. 6
Note 2: Note 3: Note 4: Note 5: Note 6:
Note 7:
COURSE STRUCTURE: APPLIED COURSE SCHEME OF EXAMINATION

Theory and Practical

Paper SAC-1: Six Sigma - A Statistical Quality Approach 75

Paper SAC-2: Environmental Statistics 75

Paper SAC-3: Actuarial Statistics 75

Paper SAC-4: Statistics in Finance 75
Note 1: Note 2: Note 3: Note 4:
Use of non-programmable scientific calculators in the theory examination is allowed. Two periods per week per student will be devoted to Practicals under each Paper. The batch size for practical classes would be as per the University guidelines. The conduct and evaluation in respect of the Examination relating to the papers would be as per the general guidelines laid down by the University. Colleges are advised to conduct practicals using spread sheet or statistical packages.
Note 5:
DISCIPLINE COURSE - I STRUCTURE*

Semester 1 No. of Papers 2 Papers SDCI-1: Probability and Statistical Methods-I SDCI-2: Applied Statistics-I SDCI-3: Algebra and Calculus SDCI-4: Probability and Statistical Methods-II SDCI-5: Real Analysis and Numerical Analysis SDCI-6: Probability and Statistical Methods-III SDCI-7: Linear Models SDCI-8: Probability and Statistical Methods-IV SDCI-9: Statistical Inference-I SDCI-10: Survey Sampling SDCI-11: Statistical Computing using C SDCI-12: Statistical Inference-II SDCI-13: Design of Experiments SDCI-14: Applied Statistics-II SDCI-15: Stochastic Processes SDCI-16: Operations Research SDCI-17: Research Methodology SDCI-18: Econometrics SDCI-19: Bio-Statistics SDCI-20: Research (Dissertation) Page No. 09 12 14 17 20 23 25 28 30 33 36 40 42 45 48 50 52 54 56 58
* Out of 14 weeks in a semester the courses are designed for 12 weeks and two weeks are given for revision/problem sessions.
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I
Semester-I
PAPER SDCI - 1: PROBABILITY AND STATISTICAL METHODS I
1. Introduction to Statistics, Development, Importance and Scope of Statistics 1.1 Types of data 1.2. Presentation of Data by Tables and Graphs 1.2.1 Frequency distributions: Discrete and Continuous 1.2.2 Graphical representation of distributions 1.2.3 Histograms and frequency polygons (for equal and unequal class intervals) 1.2.4 Cumulative frequency distributions (Partition values) and their graphical representation 2. Measures of Location and Dispersion 3. Moments 3.1 About origin 3.2 About mean 3.3 Factorial 3.4 Relationship among them 3.5 Effect of change of origin and scale 3.6 Sheppards Correction 4. Measures of Skewness 5. Measures of Kurtosis 6. Bivariate Data and Scatter Diagram 7. Principle of Least Squares 7.1 Fitting of polynomial and exponential curves 8. Probability Theory 8.1 Random Experiments 8.2 Sample points 8.3 Sample space and events of an experiment 9. Definition of Probability 9.1 Classical Approach 9.2 Relative Frequency Approach 9.3 Kolmogrovs approach to Probability 10. Theorems on Probability 11. Conditional Probability 12. Independent Events 13. Bayes Theorem and its Applications 14. Random Variables: Discrete 15.1 pmf and cdf 15.2 Illustrations and properties 16. Random Variables: Continuous 16.1 pdf and cdf 16.2 Illustrations and properties 17. Univariate Transformations
WEEK-WISE DETAILS
Week 1: Introduction to Statistics, Presentation of Data by Tables and Graphs and Frequency Distributions Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. pp. 1-6, 18-24, 26-43. Gun A. M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd. pp. 1-13, 21-36, 44 -59. Week 2-3: Measures of Location and Dispersion, Moments, Measures of Skewness and Kurtosis Gun A. M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd. pp. 63-77, pp. 84-96, 101-105, 106-123. Week 4: Bivariate Data, Scatter Diagram, Principle of least squares Gun A. M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd. pp. 242-245, Article 10.7, 254 -256. Week 5-7: Probability Theory, Definition of Probability, Theorems on probability Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. pp. 36-39 (Art. 2.3). Walpole, Ronald E., Myers, Raymond H., Myers, Sharon L. and Ye, Keying (2007): Probability and Statistics for Engineers and Scientists, 8th edition, Pearson, Prentice Hall. pp. 31-39, Article 2.4, pp. 49-57. Week 8-9: Conditional Probability, Independent Events, Bayes Theorem and its applications Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Articles 3.1, 3.2, 3.5, 7277, 104106, Article 3.4, 9194, Article 3.3, 7789. Walpole, Ronald E., Myers, Raymond H., Myers, Sharon L. and Ye, Keying (2007): Probability and Statistics for Engineers and Scientists, 8th edition, Pearson, Prentice Hall. Article 2.6, pp. 58-73. Week 10-12: Random Variables: Discrete Variables, Random Variables: Continuous Variables Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Articles 4.1, 4.2, 4.9, 130- 138, 174-176, Article 5.1, 195-198. Walpole, Ronald E., Myers, Raymond H., Myers, Sharon L. and Ye, Keying (2007): Probability & Statistics for Engineers & Scientists, 8th edition, Pearson, Prentice Hall. pp. 7790. Week 12: Univariate Transformations Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Article 5.7, 231233.
Practical/ Lab work

LIST OF PRACTICAL.S 1. Problems based on graphical representation of data a. Histograms (equal class intervals and unequal class intervals) b. Frequency polygon c. Pie chart d. Ogives 10
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 2. Problems based on measures of central tendency using raw data 3. Problems based on measures of central tendency using frequency distribution 4. Problems based on measures of central tendency for change of origin and scale 5. Problems based on measures of central tendency for missing frequency 6. Estimation after correcting the incorrect observation 7. Problems based on measures of dispersion using raw data 8. Problems based on measures of dispersion using frequency distribution 9. Problems based on measures of dispersion for change of origin and scale 10. Problems based on combined mean and variance and coefficient of variation 11. Problems based on Moments using raw data 12. Problems based on moments using frequency distribution 13. Problems based on moments for change in origin and scale a. Relationships between moments about origin and central moments b. Skewness and kurtosis 14. Fitting of polynomials 15. Fitting of exponential curves
11
PAPER SDCI-2: APPLIED STATISTICS-I

1. Index Numbers 1.1 Introduction 1.2 Basic Problems in the construction of Index Numbers 1.3 Construction of Index Numbers 1.4 Measurement Criterion of a good Index Number 1.5 Errors in the construction of Index Numbers 1.6 Uses and Limitations of Index Numbers 1.7 Chain Index 1.8 Base Shifting, Splicing and Deflating 1.9 Cost of Living Index Numbers 2. Vital Statistics 2.1 Introduction and Sources of collecting data on vital statistics, errors in census and registration data, ratio of vital events 2.2 Measurements of Mortality 2.3 Life Tables, Central Mortality Rates and Force of Mortality 2.4 Assumption, Description and Construction of Life Tables and Uses of Life Tables 2.5 Measurements of fertility 2.6 Measurement of Population Growth-Crude rates of natural increase, Pearls vital index, Gross Reproduction Rate (GRR), Net Reproduction Rate (NRR) 3. Indian Official Statistics 3.1 Introduction to Indian Statistical system 3.2 Statistical Offices at the Centre 3.3 Population Statistics 3.4 Agencies responsible for collection of data on Official Statistics on Agriculture, Industrial production, Trade, Price (Retail and Wholesale) and their important publications
WEEK-WISE DETAILS
Week1-4: Index Numbers Croxton, Fredrick E., Cowden, Dudley J. and Klein, S. (1973): Applied General Statistics, 3rd Edition. Prentice Hall of India Pvt. Ltd. pp. 343 (1st para), 345-346 (till 1st para), 352. Gun, A.M., Gupta, M.K. and Dasgupta, B. (2008): Fundamentals of Statistics, Vol. II, 9th Edition, World Press. pp. 368-369 (till 1st para), 369-374 (till 2nd para), 378 (Art. 6.2.7) Karmel, P.H. and Polasek, M. (2012): Applied Statistics for Economists, 4th edition. Khosla Publishing House by arrangement with Pitman. pp. 434-439,466-473 Mukhopadhyay P. (1999): Applied Statistics, Books and Allied (P) Ltd. pp. 340-342 Week 5-7: Vital Statistics Gun, A.M., Gupta, M.K. and Dasgupta, B. (2008): Fundamentals of Statistics, Vol. II, 9th Edition, World Press. pp. 249-254 (Art. 4.1, 4.2, 4.3), 254-261 (Art. 4.4), 264-266 (Art 4.4.7 till 3rd para), 268 (Art. 4.5), 268-271 (leaving last para) (Art. 4.5.1, 4.5.2), 286-290, (Art. 4.6) Week 8-10: Vital Statistics (continued) Gupta, S.C., Kapoor, V. K. (2007): Fundamentals of Applied Statistics, 4th Edition, Sultan Chand & Sons. pp. 9.15-9.21, 9.25-9.27 (Remarks 1 and 2), 9.28-9.33, 9.33-9.37 (Examples 9.4-9.10), 9.44-9.49, 290-296 (Art. 4.7), 9.49-9.54 12
Week 11-12: Indian Official Statistics Gun, A.M., Gupta, M.K. and Dasgupta, B. (2008): Fundamentals of Statistics, Vol. II, 9th Edition, World Press. pp. 529-531 (Art. A.1, A.2), 532-535 (Art. A.3), 536-542 (Art. A.5), 544570 (till 2nd para)
Practical/ Lab work

LIST OF PRACTICALS 1. Calculate price and quantity index numbers using Laspeyres, Paasches, Drobish Bowley, Marshall-Edgeworth, Walsch and Fishers formulae 2. To calculate price and quantity index numbers using simple and weighted average of price relatives based on arithmetic mean and geometric mean 3. To calculate the Chain Base index numbers for a given series of Fixed Base index numbers and show that the two are same 4. To compute Chain Base index numbers for a given set of data 5. To convert the Chain Base index numbers to Fixed Base index numbers 6. To verify Time Reversal Test and Factor Reversal Test for Laspeyres, Paasches, Drobish Bowley, Marshall-Edgeworth, Walsch and Fishers index numbers 7. To calculate Cost of Living index number by:- (i)Aggregate Expenditure method (ii) Method of Weighted Relatives 8. To shift the base period for a given series of index numbers 9. To splice two series of index numbers using:- (i) Forward splicing (ii) Backward splicing 10. To find deflated income and calculate purchasing power of a rupee for a given set of data 11. To calculate CDR and Age Specific death rate for a given set of data 12. To find Standardized death rate by:- (i) Direct method (ii) Indirect method 13. To construct a complete life table 14. To fill in the missing entries in a life table 15. To calculate CBR, GFR, SFR, TFR for a given set of data 16. To calculate Crude rate of Natural Increase and Pearles Vital Index for a given set of data 17. Calculate GRR and NRR for a given set of data and compare them
13
Semester-II
PAPER SDCI-3: ALGEBRA AND CALCULUS
I ALGEBRA 1. Special Matrices 1.1 Symmetric and Skew Symmetric matrices 1.2 Orthogonal matrix 1.3 Hermitian and Skew Hermitian matrices 1.4 Unitary matrix 1.5 Idempotent matrix 1.6 Trace of a matrix 2. Rank of a Matrix 2.1 Elementary Matrices 2.2 Equivalent Matrices 2.3 Reduction of a Matrix to Triangular Form and Normal Form 2.4 Elementary Transformations and Rank of a Matrix 2.5 Use of Elementary Transformations in computing Inverse of a Non-singular Matrix 3. Linear Equations 3.1 Introduction 3.2 Homogenous Linear Equations 3.3 Non-Homogenous Linear Equations 4. Characteristic Equation and Characteristic Roots of a Matrix 4.1 Definition of Characteristic Equation and Characteristic roots of a Matrix 4.2 Nature of Characteristic Roots of Special types of Matrices 4.3 Characteristic Vector 4.4 Cayley-Hamilton Theorem 5. Quadratic Forms 5.1 Bilinear Forms 5.2 Quadratic Forms 5.3 Linear Transformation of the given Quadratic Form 5.4 Reduction of Quadratic Form into Sum of Squares 5.5 Index and Signature of Real Quadratic Form 5.6 Definite Real Quadratic Form 6. Partitioning of Matrices 6.1 Operation of Addition and Multiplication of Matrices in partitioned form 6.2 Computation of the Inverse by partitioning 7. Generalized Inverse 7.1 Different Algorithms for finding Generalized Inverse of a matrix 7.2 Deriving solutions using Generalized Inverses 7.3 Generalized inverse of the matrix XX 8. Matrix Differentiation 9. Vector Spaces 9.1 Vectors 9.2 Generalized Vector Operations 9.3 Euclidean space and the scalar product 9.4 Linear dependence and Linear Combination of vectors 9.5 The concept of a Basis 9.6 Changing a single vector in a basis 9.7 Orthogonal basis 9.8 Vector Space 14
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS II CALCULUS 10. Successive Differentiation 10.1 Higher Order Derivatives 10.2 Calculation of the nth derivative-some standard results 10.3 Determination of nth derivative of Rational Functions 10.4 The nth derivative of the products of the powers of sines and cosines 10.5 Leibnitzs Theorem. The nth derivative of the product of two functions 11. Partial Differentiation 11.1 Limit of a function of two variables 11.2 Partial Derivatives 11.3 Homogenous Functions 12. Jacobians 12.1 Definition 12.2 Jacobian of function of function 12.3 Jacobian of Implicit functions 13. Beta and Gamma Functions 13.1 Definition 13.2 Properties of Beta and Gamma Functions 13.3 Transformations of Beta Function 13.4 Relation between Beta and Gamma Functions 13.5 Duplication Formula 14. Multiple Integrals 14.1 Double Integrals 14.2 Change of Order of Integration 15. Differentiation Under Integral Sign 16. Linear Differential Equations WEEK-WISE DETAILS Week 1-2: Special Matrices, Rank of a Matrix and Linear Equations Datta, K.B. (2004): Matrix and Linear Algebra, Prentice Hall of India Pvt. Ltd. pp. 14-17, 7072,74-76 Graybill, F.E. (1961): Introduction to Matrices with Applications in Statistics, Wadsworth Pub. Co. pp. 10-14 Gupta, S.C. (2008): An Introduction to Matrices, Sultan Chand and Sons. pp. 27, 30, 32, 33-34, 37, 39, 146-147, 152-155, 159, 195-218 Week 3: Characteristic Equation and Characteristic Roots Gupta, S.C. (2008): An Introduction to Matrices, Sultan Chand and Sons. pp. 219-244, Proof of Cayley Hamilton Theorem & 7.11, 7.12, 7.15 to be done, Theorem 7.2, 7.4, 7.5, 7.13, 7.14 only statement Week 4: Quadratic Forms Gupta, S.C. (2008): An Introduction to Matrices, (Reprint), Sultan Chand and Sons. pp. 245252, 254-265, 270-271, 274-280, 282, Theorems 8.3, 8.4, 8.6, 8.7, 8.8, 8.9 and Art. 8.4.1 not to be done, Theorems 8.5, 8.10 and Art. 8.3.2 only statement Week 5-6: Partitioning of Matrices, Generalized Inverse, Matrix Differentiation Hadley, G. (2002): Linear Algebra, Narosa Publishing House (Reprint). pp.79-84,107-111 Searle, S.R. (1982): Matrix Algebra Useful for Statistics. John Wiley and Sons. pp. 260, 268269, 213-216, 327-330 Datta, K.B. (2004): Matrix and Linear Algebra, Prentice Hall of India Pvt. Ltd. pp. 54-60 15
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 6: Vector Spaces Rencher, A.C. (2000): Linear Models in Statistics, John Wiley and Sons. pp.50-52 Hadley, G. (2002): Linear Algebra, Narosa Publishing House (Reprint). pp.26-34,39,41,45-47 Week 7-8: Successive Differentiation and Partial Differentiation Narayan, Shanti and Mittal, P.K. (2012): Differential Calculus, S. Chand and Co. pp. 166-190, 356-385 Week 9-10: Beta Functions, Gamma Functions, Multiple Integrals and Differentiation under Integral Sign Narayan, Shanti and Mittal, P.K. (2011): Integral Calculus, S. Chand and Co. pp. 203-219, 338-341, 344-345, 353-355, 362-363, 428-432, 435-436 Week 11-12: Linear Differential Equations Narayan, Shanti and Mittal, P.K. (2011): Integral Calculus, S. Chand and Co. pp. 540-550, 557-562, 567-570, 575-580.
Practical/ Lab work

LIST OF PRACTICALS 1. 2. 3. 4. Finding rank of matrix by reducing a matrix to (i) a triangular form,(ii) normal form Expressing a matrix as a product of elementary matrices Solving a set of (i) homogenous linear equations (ii) non homogenous linear equation Finding characteristic root of a matrix and characteristic vector corresponding to each characteristic root 5. Verification and use of Cayley Hamilton theorem 6. Finding inverse using Cayley Hamilton theorem 7. For a real Skew Symmetric matrix S ,show that matrix A defined by A = (I-S) (I+S)-1 is an orthogonal matrix 8. Reducing a Quadratic Form to its canonical form and finding its rank and index 9. Proving that a quadratic form is positive or negative definite. 10. Finding the product of two matrices by considering partitioned matrices 11. Finding inverse of a matrix by partitioning 12. Finding Generalized Inverse of a (i) matrix (ii) symmetric matrix 13. To show that matrix A defined as A= (In - X (XX)-1X) is idempotent. Also, determine its rank and characteristic root .Repeat the process by finding a generalized inverse of XX if inverse does not exist 14. To find whether a given set of vectors is linearly dependent or linearly independent 15. Constructing an Orthonormal Basis using Gram Schmidt Orthogonalization Process
16
PAPER SDCI-4: PROBABILITY AND STATISTICAL METHODS-II

1. 2. 3. 4. 5. Expectations of Random Variables and its Properties Moment Generating Function Cumulant Generating Functions Characteristic Functions Discrete Probability Distributions 5.1 Binomial distribution 5.1.1 pmf and cdf 5.1.2 Mean, variance and mode 5.1.3 Additive properties and recurrence relation 5.1.4 Characteristics function and moment generating function 5.2 Poisson distribution 5.2.1 pmf and cdf 5.2.2 Mean, variance and mode 5.2.3 Additive properties and recurrence relation 5.2.4 Characteristics function and moment generating function 5.2.5 Limiting/Approximation cases 5.3 Geometric distribution 5.3.1 pmf and cdf 5.3.2 Mean, variance and mode 5.3.3 Additive properties and recurrence relation 5.3.4 Characteristics Function and moment generating function 5.3.5 Limiting/Approximation cases 5.4 Negative Binomial distribution 5.4.1 pmf and cdf 5.4.2 Mean, variance and mode 5.4.3 Additive properties and recurrence relation 5.4.4 Characteristics Function and moment generating function 5.4.5 Limiting/Approximation cases. 5.5 Hypergeometric distribution 5.3.1 pmf and cdf 5.3.2 Mean, variance and mode 5.3.3 Additive properties and recurrence relation 5.3.4 Characteristics function and moment generating function 5.3.5 Limiting/Approximation cases 6. Continuous probability distributions 6.1 Normal distribution 6.1.1 Definition and properties 6.1.2 pdf and cdf 6.1.3 Mean, variance, median and mode 6.1.4 Additive properties and recurrence relation 6.1.5 Characteristics function and moment generating function 6.1.6 Limiting/Approximation cases 6.1.7 Mean deviation about mean 6.2 Uniform distribution 6.2.1 Definition and properties 6.2.2 pdf and cdf 6.2.3 Mean, variance, median and mode 6.2.4 Additive properties and recurrence relation 17
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 6.2.5 Characteristics function and moment generating function 6.2.6 Limiting/Approximation cases 6.2.7 Mean deviation about mean Exponential distribution 6.3.1 Definition and properties 6.3.2 pdf and cdf 6.3.3 Mean and variance 6.3.4 Additive properties and recurrence relation 6.3.5 Characteristics function and moment generating function 6.3.6 Limiting/Approximation cases Gamma distribution 6.4.1 Definition and properties 6.4.2 pdf, mean and variance 6.4.3 Characteristics function and moment generating function 6.4.4 Limiting/Approximation cases Beta distribution 6.5.1 Definition and properties 6.5.2 pdf, mean and variance 6.5.3 Characteristics function and moment generating function 6.5.4 Limiting/Approximation cases Cauchy distribution 6.6.1 Definition and properties 6.6.2 pdf and its peculiar properties 6.6.3 Characteristics function 6.6.4 Limiting/Approximation cases Laplace distribution 6.7.1 Definition and properties 6.7.2 pdf, mean and variance 6.7.3 Characteristics function and moment generating function 6.7.4 Limiting/Approximation cases
6.3
6.4
6.5
6.6
6.7
WEEK-WISE DETAILS
Week 1-3: Expectations of random variables and its properties, Moment generating function and Cumulant generating functions Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Art. 4.3-4.4, pp. 138-142, 145-147, Art. 5.2, pp. 198-201 Walpole, Ronald E., Myers, Raymond H., Myers, Sharon L. and Ye, Keying (2007): Probability & Statistics for Engineers & Scientists, 8th edition, Pearson, Prentice Hall, pp. 107128 Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, , The World Press Private Ltd. Calcutta. pp 118 127, Article 9.3, pp. 296- 299, Article 9.9, pp 320-321. Week 4-6: Characteristic functions Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Article 9.5, pp 299-300, Theorem 9.3, Corollary 9.3.1, pp 304-305, pp307-308, Article 9.6, pp 309-311. Week 7-9: Discrete probability distributions Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Article 4.6, pp. 147150, 152-153, B4 Article 8.4, pp. 8.4-8.18, pp. 8.20-8.21, pp. 8.23, Article 4.7, pp. 157-160, 18
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Article 4.8, pp. 166-167, Article 4.8.2 pp. 168-170. Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd., Kolkata. Article 8.6, pp. 179-188, Art. 8.10, pp188-195, Art. 8.14, pp 195-197, Art. 8.5, pp178-179. Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Article 5.4, pp 168- 172, Art. 5.5, pp 174- 178, Art. 5.6, pp 179-181, Art. 5.7, pp 181, Art. 5.3, pp 165-168.
Week 10-12: Continuous probability distributions Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Art. 5.4, pp. 207213, Art. 5.3, pp. 203- 206, Art. 5.5, pp. 218- 221, Art. 5.6.1 pp. 225- 227, Art. 5.6.4 pp. 229231, Art. 5.6.3, pp. 228-229. Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd. Kolkata. Article 8.15 pp. 197, Art. 8.17, pp 199 - 208. Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Article 6.2, pp 186 - 187, Art. 6.3, pp 187- 188, Art. 6.4, pp 190-191, Art. 6.5, pp 192-193, Art. 6.6, pp 194-197, Art. 6.7, pp 201.
Practical/ Lab work

LIST OF PRACTICALS 1. Fitting of binomial distributions for n and p = q = given 2. Fitting of binomial distributions for n and p given 3. Fitting of binomial distributions computing mean and variance 4. Fitting of Poisson distributions for give n value of lambda 5. Fitting of Poisson distributions after computing mean 6. Fitting of negative binomial 7. Fitting of Suitable distribution 8. Application Problems based on Binomial distribution 9. Application problems based on Poisson distribution 10. Application problems based on negative binomial distribution 11. Problems based on Area property of normal distribution 12. To find the ordinate for a given area for normal distribution 13. Application based problems based on normal distribution 14. Fitting of normal distribution when parameters are given 15. Fitting of normal distribution when parameters are not given
19
Semester-III
PAPER SDCI-5: REAL ANALYSIS AND NUMERICAL ANALYSIS
I REAL ANALYSIS 1. Completeness 1.1 The Completeness property of R 2. Neighbourhood and Limit Points 2.1 Neighbourhood 2.2 Open Set 2.3 Closed Set 2.4 Limit Point of a Set 3. Sequences 3.1 Definition of a Sequence 3.2 Convergent Sequence 3.3 Divergent Sequence 3.4 Oscillatory Sequence 3.5 Cauchy Sequence 3.6 Monotone Sequence 4. Series 4.1 Sequence of partial sum of series 4.2 Cauchys general principal of convergence 4.3 Necessary condition for convergence 4.4 Series of positive terms 4.5 Comparison Tests 4.6 p- test 4.7 Cauchys nth root test 4.8 D Alemberts Ratio test 4.9 Raabes test 4.10 Series of arbitrary terms 4.11 Alternating series 4.12 Absolute convergence 4.13 Conditional convergence 5. Mean Value Theorems 5.1 Rolles Theorem 5.2 Lagranges Mean Value theorem 5.3 Power series expansion of ex, sinx, cosx and log(1+x) II NUMERICAL ANALYSIS 6. Finite Differences and interpolation with equal intervals 6.1 Definition of operators and derivation of inter-relations among them 6.2 NewtonGregory formula for forward Interpolation 6.3 Factorial notation for positive and negative exponent. Representation of polynomial in factorial notations 6.4 Properties of and E (without proof) 7. Interpolation with unequal intervals of the argument 7.1 Definition of divided differences of order n. 7.2 Properties of divided differences (only statement). 7.3 Derivation of Newtons divided difference formula 7.3.1 Derivation of Newtons forward difference formula 20
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 7.3.2 Newtons backward difference formula 7.4 Lagranges interpolation formula 7.5 Properties of Lagrangian coefficients (only statement) 8. Central Difference Interpolation formula 8.1 Derivation of Gausss Forward central difference interpolation formula 8.2 Statement of Gausss backward central difference interpolation formula 8.3 Derivation of Sterlings central difference interpolation formula 9. Inverse Interpolation 9.1 Lagranges inverse interpolation formula 9.2 Method of successive approximation or iteration 9.3 Method of reversion of series 10. Numerical Integration 10.1 Derivation of Newton Cotes integration formula 10.2 Properties of Cotes numbers (only statement) 10.3 Derivation of Trapezoidal rule with error term and its geometrical significance 10.4 Derivation of Simpsons one-third rule with error term and its geometrical significance 10.5 Derivation of Simpsons three-eighth rule with error terms and its geometrical significance 10.6 Statement of Weddles rule 10.7 Derivation of Euler-Maclaurins summation formula 11. Difference Equation 11.1 Solution of difference equations of first order with variable coefficients 11.2 Solution of linear difference equations with constant coefficients
WEEK-WISE DETAILS
Week 1: Completeness, Neighbourhood and Limit Points Ross, Kenneth A. (2007): Elementary Analysis: The Theory of calculus, 2nd Edition. pp 19-22 Bartle, Robert G. and Donald R. Sherbert (2000): Introduction to Real Analysis, 3rd Edition, John Wiley & Sons, Inc. pp. 34-38., 312-314 Week 2-3: Sequences Ross, Kenneth A. (2007): Elementary Analysis: The Theory of calculus, 2nd Edition. pp 31,54,57,60 Bartle, Robert G. and Donald R. Sherbert (2000): Introduction to Real Analysis, 3rd Edition, John Wiley & Sons, Inc. pp. 52-54, 73, 80-82 Week 4-5: Series Bartle, Robert G. and Donald R. Sherbert (2000): Introduction to Real Analysis, 3rd Edition, John Wiley & Sons, Inc. pp. 89-93, 253-254, 257-260, 263-264. Week 6: Mean Value Theorems Ross, Kenneth A. (2007): Elementary Analysis: The Theory of calculus, 2nd Edition. pp 214-215 Singal, M.K. and Singal, A.R. (2003): A First Course in Real Analysis, 24th Edition. pp 328333. Week 7: Finite Differences and interpolation with equal intervals Kelly, Louis G. (1967): Handbook of Numerical Methods and Applications, Addison-Wesley Publishing Company. pp. 23-29. Saxena, H.C. (2005): Finite Differences and Numerical Analysis, 15th Edition, Sultan Chand and Co. pp. 8-13, 17, 19. Scarborough, James B. (1966): Numerical Mathematical Analysis, 6th Edition, Oxford IBH Publishing Company Pvt. Ltd. pp. 46-47, 54-61. 21
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 8: Interpolation with unequal intervals of the argument Kelly, Louis G. (1967): Handbook of Numerical Methods and Applications, Addison-Wesley Publishing Company, pp. 30-32, 36-39. Week 9-10: Central Difference interpolation formulas, Inverse Interpolation Hildebrand, F.B. (1987): Introduction to Numerical Analysis, 2nd Edition, Tata McGraw-Hill. pp. 136-140 Scarborough, James B.( 1966 ): Numerical Mathematical Analysis, 6th Edition, Oxford IBH Publishing Company Pvt. Ltd. pp. 93-98 Week 11: Numerical Integration Kelly, Louis G. (1967): Handbook of Numerical Methods and Applications, Addison-Wesley Publishing Company, pp. 52-55 Brian Bradie (2007): A Friendly Introduction to Numerical Analysis, Pearson Education, India. pp 467-471. Week 12: Difference Equations Saxena, H.C.(2005): Finite Differences and Numerical Analysis, 15th Edition, Sultan Chand and Co. pp. 173-199
Practical/ Lab work

LIST OF PRACTICALS 1. Formation of difference table, fitting of polynomial and missing terms for equal interval of differencing 2. Based on Newtons Gregory forward difference interpolation formula 3. Based on Newtons backward difference interpolation formula. 4. Based on Newtons divided difference and Lagranges interpolation formula 5. Based on Gauss forward, Gauss backward central difference interpolation formula 6. Based on Stirlings central difference interpolation formula 7. Based on Lagranges Inverse interpolation formula 8. Based on method of successive approximation or iteration 9. Based on method of reversion of series 10. Based on Trapezoidal Rule 11. Based on Simpsons one-third rule 12. Based on Simpsons three-eighth rule 13. Based on Weddles rule 14. To find sum by Euler-Maclaurin summation formula 15. To find using Euler-Maclaurin summation formula
22
PAPER SDCI-6: PROBABILITY AND STATISTICAL METHODS-III

1. Bivariate and Multivariate Distributions 1.1 Discrete and Continuous type, c.d.f., p.d.f 1.2 Marginal and conditional distributions, independence 1.3 Expectation and Conditional Expectation of Bivariate distributions 1.4 Inversion Theorem (without proof) and related problems 1.5 Multinomial Distribution. 2. Bivariate Normal Distribution (BVN) 2.1 p.d.f. of BVN 2.2 Properties of BVN 2.3 Marginal and conditional p.d.f. of BVN 2.4 Marginal and conditional p.d.f. of Multivariate Normal Distribution (MVN) 3. Correlation and regression 3.1 Karl Pearsons Coefficient of Correlation and its properties 3.2 Lines of Regression 3.3 Spearmans Rank Correlation Coefficient 3.4 Intra-class Correlation coefficient 3.6 Correlation Ratio 3.7 Multiple and Partial correlation coefficients (for three variates only) 4. Limit Laws 4.1 Convergence in probability, almost sure convergence, convergence in mean square and convergence in distribution and their inter relations 4.2 Chebyshevs inequality 4.3 WLLN, SLLN and their applications 4.4 De-Moivre Laplace theorem. 4.5 Central Limit Theorem (C.L.T.) for i.i.d. variates 4.6 Applications of C.L.T. and Lyapunov Theorem (without proof)
WEEK-WISE DETAILS
Week 1-3: Bivariate and Multivariate Distributions Goon, A.M., Gupta, M.K. and Dasgupta. B. (2003): An Outline of Statistical Theory, Vol. I, 4th Edition. World Press, Kolkata, pp. 224-243 Panik, M.J. (2005): Advanced Statistics from elementary point of View, Elsevier Academic Press. pp. 147-187 Week 4-6: Bivariate Normal Distribution (BVN) Panik, M.J. (2005): Advanced Statistics from elementary point of View, Elsevier Academic Press. pp. 281-285 Kapoor, K.N. (2010): A Textbook of Probability Theory, International Book House, Delhi. pp.314-328 Anderson, T.W. (2003): Introduction to Multivariate Statistical Analysis, 3rd Edition, John Wiley and Sons. Sec. 2.3(Theorems without proof), 17-27. Week 7-10: Correlation and Regression Gun, A.M., Gupta, M.K. and Dasgupta. B. (1998): Fundamentals of Statistics, Vol. I, 7th Edition World Press, Kolkata, pp. 245-275,277-297 Goon, A.M., Gupta, M.K. and Dasgupta. B. (2003): An Outline of Statistical Theory, Vol. I, 4th 23
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Edition World Press, Kolkata, pp. 243-248 Week 11-12: Limit Laws Parzen, E. (1992): Modern Probability Theory and its Applications, Wiley-Inter Science ( Paper back Wiley Classic). pp.226-227, 414-417 Goon, A.M., Gupta, M.K. and Dasgupta. B. (2003): An Outline of Statistical Theory, Vol. I, 4th Edition, World Press, Kolkata. pp. 435-441, 443-448
Practical/ Lab work

LIST OF PRACTICALS 1. 2. 3. 4. Karl Pearson correlation coefficient (without change of scale and origin). Karl Pearson correlation coefficient (with change of scale and origin). Karl Pearson correlation coefficient after correcting wrong values. Correlation coefficient for a bivariate frequency distribution (without change of scale and origin). 5. Correlation coefficient for a bivariate frequency distribution (with change of scale and origin). 6. Lines of regression, angle between lines and estimated values of variables. 7. Lines of regression and regression coefficients. 8. Spearman rank correlation without ties. 9. Spearman rank correlation with ties. 10. Partial and Multiple correlations for given simple correlations. 11. Partial and Multiple correlations for raw data. 12. Planes of regression and variances of residuals for given simple correlations. 13. Planes of regression and variances of residuals for raw data. 14. Intra-class correlation ratio.
24
Semester-IV
PAPER SDCI-7: LINEAR MODELS
1. Linear Models 2. Estimability 2.1 Estimability of 2.2 Estimable functions of 3. Gauss Markov Theorem: Full rank and non-full rank cases 3.1 Estimators of ' 3.2 Estimator of 2 4. Distribution of Quadratic forms for Linear Hypothesis 5. Hypothesis testing in multiple linear regressions 6. Simple Linear Regression 6.1 Model 6.2 Least squares estimation of the parameters 6.3 Hypothesis testing on the slope and the intercept 6.4 Interval estimation 6.5 Prediction 6.6 Coefficient of Determination 6.7 Regression through the origin 6.8 Estimation by Maximum likelihood 7. Fitting of a Straight Line (Matrix Approach) 8. Bias in Regression Estimates 9. Residuals and Outliers 10. Lack of Fit and Pure Error 11. Polynomial Regression Models 11.1 Polynomial models in one variable 11.2 Orthogonal polynomials 12. Analysis of Variance: Fixed Effects Model 12.1 One way classification 12.2 Two way classification with one observation per cell 12.3 Two way classification with more than one observation per cell 13. Analysis of Variance: Random Effects Model 13.1 One way classification 13.2 Two way classification with equal number of observations per cell 14. Analysis of Covariance 14.1 Model 14.2 One way classification with one Covariate 14.3 Two way classification with one Covariate 15. General concept of Indicator Variables
WEEK-WISE DETAILS
Week 1: Linear Models and Estimability Rencher, A.C. (2000): Linear Models in Statistics, John Wiley and Sons. pp. 112, 265-277 Week 2: Gauss Markov Theorem Rencher, A.C. (2000): Linear Models in Statistics, John Wiley and Sons. pp. 130-135 25
Week 3: Distribution of Quadratic forms Bapat, R.B. (1993): Linear Algebra and Linear Models, Hindustan Book Agency. pp. 79-83 Week 4: Tests for Linear Hypothesis Montgomery, D.C., Peck, E.A. and Vining, G.G. (2004): Introduction to Linear Regression Analysis, John Wiley and Sons. pp.67-69, 87-96 Week 5: Simple Linear Regression Montgomery, D.C., Peck, E.A. and Vining, G.G. (2004): Introduction to Linear Regression Analysis, John Wiley and Sons. pp. 13-40, 44-50, 65 Week 6: Fitting of a straight line (matrix approach) and Bias in regression estimates Draper, N.R. and Smith, H. (2005): Applied Regression Analysis, John Wiley and Sons. pp. 124-125, 235-238 Week 7: Residuals and outliers, Lack of fit and pure error Montgomery, D.C., Peck, E.A. and Vining, G.G. (2004): Introduction to Linear Regression Analysis, John Wiley and Sons. pp.132-133, 158-161 Week 8: Polynomial Regression Models Montgomery, D.C., Peck, E.A. and Vining, G.G. (2004): Introduction to Linear Regression Analysis, John Wiley and Sons. pp.221-222, 253-255 Week 9: Analysis of Variance: Fixed effects model Goon, A.M., Gupta, M.K. and Dasgupta, B. (1980): An Outline of Statistics, Vol. II, The World Press Private Ltd. pp.270-275, 277-280 Week 10: Analysis of Variance: Random effects model Goon, A.M., Gupta, M.K. and Dasgupta, B. ( 1980): An Outline of Statistics, Vol. II, The World Press Private Ltd. pp. 302-307 Week 11: Analysis of Covariance Rencher, A.C. and Schaalje, G.B. (2008): Linear Models in Statistics, John Wiley and Sons. pp. 443-444, 449-453, 458-460 Week 12: General concept of indicator variables Montgomery, D.C., Peck, E.A. and Vining, G.G. (2004): Introduction to Linear Regression Analysis, John Wiley and Sons. pp. 265-279
Practical/ Lab work

LIST OF PRACTICALS 1. 2. 3. 4. 5. 6. 7. 8. Estimability when X is a full rank matrix Estimability when X is not a full rank matrix Distribution of Quadratic forms Simple Linear Regression Multiple Regression Tests for Linear Hypothesis Bias in regression estimates Lack of fit 26
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 9. Orthogonal Polynomials 10. Analysis of Variance of a one way classified data 11. Analysis of Variance of a two way classified data with one observation per cell 12. Analysis of Variance of a two way classified data with more than one observations per cell 13. Analysis of Covariance of a one way classified data 14. Analysis of Covariance of a two way classified data
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PAPER SDCI-8: PROBABILITY AND STATISTICAL METHODS - IV

1. Sampling Distribution 1.1 Definitions of random sample, parameter and statistic 1.2 Concept of Sampling distribution of a statistic, sample mean and standard error 1.3 Standard error of sample mean and sample proportion 2. Test of Significance and Large Sample Theory 2.1 Null and alternative hypotheses 2.2 Level of significance and probabilities of Type I and Type II errors 2.3 Critical region and p-value 2.4 Large sample tests 2.5 Use of C.L.T. for testing single proportion, difference of proportions, single mean, difference of means, standard deviation and difference of standard deviations 3. Chi-Square (2) Distribution 3.1 Sampling Distribution of 2 3.2 Moment generating functions of 2 3.3 Theorems based on 2distribution 3.4 Applications of 2 4. t Distribution and F Distribution 4.1 p.d.f. of t-distribution and its properties 4.2 p.d.f. of F-distribution and its properties 4.3 Distribution of sample Correlation coefficient r when = 0 4.4 Tests of significance based on t and F Distributions 5. Order Statistics 5.1 Distribution of rth order statistics and its p.d.f. 5.2 Distribution of smallest and largest order statistics 5.3 Joint distribution of rth and sth order statistics 5.4 Distribution of sample median and sample range
WEEK-WISE DETAILS
Week 1-2: Sampling distribution. Mood, A.M., Graybill, F.A. and Boes, D.C. (2007): Introduction to the Theory of Statistics, 3rd Edition (Reprint), Tata McGraw-Hill Pub. Co. Ltd. pp. 222-230 Hogg, R.V. and Tanis, E.A. (2009): A Brief Course in Mathematical Statistics, Pearson Education. pp.14.4-14.6, 14.23-14.25 Week 3-4: Test of significance and large sample theory Freund, R.J and William J. Wilson (2003): Statistical Methods, 2nd Edition, Academic Press. pp. 117-130 Walpole, Ronald E., Myers, Raymond H., Myers, Sharon L. and Ye, Keying (2011): Probability and Statistics for Engineers and Scientists, 9th Edition, Prentice Hall, pp. 321-340 Hogg, R.V. and Tanis, E.A. (2009): A Brief Course in Mathematical Statistics. Pearson Education, pp. 14.8-14.25, 14.25-14.36 Week 5-7: Chi-Square (2) distribution Rohatgi, V. K. (1975): Introduction to Probability theory and Mathematical Statistics,Wiley Eastern Limited, pp.311-315 Hogg, R.V. and Tanis, E.A. (2009): A Brief Course in Mathematical Statistics, Pearson 28
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Education, pp. 15.24-15.41 Week 8-10: t and F Distributions Hogg, R.V. and Tanis, E.A. (2009): A Brief Course in Mathematical Statistics. Pearson Education, pp.16.2-16.10,16.12-16.25, 16.26-16.28, 16.29-16.36,16.36-16.40 Week 11-12: Order Statistics David, H.A. and Nagaraja, H.N. (2003): Order statistics, 3rd Edition, John Wiley and Sons. pp. 2-14
Practical/ Lab work

LIST OF PRACTICALS 1. Large Sample Tests (Based on normal distribution) a. Testing of significance for single proportion and the associated consideration of confidence interval b. Testing of significance for difference of two proportions and the associated construction of confidence interval c. Testing of significance for single mean and the associated construction of confidence interval d. Testing of significance for difference of two means and the associated construction of confidence interval e. Testing of significance for difference of two standard deviations 2. Small Sample Tests (Based on Chi-Square Distribution) a. Testing if the population variance has a specific value b. Testing of goodness of fit c. Testing of independence of attributes based on 2 X 2 contingency table without and with Yates corrections d. Based on 2 X k contingency table using Brandt and Snedecor formula e. Testing of the homogeneity of several population variance f. Pooling of various probabilities obtained from independent tests of significance to give a single test of significance of the aggregate of these tests g. Testing of the homogeneity of the population correlation coefficients 3. Small Sample Tests (Based on t and F Distribution) a. Testing if the sample means differs significantly from the hypothetical value of the population mean and the associated construction of confidence interval b. Testing of the significance of the difference between two means and the associated construction of confidence interval c. Applying the paired t-test for difference of means d. Testing of the significance of an observed sample correlation coefficient e. Testing of the significance of an observed regression coefficient f. Testing of the significance of an observed partial correlation coefficient g. Testing if the sample means differs significantly from the hypothetical value of the population mean and the associated construction of confidence interval h. Testing of equality of two population variances
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Semester-V
PAPER SDCI-9: STATISTICAL INFERENCE-I (ESTIMATION)
1. Introduction to Estimation Theory 1.1 Parametric space, sample space and point estimation 1.2 Requirement of good estimator 1.3 Unbiasedness 2. Consistency 2.1 Invariance property of consistent estimator 2.2 Sufficient condition for consistency 3. Efficiency 3.1 Minimum variance unbiased estimator (MVU) 3.2 Theorems based on MVU estimators 4 Cramer-Rao (C-R) inequality 4.1 MVB estimator 4.2 Condition for equality in C-R inequality 4.3 Problems based on MVB estimator 5 Sufficiency 5.1 Fisher-Neyman criterion 5.2 Factorization theorem 5.3 Distributions admitting sufficient statistic 5.4 Rao-Blackwell theorem 5.5 Completeness and Lehman-Scheffe theorem 6 Methods of Estimation 6.1 MLE and its properties 6.2 Method of moments 6.3 Method of minimum chi-square 6.4 Method of least-squares 7 Interval estimation 7.1 Confidence interval for the parameters of various distributions 7.2 Confidence interval for Binomial proportion 7.3 Confidence interval for population correlation coefficient for Bivariate Normal distribution 7.4 Pivotal quantity method of constructing confidence interval 7.5 Large sample confidence intervals
WEEK-WISE DETAILS
Week 1: Introduction to estimation theory Goon, A.M., Gupta, M.K. and Dasgupta, B (2005): An Outline Of statistical Theory, Volume II. 3rd Edition, World Press. pp. 41-49. Devore, J.L. and Berk, K. N. (2007): Modern Mathematical Statistics with Applications, Duxbury, Thomson Press. pp.326-334 Week 2: Consistency Goon, A.M., Gupta, M.K. and Dasgupta, B (2005): An Outline Of statistical Theory, Volume II. 3rd Edition, World Press. pp. 82-87 Panik, M. J. (2005): Advanced statistics from an elementary point of view, Academic Press, N.Y. pp. 410-416 30
Mukhopadhyay, N. (2000): Probability and statistical inference, Marcel Dekker,Inc. pp. 380381
Week 3: Efficiency Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline Of statistical Theory, Volume II. 3rd Edition, World Press. pp. 47-51 Panik, M.J. (2005): Advanced Statistics from elementary point of View, Elsevier Academic Press. pp. 383-394 Week 4-5: Cramer-Rao (C-R) inequality Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline Of statistical Theory, Volume II. 3rd Edition, World Press. pp. 51-67. Mukhopadhyay, N. (2000): Probability and statistical inference, Marcel Dekker,Inc. pp. 365371 Week 6-7: Sufficiency Gun, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline Of statistical Theory, Volume II. 3rd Edition, World Press. pp. 9-25, 78-82, 26-34 Mukhopadhyay, N. (2000): Probability and statistical inference, Marcel Dekker, Inc. pp. 281309 Week 8-10: Methods of estimation Gun, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline Of statistical Theory, Volume II. 3rd Edition, pp. 102-141. Panik, M.J. (2005): Advanced Statistics from elementary point of View, Elsevier Academic Press. pp. 419-438 Week 10-12: Interval estimation Gun, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline Of statistical Theory, Volume II. 3rd Edition, pp. 382-395. Mukhopadhyay, N.(2000): Probability and statistical inference, Marcel Dekker, Inc. pp. 441-469 Panik, M.J. (2005): Advanced Statistics from elementary point of View, Elsevier Academic Press. pp. 439-473
Practical/ Lab work

LIST OF PRACTICALS 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. Unbiased estimators ( including unbiased but absurd estimators) Consistent estimators Efficient estimators and relative efficiency of estimators. Cramer-Rao inequality and MVB estimators Sufficient Estimators Factorization Theorem Rao-Blackwell theorem Complete Sufficient estimators Lehman-Scheffe theorem and UMVUE Maximum Likelihood Estimation Invariance property of MLE Consistency of MLE 31
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. Asymptotic distribution of maximum likelihood estimators Estimation by the method of moments Estimation by the method of minimum Chi-square Confidence interval for the parameters of various distributions Confidence interval for Binomial proportion Confidence interval for the difference of proportions Confidence interval for difference of population means Confidence interval for ratio of variances Confidence interval for population correlation coefficient for Bivariate Normal distribution Confidence interval for large samples
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PAPER SDCI-10: SURVEY SAMPLING

1. Basic Concepts of Survey 1.1 Concept of population and survey 1.2 Need for sampling 1.3 Probability sampling design 1.4 Complete enumeration V/s Survey sampling 1.5 Principles of sample theory 1.6 Principal steps in sample surveys 1.7 Sampling and Non-Sampling errors 2. Simple Random Sampling (SRS) with and without replacement 2.1 Definition and procedures of selecting a sample 2.2 Properties of simple random sample, Estimation of mean 2.3 Sampling variance of sample mean 2.4 Classes of linear estimators and minimum variance 2.5 Optimality of sample mean, Determination of sample size 3. Stratified Random Sampling 3.1 Estimation of population mean and its variance 3.2 Choice of sample sizes in different strata 3.3 Practical difficulties in adopting Neyman allocation 3.4 Estimation of gain in Precision due to stratification 3.5 Estimator based on post- stratification and its performance 3.6 Method of collapsed strata 3.7 Comparison of Stratified sampling with proportional and Neyman allocation with SRS in terms of precision 4. Systematic Sampling 4.1 Linear systematic sampling, Sample mean and its variance (N=nk) 4.2 Comparison of systematic sampling vis--vis simple and stratified sampling in the presence of a linear trend, End corrections 4.3 Comparison of systematic sampling with stratified and simple random sampling 4.4 Circular systematic sampling 5. Ratio Method of Estimation 5.1 Description of the techniques 5.2 Upper bound to the bias of the ratio estimator 5.3 First approximation to the expected value and variance of the Ratio estimator 5.4 Concept of super population and Optimality of ratio estimator 6. Regression Method of Estimation 6.1 Difference and regression estimators 6.2 First approximation to the expected value and variance of the regression estimator 6.3 Comparison of ratio and regression estimators with SRS 6.4 Optimality of regression estimators 7. Cluster Sampling (Equal clusters only) 7.1 Estimation of population mean and its variance 7.2 Comparison (with and without randomly formed clusters ) with SRS 7.3 Relative efficiency of cluster sampling with SRS in terms of intra class correlation 8. Sub-Sampling (Two stage only with equal first stage units) 8.1 Estimator, Derivation of variance and its estimator 8.2 Comparison of two stage and one stage sampling 9. Non Sampling Errors 9.1 Incomplete samples 9.2 Hansen and Hurwitz Technique 33
WEEK-WISE DETAILS
Week 1: Basic Concepts of Survey Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 1-3, 6-9 Singh, D. and Chaudhary, F.S. (2009): Sample Survey Designs, New Age International Publishers. pp. 7-13, 15-17 Week 2-3: Simple Random Sampling (SRS) with and without replacement Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 21-30, 38-42 Gupta, S.C. and Kapoor, V.K. (2007): Fundamentals of Applied Statistics, Sultan Chand and Sons. pp. 7.26-7.36 Week 4-5: Stratified Random Sampling Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 105-112, 123-126, 128-130, 133-135, 169-170 Cochran, W.G. (2011): Sampling Techniques, John Wiley and Sons. pp. 99-101 Gupta, S.C. and Kapoor, V.K. (2007): Fundamentals of Applied Statistics, Sultan Chand and Sons. pp. 7.63-7.65 Week 6: Systematic Sampling Cochran, W.G. (2011): Sampling Techniques, John Wiley and Sons. pp. 205-217 Week 7-8: Ratio Method of Estimation Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 184-190, 192-194 Cochran, W.G. (2011): Sampling Techniques, John Wiley and Sons. pp. 158-159 Week 8-9: Regression Method of Estimation Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 236-241 Cochran, W.G. (2011): Sampling Techniques, John Wiley and Sons. pp. 199-200
Week 10: Cluster Sampling (Equal clusters only) Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 270-276 Week 11: Sub-Sampling (Two stage only with equal first stage units) Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 304-308, 314-316
34
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 12: Non Samplig Errors Sukhatme, P.V., Sukhatme, B.V., Sukhatme, S. and Asok, C. (1984): Sampling Theory of Surveys with Applications, Iowa State University Press and Indian Society of Agricultural Statistics. pp. 484-488
Practical/ Lab work

LIST OF PRACTICALS 1. To select a SRS with and without replacement. 2. For a population of size 5, estimate population mean, population mean square and population variance. Enumerate all possible samples of size 2 by wr and wor and establish all properties relative to SRS. 3. For srswor, estimate mean, standard error, the sample size 4. Stratified Sampling: allocation of sample to strata by proportional and Neymans methods Compare the efficiencies of above two methods relative to SRS 5. Estimation of gain in precision in stratified sampling. 6. Comparison of systematic sampling with stratified sampling and SRS in the presence of a linear trend. 7. Ratio and Regression estimation: Calculate the population mean or total of the population. Calculate mean squares. Compare the efficiencies of ratio and regression estimators relative to SRS. 8. Cluster sampling: estimation of mean or total, standard error of the estimate, estimate of intraclass correlation coefficient, calculate efficiency as compared to SRS. 9. Two stage sampling: estimation of mean or total, standard error of the estimate, efficiency as compared to SRS
35
PAPER SDCI-11: STATISTICAL COMPUTATIONS USING C

1. Overview of C 1.1 History of C 1.2 Importance of C 1.3 Basic Structure of C programs 1.4 Programming Style 1.5 Executing a C Program 2. Constants, Variables and Data Types 2.1 Introduction 2.2 Character Set 2.3 C Tokens 2.4 Keywords and Identifiers 2.5 Constants 2.6 Variables 2.7 Data Types 2.8 Declaration of Variables 2.9 Assigning Values to Variables 2.10 Defining Symbolic Constants 2.11 Overflow and Underflow of Data 3. Operators and Expressions 3.1 Introduction 3.2 Arithmetic Operators 3.3 Relational Operators 3.4 Logical Operators 3.5 Assignment Operators 3.6 Increment and Decrement Operators 3.7 Condition Operator 3.8 Special Operators 3.9 Arithmetic Expressions 3.10 Evaluation of Expressions 3.11 Precedence of Arithmetic Operators 3.12 Some Computational Problems 3.13 Type Conversions in Expressions 3.14 Operator Precedence and Associativity 3.15 Mathematical Functions 4. Managing Input and Output Operations 4.1 Introduction 4.2 Reading a Character 4.3 Writing a Character 4.4 Formatted Input 4.5 Formatted Output 5. Decision Making and Branching 5.1 Introduction 5.2 Decision Making with If Statement 5.3 Simple If Statement 5.4 The IfElse Statement 5.5 Nesting of IfElse Statement 5.6 The Else If Ladder 5.7 The Switch Statement 36
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 5.8 The? Operator 5.9 The Goto Statement 6. Decision Making and Looping 6.1 Introduction 6.2 The While Statement 6.3 The Do Statement 6.4 The For Statement 6.5 Jumps in Loops 7. Arrays 7.1 Introduction 7.2 One-Dimensional Arrays 7.3 Declaration of One-Dimensional Arrays 7.4 Initialization of One-Dimensional Arrays 7.5 Two-Dimensional Arrays 7.6 Initialization of Two-Dimensional Arrays 7.7 Multi-Dimensional Arrays 8. Character Arrays and Strings 8.1 Introduction 8.2 Declaring and Initializing String Variables 8.3 Reading Strings from Terminal (using scanf only) 8.4 Writing Strings to Screen (using printf only) 9. File Management in C 9.1 Introduction 9.2 Defining and Opening a File (only r, w and a modes) 9.3 Closing a File 9.4 I/O Operations on Files (only using fscanf and fprintf ) 10. User- defined Functions 10.1 Introduction 10.2 Need for User-Defined Functions 10.3 A Multi-Function Program 10.4 Elements of User-Defined Functions 10.5 Definition of Functions 10.6 Return Values and Their Types 10.7 Function Calls 10.8 Function Declarations 10.9 Category of Functions 10.10 No Arguments and No Return Values 10.11 Arguments but No Return Values 10.12 Arguments with Return Values 10.13 No Arguments but Returns a Value 10.14 Functions that Return multiple Values 10.15 Nesting of Functions 10.16 Recursion 10.17 Passing Arrays to Functions 10.19 The Scope, Visibility and Lifetime of Variables 11. Structure 11.1 Introduction 11.2 Defining a Structure 11.3 Declaring Structure Variables 11.4 Accessing Structure Members 11.5 Structure Initialization 11.6 Copying and Comparing Structure variables 11.7 Operations on Individual Members 37
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 12. Pointers 12.1 Introduction 12.2 Understanding Pointers 12.3 Accessing the Address of a Variable 12.4 Declaring Pointer Variables 12.5 Initialization of a Pointer Variable 12.6 Accessing a Variable through its Pointer 12.8 Pointer Expressions 12.9 Pointer Increments and Scale Factor 12.10 Pointers and Arrays 12.11 Arrays of Pointers 12.12 Pointers as Function Arguments 12.13 Functions Returning Pointers 12.14 Pointers and Structures 13. Dynamic Memory Allocation 13.1 Introduction 13.2 Dynamic Memory Allocation 13.3 Allocating a Block of Memory: Malloc 13.4 Releasing the Used Space 14. The Preprocessor 14.1 Introduction 14.2 Macro Substitution 14.3 File Inclusion
WEEK-WISE DETAILS
Week 1-2: Overview of C, Constants, Variables and Data Types Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 1-3, 1214, 22-36, 38-44, Sec. 2.14 pp. 45 Week 2-3: Operators and Expressions Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 52-60, till Sec. 3.7, 61-73 Week 4: Managing Input and Output Operations Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 83-84, 87-103 Week 5: Decision Making and Branching Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 112-137 Week 6: Decision Making and Looping Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 151-176 Week 7: Arrays Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 192-215 Week 8: Character Arrays, Strings and File Management in C Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 237-240, 245-246, 395-397, 402-403 Week 9-10: User- defined Functions 38
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp.270-300, 302-311
Week 11: Structure and Pointers Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill. pp. 324-333, 357-371, 374-378 Week 12: Dynamic Memory Allocation and the Preprocessor Balagurusamy, E. (2011): Programming in ANSI C, 6th Edition, Tata McGraw Hill pp. 419-423, 452-455,457 REFERENCES Forouzan, B.A. and Gilberg, R.F. (2007): Computer Science A Structured Programming Approach Using C. (3rd Edition). Thompson Course Technology Gottfried, B.S. (1996): Schaums Outline of Programming with C, 2nd Edition, McGraw Hill. Kanetakar, Y. (2008): Let us C, BPB Publications.
Practical/ Lab work

(Using C Language) LIST OF PRACTICALS 1. Plot of a Graph of y = f(x); f(x) = x, f(x) = exp(-x2/2) 2. Roots of a quadratic equation (with imaginary roots also) 3. Sorting of an array 4. Mean, Median and Mode of a Grouped Frequency Data 5. Variance and coefficient of variation of a Grouped Frequency Data 6. Preparing a frequency table 7. Value of n! using recursion 8. Random number generation from Uniform distribution 9. Random number generation from Exponential distribution 10. Random number generation from Normal distribution (using Central Limit theorem) 11. Random number generation from Beta distribution 12. Random number generation from Gamma distribution 13. Matrix Addition, Subtraction, Transpose and Trace 14. Matrix multiplication 15. fitting of binomial and Poisson distribution, goodness of fit 16. Chi-square test goodness of fit 17. chi-square contingency table 18. t-test for two means 19. Paired t-test 20. F-ratio test 21. Multiple ad Partial correlation. 22. Rank Correlation ( find Ranks also) without ties 23. Fitting line of regression
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Semester-VI
PAPER SDCI-12: STATISTICAL INFERENCE-II (HYPOTHESIS TESTING)
1. Testing of Hypothesis 1.1 Introduction 1.2 Types of Hypotheses 1.3 Critical Region and Two Kinds of Errors 1.4 Level of Significance and Power of the Test 2. Different Types of Tests 2.1 MP Test and MP Critical Region 2.2 Neyman-Pearson Lemma for Simple Hypotheses 2.3 UMP Tests and UMP Critical Region 3. Likelihood Ratio Tests (LR Tests) 3.1 LR Tests for Simple Null Hypothesis against Simple Alternative Hypothesis 3.2 LR Tests for Simple Null Hypothesis against Composite Alternative Hypothesis 3.3 Properties of LR Tests 4. Sequential Probability Ratio Test (SPRT) 4.1 SPRT Procedures 4.2 OC and ASN functions 4.3 Determination of Stopping Boundaries 5. Non-Parametric Tests 5.1 Difference between Parametric and Non-Parametric Tests, Advantages and Disadvantages of Non-Parametric Tests 5.2 One-Sample and Two-Sample Sign Test 5.3 Wald-Wolfowitz Run Test for Randomness 5.4 Median Test 5.5 Wilcoxon-Mann-Whitney U-Test
WEEK-WISE DETAILS
Week 1-2: Test of Hypothesis Gun, A.M., Gupta, M.K. and Dasgupta, B (2005): An Outline of statistical Theory, Volume II. World Press. pp. 215-219. Mukhopadhyay, N. (2000): Probability and statistical inference, Marcel Dekker, Inc. pp. 395399 Week 3-4: MP Tests Gun, A.M., Gupta, M.K. and Dasgupta, B (2005): An Outline Of statistical Theory, Volume II, World Press. pp. 220-252 Mukhopadhyay, N. (2000): Probability and statistical inference, Marcel Dekker, Inc. pp. 399417 Week 5-6: UMP Tests and UMP Critical Regions Gun, A.M., Gupta, M.K. and Dasgupta, B (2005): An Outline Of statistical Theory, Volume II, World Press. pp. 281-290, 293-296 Mukhopadhyay, N. (2000): Probability and statistical inference, Marcel Dekker, Inc. pp. 417439
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FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 7-8: Likelihood Ratio Tests Gun, A.M., Gupta, M.K. and, Dasgupta, B. (2005): An Outline Of statistical Theory, Volume I, World Press. pp. 334-447, 456-459, 462 Mukhopadhyay, N. (2000): Probability and statistical inference, Marcel Dekker, Inc. pp. 507-537 Week 9-10 Sequential Probability Ratio Test Gun, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline Of statistical Theory, Volume II, World Press. pp. 433-489 Rao, C. R. (2000): Linear Statistical Inference, Wiley. pp.474-490 Week 11-12: Non-Parametric Tests Gun, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline Of statistical Theory, Volume II, World Press. pp. 533-579 Wackerly, D.D., Mendenhall, W. and Scheaffer, R.L. (2008): Mathematical Statistics with Applications, 7th Edition, Thomson / Brooks /Cole. pp. 744-765, 777-783
Practical/ Lab work

LIST OF PRACTICALS 1. Type I and Type II errors 2. Most powerful critical region (NP Lemma) 3. Uniformly most powerful critical region 4. Unbiased critical region 5. Power curves 6. Likelihood ratio tests for simple null hypothesis against simple alternative hypothesis 7. Likelihood ratio tests for simple null hypothesis against composite alternative hypothesis 8. Asymptotic properties of LR tests 9. SPRT procedure 10. OC function and OC curve 11. ASN function and ASN curve Non-Parametric tests 12. One sample sign test 13. Two sample sign test 14. Sign tests for large samples 15. Wilcoxon-Mann-Whitney U-test 16. Median test 17. Wald-Wolfowitz Run test for randomness
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PAPER SDCI-13: DESIGN OF EXPERIMENTS

1. Introduction 1.1 Brief history of Statistical Design 1.2 Terminology, Experimental Error and Basic Principles 1.3 Uniformity trials and Fertility Contour Maps 1.4 Choice of size and shape of plots and blocks 2 Completely Randomised Design (CRD) 2.1 Structure and Model 2.2 ANOVA 2.3 Advantages, Disadvantages and Uses of CRD 3 Randomised Block Design (RBD) 3.1 Structure and Model 3.2 ANOVA 3.3 Advantages, Disadvantages and Uses of RBD 4 Latin Square Design (LSD) 4.1 Structure and Model 4.2 ANOVA 4.3 Advantages, Disadvantages and Uses of LSD 5 Relative efficiencies of basic designs 6 Analysis under a single missing observation 6.1 Missing Plot technique 7 Balanced Incomplete Block Design 7.1 Incidence Matrix 7.2 Relationship among its Parameters 7.3 Structure and Model 7.4 Intra-Block Analysis 7.5 Definitions and Properties of Symmetric BIBD, Resolvable BIBD and Affine Resolvable BIBD 7.6 Complimentary BIBD, Dual BIBD, Derived BIBD and Residual BIBD 7.7 Relative Efficiency of BIBD compared to RBD 8 Factorial Experiments 8.1 Terminology 8.2 Main effects and interactions 9 2n Factorial Designs 9.1 Notation 9.2 Standard order for treatment combinations 9.3 Main Effects and interactions 9.4 ANOVA 9.5 Yates Algorithm 10 Blocking and Confounding 10.1 Introduction 10.2 Confounding-Complete and Partial Confounding 10.3 Confounding the 2n (n=5) factorial designs in Two Blocks and Four Blocks 10.4 ANOVA 10.5 Analysis of a Single Replicate for two level factorial designs 11 Fractional Factorial Designs 11.1 Two Level Fractional Factorial Designs (2n-k; n5, k2) 11.2 Concepts - Word, Defining Relation, Principal and Complimentary Fractions, Aliases and Alias Structure 42
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 11.3 Resolution of a design 11.4 Construction of Resolution III, IV and V designs 12 Split Plot Designs 12.1 Structure and Model 12.2 Comparison with Factorial designs 12.3 Partition of the total variation and ANOVA table 12.4 Expectations of various mean sum of squares 13 Response Surface Methodology 13.1 Experimental Designs for fitting Response Surfaces 13.2 Designs for First-Order Model-2n factorial and its fractions 13.3 Designs for Second-Order Model-CCD
WEEK-WISE DETAILS
Week 1: Introduction Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp 11-13 Mukhopadhyay, P. (2011): Applied Statistics, Revised reprint, Books and Allied (P) Ltd. pp. 105-111 Gomez, K.A. and Gomez, A.A. (1984): Statistical Procedures for Agricultural Research, Wiley. pp. 480-488 Week 2: CRD and RBD Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp.63-70, 75-76, 126-131 Week 3: Latin Square Design Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp.144-146 Joshi, D.D. (1987): Linear estimation and Design of Experiments, reprint 2003, John Wiley and Sons. pp.115-118 Week 4: Relative efficiencies of the basic designs Joshi, D.D. (1987): Linear estimation and Design of Experiments, reprint 2003, John Wiley and Sons. pp.109-111, 125-126 Week 4-5: Analysis under single missing observations Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp.139-140, 148 Week 6-7: Balanced Incomplete Block Designs Joshi, D.D. (1987): Linear estimation and Design of Experiments, reprint 2003, John Wiley and Sons. pp. 142-147, 167-170 (complements and Problems 1. 3.(a)-(c), 4., 5.) Das, M.N. and Giri, N.C. (1986): Design and Analysis of Experiments, 2nd Edition, New Age International (P) Ltd. pp. 204-206, 211-212, 224 Week 7-8: Factorial Experiments, 2n Factorial Design Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp 170-175,218-223
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FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 9-10: Blocking and Confounding Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp. 287-293, 296-297, 299-302 Week 10: Fractional Factorial Designs Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp. 303-308, 317-319 Week 11: Split Plot Designs Dean, A. and Voss D. (1999): Design and Analysis of Experiments, Springer International Edition, Springer. pp.675-680 Week 12: Response Surface Methodology Montgomery, D.C. (2007): Design and Analysis of Experiments, 5th Edition, John Wiley and Sons. pp. 427-429 (till 11-2), 455-456
Practical/ Lab work

LIST OF PRACTICALS 1. Analysis of a CRD 2. Analysis of an RBD 3. Analysis of an LSD 4. Analysis of an RBD with one missing observation 5. Analysis of an LSD with one missing observation 6. Intra Block analysis of a BIBD 7. Analysis of 22 and23 factorial in CRD and RBD 8. Analysis of 22 and23 factorial in LSD 9. Analysis of a completely confounded two level factorial design in 2 blocks 10. Analysis of a completely confounded two level factorial design in 4 blocks 11. Analysis of a partially confounded two level factorial design 12. Analysis of a single replicate of a 2n design 13. Analysis of a Split Plot design 14. Analysis of a fraction of 2n factorial design
44
PAPER SDCI-14: APPLIED STATISTICS-II

1. Time Series and its Analysis 1.1 Introduction 1.1.1 Components of Time-Series 1.1.2 Aims and objectives of analyzing time series 1.1.3 Models in time series 1.2 Measurement of Trend 1.2.1 Free hand curve Method 1.2.2 Method of Semi-Averages 1.2.3 Curve fitting by the principle of least squares, growth curves and their properties, Fitting of growth curves 1.2.4 Method of Moving Averages 1.3 Measurement of Seasonal Variation 1.3.1 Method of Simple Averages 1.3.2 Ratio-to- Trend Method 1.3.3 Ratio-to-Moving Average Method 1.3.4 Link Relative Method 1.3.5 De-seasonalisation of data 1.4 Measurement of Random Component 1.4.1 Variate Difference Method 2. Statistical Quality Control 2.1 Definition of quality 2.1.1 Dimensions of quality 2.1.2 Historical perspective of quality control and improvements starting from World War II 2.1.3 Quality system and standards 2.1.4 Seven tools of SPC 2.1.5 Chance and Assignable Causes of quality variation. 2.2 Process Control 2.2.1 Construction and Statistical basis of 3- Control charts 2.2.2 Rational Sub-grouping 2.2.3 Analysis of patterns on control chart 2.2.4 Control charts for variables 2.2.5 Estimation of process capability 2.2.6 Control Charts for attributes 2.2.7 Comparison between control charts for variables and control charts for attributes 2.3 Acceptance sampling plan 2.3.1 Terminology of sampling inspection plan 2.3.2 Single sampling plan - Derivation of OC, ASN, ATI, AOQ functions 2.3.3 Determination of n and c using the approaches 3. Psychological and Educational Statistics 3.1 Introduction 3.1.1 Scaling individual test items in terms of difficulty 3.2 Scaling Scores on a Test Scores 3.2.1 Standard Scores 3.2.2 Normalized Scores 3.2.3 TScores 3.2.4 Percentile Scores (Excluding the stanine scale) 3.3 Scaling Judgments 45
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 3.3.1 Scaling ratings in terms of Normal curve 3.3.2 Scaling ranks in terms of the Normal curve Reliability of Test Scores 3.4.1 Methods of determining reliability 3.4.2 Effect upon reliability of lengthening or repeating a test Validity of Test Scores 3.5.1 Validity and length of a test 3.5.2 Relation of Validity to Reliability 3.5.3 Different types of validity
3.4
3.5
WEEK-WISE DETAILS
Week 1-3: Time Series and its analysis Croxton, Fredrick E., Cowden, Dudley J. and Klein, S. (1967): Applied General Statistics, 2nd Edition, Prentice Hall. pp. 240- 253, 261-319, 320-339, Week 4-5: Time Series and its analysis (continued) Croxton, Fredrick E., Cowden, Dudley J. and Klein, S. (1967): Applied General Statistics, 2nd Edition, Prentice Hall. pp. 320-339 Mukhopadhyay P. (1999): Applied Statistics, Books and Allied (P) Ltd. pp 363-364 Week 6-8: Statistical Quality Control Montogomery, D. C. (2009): Introduction to Statistical Quality Control, 6th Edition, Wiley India Pvt. Ltd. pp. 4-7, 12, 23-24, 180-181, 195-197, 227-230, 233-235, 237-238, 243-245, 246-247 (till 6.19), 251-254, 288-292, 300-304, 308-310, 314 (last Para)-315, 326-327, 632635, 637-640 (till 2nd para), 643-646 Week 8-10: Statistical Quality Control (continued) Gun, A. M., Gupta, M. K. and Dasgupta, B (2008): Fundamentals of Statistics, Vol. II, 9th Edition, World Press. pp. 505-507 Gupta, S. C. and Kapoor, V. K. (2007): Fundamentals of Applied Statistics, 4th Edition, Sultan Chand and Sons. pp. 1.8-1.10 Montogomery, D. C. (2008): Introduction to Statistical Quality Control, 4th Edition, Wiley India Pvt. Ltd, pp. 170-172 Week 11-12: Psychological and Educational Statistics Garrett, E and Woodworth, R.S. (1981): Statistics in physiology and education, 10th Reprint, Vakils, Feffer and Simons Ltd. Henry. pp 309-311, 311-323, 327-332, 354, 356-358, 360, 337343 Gun, A. M., Gupta, M. K. and Dasgupta, B. (2008): Fundamentals of Statistics, Vol. II, 9th Edition, World Press. pp. 350-351
Practical/ Lab work

LIST OF PRACTICALS 1. 2. 3. 4. 5. 6. Fitting and plotting of modified exponential curve by method of three selected points Fitting and plotting of Gompertz curve by method of partial sums Fitting and plotting of logistic curve by method of three selected points Fitting of trend by Moving Average Method (for n even and n odd) Measurement of Seasonal indices Ratio-to-Trend method Measurement of Seasonal indices Ratio-to-Moving Average method 46
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 7. Measurement of seasonal indices Link Relative method 8. Calculation of variance of random component by variate difference method 9. Construction of X-bar and R chart (without trial control limits) 10. Construction of X-bar and s chart (without trial control limits) 11. Construction of p-chart (fixed sample size) 12. Construction of c- chart 13. Single sampling inspection planOC, ASN, ATI, AOQ, AOQL curves 14. Scaling of scores
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DISCIPLINE COURSE I
Semester-VII
PAPER SDCI-15: STOCHASTIC PROCESSES
1. Probability Distributions 1.1. Generating Functions 1.2. Bivariate Probability Generating Function 1.3. Introduction: Stochastic Process 1.4. Stationary Process 2. Markov Chains 2.1 Definition of Markov Chain 2.2 Transition Probability Matrix 2.3 Order of Markov Chain 2.4 Markov Chain as Graphs 2.5 Higher Transition Probabilities 2.6 Generalization of Independent Bernoulli Trials 2.7 Classification of States and Chains 2.8 Stability of Markov System 2.9 Graph Theoretic Approach 3 Poisson Process 3.1 Postulates of Poisson Process 3.2 Properties of Poisson Process 3.3 Inter-arrival Time 3.4 Pure Birth Process 3.5 Yule Furry Process 3.6 Birth and Death Process 3.7 Pure Death Process 4. Queuing System 4.1 General concept 4.2 Steady State Distribution 4.3 The Queuing Model, M/M/1 with finite and infinite system capacity 4.4 Waiting Time Distribution 5. Gamblers Ruin Problem 5.1 Classical Ruin Problem 5.2 Expected Duration of the Game
WEEK-WISE DETAILS
Week 1-3: Probability Distributions Medhi, J. (2009): Stochastic Processes, New Age International Publishers. pp. 1-12, 15-17, 4951, 322-326 Basu, A.K. (2005): Introduction to Stochastic Processes, Narosa Publishing. pp. 4
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FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 3-7: Markov Chains Medhi, J. (2009): Stochastic Processes, New Age International Publishers. pp. 62-87, 94-97, 99-100 Week 7-10: Poisson Processes Medhi, J. (2009): Stochastic Processes, New Age International Publishers. pp. 138-152, 159161, 165-170 Bhat, B.R. (2000): Stochastic Models: Analysis and Applications, New Age International Publishers. pp. 199-201 Week 10-11: Queuing Systems Medhi, J. (1994): Stochastic Processes, New Age International Publishers pp. 407-417 Taha, H. (1995): Operations Research: An Introduction, Prentice- Hall India, pp. 564-567 Week 12: Gamblers Ruin Problem Feller, William (1968): Introduction to probability Theory and Its Applications, Vol I, 3rd Edition, Wiley International. pp. 342-349
Practical/ Lab work

LIST OF PRACTICALS 1. Calculation of Transition Probability Matrix 2. Identification of characteristics of Reducible chains. 3. Identification of characteristics of Irreducible chains. 4. Identification of types of classes 5. Identification of ergodic Transition Probability Matrix 6. Stationarity of Markov Chain 7. Graphical representation of Markov Chain 8. Computation of probabilities in case of generalizations if independent Bernoulli trials. 9. Calculation of probabilities for given birth and death rates 10. Calculation of birth and death rates for given probabilities 11. Calculation of probabilities for Pure Birth Process 12. Calculation of probabilities for Pure Death Process 13. Calculation of probabilities for Birth and Death Process 14. Calculation of probabilities for Yule Furry Process 15. Computation of inter-arrival time for a Poisson process. 16. Calculation of Probability for (M/M/1) model 17. Calculation of parameters for (M/M/1) model 18. Probability computation for (M/M/1):( N, GD) model 19. Parameter estimation for (M/M/1):( N, GD) model 20. Change in behavior of queue as N tends to infinity. 21. Calculation of generating function in case of ruin problem for different amounts of stake. 22. Computation of expected duration of the game for different amounts of stake. 23. Computation of probabilities when one player is infinitely rich. 24. Effect on expected duration when the players are competent and one player is infinitely rich. 25. Effect on expected duration when the players are not competent and one player is infinitely rich.
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PAPER SDCI-16: OPERATIONS RESEARCH 1. Introduction to Operations Research

1.1 Phases of O.R. 1.2 Model building 1.3 Various types of O.R. problems Linear Programming Problem 2.1 Linear Programming Models and their graphical solutions 2.2 Simplex Method for solving L.P.P. 2.3 Charnes M-technique for solving L.P.P. involving artificial variables 2.4 Concept of duality in L.P.P. 2.5 Dual simplex method 2.6 Post-optimality analysis Transportation Problem 3.1 North West corner rule 3.2 Least cost method 3.3 Vogels approximation method (VAM) 3.4 MODIs method to find the optimal solution The Assignment problem Networking problems Game Theory 6.1 Rectangular games 6.2 Minmax-Maxmin principle 6.3 Solution to rectangular game using Graphical method 6.4 Solution to rectangular game with mixed strategy 6.5 Dominance and modified dominance property Simulations 7.1 Simulation models 7.2 Event-type simulation 7.3 Monte-Carlo simulation
4 5 6
WEEK-WISE DETAILS
Week 1-2: Introduction to Operations Research Taha, H. A. (2007): Operations Research: An Introduction, 8th Edition, Prentice Hall of India. pp. 1-9 Week 3-5: Linear Programming Problem Taha, H. A. (2007): Operations Research: An Introduction, 8th Edition, Prentice Hall of India. pp. 11-19, 81-84, 90-100, 103-106, 113-122, 151-176, 181-191 Week 6-8: Transportation Problem Taha, H. A. (2007): Operations Research: An Introduction, 8th Edition, Prentice Hall of India. pp. 171-180, 191-194. Kanti Swarup, Gupta, P.K. and Manmohan (2007): Operations Research, 13th Edition, Sultan Chand and Sons. pp. 273-274. Week 8-9: The Assignment problem Kanti Swarup, Gupta, P.K. and Manmohan (2007): Operations Research, 13th Edition, Sultan Chand and Sons. pp. 295-298, 308 50
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 9-10: Networking problems Taha, H.A. (1987): Operations Research: An Introduction, 4th Edition, Prentice Hall of India. pp.216-225 Week 10-11: Game Theory Taha, H.A. (2007): Operations Research: An Introduction, 8th Edition, Prentice Hall of India. pp. 520-526 Kanti Swarup, Gupta, P.K. and Manmohan (2007): Operations Research, 13th Edition, Sultan Chand and Sons. pp. 457-458 Week 12: Simulations Kanti Swarup, Gupta, P.K. and Manmohan (2007): Operations Research, 13th Edition, Sultan Chand and Sons. pp. 639-646, 656
Practical/ Lab work

Using TORA/WINQSB/LINGO LIST OF PRACTICALS 1. Graphical solution to a L.P.P. 2. Algebraic solution to L.P.P. a. Simplex method b. Charnes Big M method 3. Special cases in Simplex method a. Degenerate solution b. Unbounded solution c. Alternate solution d. Infeasible solution 4. Duality in L.P.P. 5. Post-optimality analysis a. Addition of constraint b. Change in requirement vector c. Addition of new activity d. Change in cost vector 6. Allocation problem using Transportation model 7. Allocation problem using Assignment model 8. Networking problem a. Minimal spanning tree problem b. Shortest route problem 9. Problems based on game problems a. Minmax-Maxmin principle b. Mixed strategy c. Graphical solution to mx2 / 2xn rectangular game 10. Simulating the data using Monte-Carlo technique and using it to solve a. Queuing problems b. Inventory problems
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PAPER SDCI-17: RESEARCH METHODOLOGY

1. Introduction 1.1 Meaning, objection and Motivation in Research 1.2 Types of research 1.3 Research Approach 1.4 Significance of Research 1.5 Research Methods versus Methodology 1.6 Research processes Research Problems 2.1 Definition, Selection and Necessity of Research Problems 2.2 Techniques in defining a Research Problem Research Design 3.1 Meaning and Need of Research Design 3.2 Different Research Designs 3.3 Concepts Relating to Research Design Experimental Design and Data Collection 4.1 Review of Experimental Designs and their Analysis from SDCI-13 Survey Methodology and Data Collection 5.1 Introduction 5.2 Inference and Error in Surveys 5.3 The Target Populations, Sampling Frames and Coverage Error 5.4 Methods of Data Collection 5.5 Nonresponse 5.6. Questions and Answers in Surveys Data Analysis and Interpretation 6.1 Review of Various Techniques for Data Analysis covered earlier 6.2 Techniques of Interpretation 6.3 Precaution in Interpretation Report Writing 7.1 Significance of Report Writing 7.2 Steps in Report Writing 7.3 Layout of the Research Report 7.4 Types of Report 7.5 Mechanics of Writing a Research Report 7.6 Precautions in Writing a Research Report
2.
3.
4. 5.
6.
7.
WEEK-WISE DETAILS
Week 1: Introduction, Research Problems, Research Design and Experimental Design and Data Collection Kothari, C.R. (2004): Research Methodology: Methods and Techniques, 2nd Revised Edition, New Age International Publishers. pp.1-9, 10-20, 31-32, 33-39. Week 2-5: Survey Methodology and Data Collection Groves, R.M., Fowler, F.J., Couper, M. P. and Lepkowski, J.M. (2009): Survey Methodology, 2nd Edition, Wiley. pp. 30-32, 39-41, 44-48, 69-71, 76-84, 149-159, 183-188, 217-252. Week 6: Data Analysis and Interpretation, Report Writing 52
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Kothari, C.R. (2004): Research Methodology: Methods and Techniques, 2nd Revised Edition, New Age International Publishers. pp. 345-346, 346-353, 353-359. (using spread sheet and statistical packages SPSS/R) 1. 2. 3. 4. Cell Phone Survey Crime Rates Surveys Unemployment Rates Fertility Patterns 4.1 Urban v/s Rural 4.2 Working Mothers v/s Non-Working Mothers 4.3 Education level of Mothers Infanticide /Foeticide Metro: Cost Benefits Analysis Removal of Subsidy: Impact on Service Class v/s Unorganized Sectors Gender Discriminations in Private v/s Government Sector Intra-Class Gender Discriminations based on Education level of Women
Project based on following:
5. 6. 7. 8. 9.
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Semester-VIII
PAPER SDCI-18: ECONOMETRICS 1. Objective behind building Econometric Models. 2. General linear models. 3. Multicollinearity
3.1. Introduction and concepts 3.2. Consequences of Multicollinearity 3.3. Tests for Multcollinearity 3.4. Solutions to Multicollinearity Generalized least squares Heteroscedasticity 5.1. Introduction and concept 5.2. Consequences of Heteroscedasticity 5.3. Tests of Heteroscedasticity 5.4. Solutions of Heteroscedasticity Autocorrelation 6.1. Introduction and concept 6.2. Consequences of autocorrelation 6.4 Tests of autocorrelation 6.5 Solutions of autocorrelation Selection of best regression Equation Forecasting
4. 5.
6.
7. 8.
WEEK-WISE DETAILS
Week 1: Objective behind building Econometric Models Gujarati, D. and Sangeetha, S. (2007): Basic Econometrics, 4th Edition, McGraw Hill Companies. Ch.1 PP. 1-13, 17-37 Week 1-3: General linear models Johnston, J. (1972): Econometric Methods, 2nd Edition, McGraw Hill International. pp. 121132, 135-138, 143, 152-164 Week 3-5: Multicollinearity Gujarati, D. and Sangeetha, S. (2007): Basic Econometrics, 4th Edition, McGraw Hill companies. Ch. 10 pp. 349-377 Johnston, J.(1972) : Econometric Methods, 2nd Edition, McGraw Hill International, Article 5.7 pp.159-163 Koutsoyiannis, A. (2004): Theory of Econometrics, 2nd Edition, Palgrave Macmillan Limited, Article 11.4 pp.238-249 Maddala, G.S. and Lahiri, K. (2009): Introduction to Econometrics, 4th Edition, John Wiley & Sons. Article 7.5-7.8 pp. 290-302 Week 6-7: Generalized least squares Johnston, J. (1972): Econometric Methods, 2nd Edition, McGraw Hill International. Article 7.1, 7.2, pp. 208-213 54
Week 8-10: Heteroscedasticity Gujarati, D. and Sangeetha, S. (2007): Basic Econometrics, 4th Edition, McGraw Hill Companies. Ch. 11, 396-409 Koutsoyiannis, A. (2004): Theory of Econometrics, 2nd Edition, Palgrave Macmillan limited. pp. 185-197 Week 11: Autocorrelation Gujarati, D. and Sangeetha, S. (2007): Basic Econometrics, 4th Edition, McGraw Hill Companies. Ch. 12, pp. 451-459, 472-480. Koutsoyiannis, A. (2004): Theory of Econometrics, 2nd Edition Palgrave Macmillan limited. pp. 200-215, 222 225. Week 12: Selection of best regression Equation, Forecasting Maddala, G.S. and Lahiri, K. (2009): Introduction to Econometrics, 4th Edition, John Wiley & Sons. Article 8.11, pp. 124-127 Montgomery D. G. and Johnston, J. (1976): Forecasting and Time Series Analysis, McGraw Hill Book Company. Article 3.1, Theorem 3, pp. 48-53
Practical/ Lab work

LIST OF PRACTICALS 1. Problems based on estimation of General linear model 2. Testing of parameters of General linear model 3. Forecasting of General linear model 4. Problems concerning specification errors 5. Problems related to consequences of Multicollinearity 6. Diagnostics of Multicollinearity 7. Problems related to consequences of Autocorrelation (AR(I)) 8. Diagnostics of Autocorrelation 9. Estimation of problems of General linear model under Autocorrelation 10. Problems related to consequences Heteroscedasticity 11. Diagnostics of Heteroscedasticity 12. Estimation of problems of General linear model under Heteroscedastic distance terms 13. Problems related to General linear model under (Aitken Estimation ) 14. Problems related to selection of best regression model 15. Problems related to Forecasting by simple exponential smoothing
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DISCIPLINE COURSE I
PAPER SDCI-19: BIO-STATISTICS

1. Survival Analysis 1.1 Functions of Survival times 1.2 Survival Distributions and their Applications-exponential, gamma, Weibull, Rayleigh, lognormal, death density function for a distribution having bath-tub shaped hazard function. 2. Censoring Schemes: 2.1 Type I, Type II and Progressive or Random censoring with biological examples. 2.2 Estimation of mean survival time and variance of the estimator for Type I and Type II censored data with numerical examples 3. Non-parametric methods- Actuarial and Kaplan-Meier methods for estimating survival function and variance of the Estimator. 4. Cox Proportional-hazard model: concept, definition, properties and proportionality assumption with graphical explanation 5. Competing Risk Theory 5.1 Indices for measurement of probability of death under competing risks and their interrelations 5.2 Estimation of probabilities of death using maximum likelihood principle and modified minimum Chi-square methods 6. Stochastic Simple Epidemic Models and duration of an epidemic 7. Statistical Genetics 7.1 Introduction, concepts: Genotype, Phenotype, Dominance, Recessiveness, Linkage and Recombination, Coupling and Repulsion 7.2 Mendelian laws of Heredity, Random mating, Gametic Array 7.3 Relation between genotypic array and gametic array under random mating 7.4 Distribution of genotypes under random mating 8. Clinical Trials 8.1 Planning and design of clinical trials, Phase I, II and III trials 8.2 Single Blinding
WEEK-WISE DETAILS
Week 1-2: Survival Analysis Lee, E.T. and Wang, J.W. (2003): Statistical Methods for Survival data Analysis, 3rd Edition, John Wiley and Sons. pp 1-18 (with Ex 2.1, 2.2, Ex 2.1, 2.2, 2.4, 2.5), 134-136,138-141,143146,150-152, 157-160, Ex 7.2(pg 167), Ex 7.3(pg 169), Ex 7.4(pg 172), Ex 7.8(pg 177), Ex 7.15(pg 177), Ex 8.9(pg 214), Exercise 8.5(pg 220) Week 3-4: Censoring Schemes Biswas, S. (2007): Applied Stochastic Processes: A Biostatistical and Population Oriented Approach, Reprinted 2nd Central Edition, New Central Book Agency. pp. 362-370, 372 Week 4-5: Non parametric Methods Lee, E.T. and Wang, J.W. (2003): Statistical Methods for Survival data Analysis, 3rd Edition, John Wiley and Sons. pp 64-70, 87-91, Ex 4.2 (pg 69). Week 5-6: Cox model Kleinbaum, D.G. (1996): Survival Analysis, Springer. pp. 94-99, 108, 112 (Exercise 1(a), (b), (e) pp. 115) 56
Week 6-7: Competing Risk Theory Biswas, S. (2007): Applied Stochastic Processes: A Biostatistical and Population Oriented Approach, Reprinted 2nd Central Edition, New Central Book Agency. pp. 333-347 Chiang, C.L. (1968): Introduction to Stochastic Processes in Bio Statistics, John Wiley and Sons. pp. 242-262 Week 7-8: Stochastic Epidemic Models Biswas, S. (2007): Applied Stochastic Processes: A Biostatistical and Population Oriented Approach, Reprinted 2nd Central Edition, New Central Book Agency. pp. 144-151 Week 9-10: Statistical Genetics Biswas, S. (2007): Applied Stochastic Processes: A Biostatistical and Population Oriented Approach, Reprinted 2nd Central Edition, New Central Book Agency. pp. 389-393 Week 11-12: Clinical Trials Indrayan, A. (2008): Medical Biostatistics, 2nd Edition Chapman and Hall/CRC. pp 125-127
Practical/ Lab work

LIST OF PRACTICALS 1. 2. 3. 4. 5. 6. 7. 8. To estimate survival function To determine death density function and hazard function To identify type of censoring and to estimate survival time for type I censored data To identify type of censoring and to estimate survival time for type II censored data To identify type of censoring and to estimate survival time for progressively type I censored data Estimation of mean survival time and variance of the estimator for type I censored data Estimation of mean survival time and variance of the estimator for type II censored data Estimation of mean survival time and variance of the estimator for progressively type I censored data 9. To estimate the survival function and variance of the estimator using Non-parametric methods with Actuarial methods 10. To estimate the survival function and variance of the estimator using Non-parametric methods with Kaplan-Meier method 11. To estimate Crude probability of death 12. To estimate Net-type I probability of death 13. To estimate Net-type II probability of death 14. To estimate partially crude probability of death 15. To estimate gene frequencies
57
PAPER SDCI-20: RESEARCH (DISSERTATION) Research and Writing of Dissertation based on relevant topics in Statistics as assigned by teachers.
58
DISCIPLINE COURSE II STRUCTURE*

Semester 3 4 5 6 7 8 No. of Papers 1 1 1 1 1 1 Papers SDCII-1: Probability and Statistical Methods SDCII-2: Probability Distributions SDCII-3: Sampling Distributions SDCII-4: Applied Statistics SDCII-5: Statistical Inference SDCII-6: Sample Survey and Design of Experiments Page No. 60 63 66 68 71 74
* Out of 14 weeks in a semester the courses are designed for 12 weeks and two weeks are given for revision/problem Sessions.
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FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE II
Semester-III
PAPER SDCII-1: PROBABILITY AND STATISTICAL METHODS
1. Basic Statistics 1.1 Introduction to Statistics 1.1.1 Development 1.1.2 Importance and Scope of Statistics 1.2 Types of data 1.2.1 Discrete and Continuous data 1.2.2 Qualitative and Quantitative data 2. Presentation of Data 2.1 Presentation of Data by Tables 2.2 Frequency distributions: Discrete and Continuous 2.3 Graphical representation of distributions: Histograms and Frequency polygons 3. Measures of Central Tendency 3.1 Arithmetic Mean with merits and demerits 3.2 Median with merits and demerits 3.3 Mode with merits and demerits 3.4 Geometric Mean, Geometric Mean for combined group with merits and demerits 3.5 Harmonic Mean with merits and demerits 3.6 Weighted Mean 3. Cumulative Frequency Distributions 3.1 Partition values and their graphical representation 4. Measures of Dispersion 4.1 Range 4.2 Quartile deviation 4.3 Mean deviation 4.4 Standard deviation 4.5 Coefficient of variation 5. Moments 5.1 About origin, about mean, Factorial, along with relationship between them 5.2 Effect of change of scale on Moments 6. Skewness and Kurtosis 6.1 Measures of Skewness 6.2 Measures of Kurtosis 7. Bivariate Data 7.1 Scatter Diagram 7.2 Principle of least squares 7.3 Fitting of polynomial and Exponential curves 8. Correlation and Regression 8.1 Karl Pearsons correlation coefficient 8.2 Spearmans rank correlation coefficient 8.3 Lines of regression 9. Probability Theory 9.1 Random Experiments 9.2 Sample points, Sample space and events of an experiment 10. Definition of Probability 10.1 Classical and Relative Frequency Approach to Probability along with merits and demerits 60
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 10.2 Kolmogrovs approach to Probability along with merits and demerits 11. Theorems on Probability 11.1 Additional, Conditional and Multiplicative theorems on Probability 11.2 Bayes theorem 11.3 Independent Events 11.4 Multiplicative theorem for independent events
WEEK-WISE DETAILS
Week 1-2: Basic Statistics, Presentation of Data and Cumulative frequency Distributions, Measures of Central Tendency Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. pp. 16,1824, 2643 Gun A.M., Gupta, M. K. and Dasgupta, B. (2001). Fundamentals of Statistics, Vol I, 7th edition, The World Private Ltd., Kolkata. pp. 1- 13, 21- 36, 41- 59, 63-77. Week 3: Measures of Dispersion Gun A.M., Gupta, M. K. and Dasgupta, B. (2001).: Fundamentals of Statistics, Vol I, 7th edition, The World Private Ltd., Kolkata. pp. 84 96, 101 105 Week 4: Moments, Skewness and kurtosis Gun A.M., Gupta, M. K. and Dasgupta, B. (2001).: Fundamentals of Statistics, Vol I, 7th edition, The World Private Ltd., Kolkata. pp. 106 123 Week 5: Bivariate Data Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol I, 7th edition, The World Private Ltd., Kolkata. pp. 242 245, Article 10.7, pp. 254 256 Week 6-8: Correlation and Regression Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol I, 7th edition, The World Private Ltd., Kolkata. pp. 242 245, Article 10.3- 10.8, 245-261, Article 12.1-12.2, pp. 305 310. Week 9: Probability Theory Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. pp. 145152 Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2007): Probability and Statistics for Engineers and Scientists, 8th Edition, Pearson, Prentice Hall. pp. 3148 Week 9-10: Definition of Probability Ross Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Art. 2.3, 3639 Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2007): Probability and Statistics for Engineers and Scientists, 8th Edition, Pearson, Prentice Hall. pp. 4851 Week 10-12: Theorems on probability Ross Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Art. 2.4, 3943, Art. 3.1, 3.2, 3.4, 3.5, 7277, 9194,104106 Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2007): Probability and Statistics for Engineers and Scientists, 8th Edition, Pearson, Prentice Hall. pp. 5257
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Practical/ Lab work

LIST OF PRACTICALS 1. Problems based on graphical representation of data a. Histograms (equal class intervals, unequal class intervals) b. Frequency polygon c. Pie chart d. Ogives 2. Problems based on measures of central tendency a. Raw data b. Frequency distribution c. Change of origin and scale d. For missing frequency e. Estimation after correcting the incorrect observation 3. Problems based on measures of dispersion a. Raw data b. Frequency distribution c. Change of origin and scale d. Combined mean and variance and coefficient of variation 4. Problems based on Moments a. Raw data b. Frequency distribution c. Change of origin and scale d. Relationships between moments about origin and central moments e. Skewness and Kurtosis 5. Fitting of polynomials 6. Fitting of exponential curves 7. Problems based on computation of Karl Pearsons coefficient of correlation 8. Problems based on computation of Spearmans rank correlation coefficient a. Non- tied ranks b. Tied ranks 9. Fitting of regression lines
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Semester-IV
PAPER SDCII-2: PROBABILITY DISTRIBUTIONS
1. Random Variables 1.1 Discrete and Continuous random variables 1.2 Probability mass function (pmf) 1.3 Probability density function (pdf) 1.4 Cumulative density function (cdf) 1.5 Illustrations of random variables and their properties 2. Two Dimensional Random Variables 2.1 Bivariate probability functions 2.2 Marginal and conditional probability functions 3. Transformations 3.1 Univariate and Bivariate 4. Expectation of Random Variables and its properties 5. Moment Generating Function 6. Cumulant Generating Functions 7. Characteristic Functions 8. Discrete Distributions 8.1 Binomial distribution 8.2 Poisson distribution 8.3 Geometric distribution 9. Continuous Distributions 8.4 Normal distribution 8.5 Uniform distribution 8.6 Exponential distribution 8.7 Gamma distribution 8.8 Beta distribution 8.9 Cauchy distribution
WEEKWISE DETAILS
Week 1-2: Random Variables Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. pp. Art. 4.2, 135-138 Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2007): Probability and Statistics for Engineers and Scientists, 8th Edition, Pearson, Prentice Hall. pp. 76-90 Gupta, S.C. and Kapoor, V.K. (2006): Fundamentals of Mathematical Statistics, 11th Edition, Sultan Chand and Sons. pp. 5.25.20, 5.255.28 Week 2-3: Bivariate probability functions, Marginal and conditional probability functions Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art 6.1, 6.2, 247 250, 256258 Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2007): Probability and Statistics for Engineers and Scientists, 8th Edition, Pearson, Prentice Hall. Art 3.4, 91-103, Gupta, S.C. and Kapoor, V.K. (2006): Fundamentals of Mathematical Statistics, 11th Edition, Sultan Chand and Sons. Art. 5.5, 5.34-5.37, 5.405.44, 5.46-5.47 Week 3-4: Transformations Ross, Sheldon, M. (2002): A First Course in Probability, 6th Edition, Pearson. Article 5.7 231233 63
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Gupta, S.C. and Kapoor, V.K. (2006): Fundamentals of Mathematical Statistics, 11th Edition, Sultan Chand and Sons. Art. 5.6, Art. 5.7, 9.45-9.46 (Ex 9.33, 9.34 ) Gupta, S.C. and Kapoor, V.K. (2006): Fundamentals of Mathematical Statistics, 11th Edition, Sultan Chand and Sons. Art 6.1-6.6, 6.2-6.7, 6.9-6.16
Week 5-6: Expectations of random variables and its properties, Moment generating function and Cumulant generating functions Ross, Sheldon M. (2002): A First Course in Probability, 6th Edition, Pearson. Art. 4.3-4.4, pp. 138142, 145-147, Art. 5.2, pp. 198-201 Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2007): Probability and Statistics for Engineers and Scientists, 8th edition, Pearson, Prentice Hall. pp. 107 128 Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. pp 118-127, Article 9.3, pp 296-299, Article 9.9, pp 320321. Week 7: Characteristic functions Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Article 9.5, pp 299-300, Theorem 9.3, Corollary 9.3.1, pp 304-305, pp 307-308, Article 9.6, pp 309-311. Week 7-8: Binomial distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.4.6, 147150, 152153. Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd., Kolkata. Article 8.6, pp. 179-188 rd Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3 edition, The World Press Private Ltd. Calcutta. Article 5.4, pp 168-172 Week 8-9: Poisson distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press.Art.4.7, 157-160 Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd., Kolkata. Art. 8.10, pp188-195 Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Art. 5.5, pp 174-178. Week 9: Geometric Distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.4.8, 166-167 Gupta, S.C. and Kapoor, V.K. (2006): Fundamentals of Mathematical Statistics, 11th Edition, Sultan Chand and Sons. Art.8.7, 8.54-8.56 Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Art. 5.7, pp 181. Week 10: Continuous Distributions: Normal Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.5.4, 207213 Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd., Kolkata. Art. 8.17, pp 199 - 208. Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Art. 6.7, pp 201.
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FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Week 11: Uniform Distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.5.3, 203-206 Gun A.M., Gupta, M. K. and Dasgupta, B. (2001): Fundamentals of Statistics, Vol. I, 7th edition, The World Press Private Ltd., Kolkata. Article 8.15 pp. 197. Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta: Article 6.2, pp 186 - 187 Week 11: Exponential Distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.5.5, 218-221 Gupta, S.C. and Kapoor, V.K. (2006): Fundamentals of Mathematical Statistics, 11th edition, Sultan Chand and Sons. Art.9.8, 9.50-9.52 Week 11-12: Gamma Distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.5.6.1, pp. 225227 Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Art. 6.3, pp 187 188. Week 12: Beta Distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.5.6.4, 229-231 Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Art. 6.4, pp 190 191, Art.. 6.5, pp 192 193. Week 12: Cauchy Distribution Ross, Sheldon M. (2010): Introductory Statistics, 3rd Edition, Academic Press. Art.5.6.3, 228 Goon, A.M., Gupta, M.K., Dasgupta, B. (1998): An Outline of Statistical Theory, Vol. 1, 3rd edition, The World Press Private Ltd. Calcutta. Art. 6.7, pp. 201.
Practical/ Lab work

LIST OF PRACTICALS 1. Problems to find probability based on following distributions a. Binomial b. Poisson 2. Application Problems based on following distributions a. Binomial b. Poisson 3. Normal Distribution a. Area property b. To find the ordinate for a given area c. Application based problems d. Fitting of normal distribution
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Semester-V
PAPER SDCII-3: SAMPLING DISTRIBUTIONS
1. Limit Theorems 1.1 Statement and applications of Markovs Theorem 1.2 Statement and applications of Chebychevs inequality 1.2 Central Limit Theorem for i.i.d. Variates and its applications 1.3 De -Moivers Laplace Theorem 2. Sampling Distributions 2.1 Concept of statistical population and sample 2.2 Parameter and statistic 2.3 Sampling distribution of a statistic 2.4 Sampling Distributions of: sample means, Sample variances and sample proportions 2.5 Chi square- statistic, t-statistic and F-statistic 3 Tests of Significance 3.1 Simple and composite hypothesis 3.2 Statistical hypothesis 3.3 Testing a statistical hypothesis 3.4 Null and Alternate Hypothesis 3.5 Critical Region and level of significance 3.6 One and Two- Tailed Tests 3.7 Concept of p-value 3.8 Large Sample Tests for 3.8.1 Single Mean & difference of Two Means 3.8.2 Single Proportion and difference of two Proportions 3.9 Tests of Significance based on Chi-square (goodness of fit) 3.10 t distribution and F- distribution 4. Order Statistics 4.1 Distribution of rth order statistic 4.2 Smallest and largest order statistics
WEEK-WISE DETAILS
Week 1-3: Limit Theorems Ross, Sheldon M. (2008): Introduction to Probability Models, 9th Edition, Indian Reprint, Academic Press. pp 77-83 Freund J.E. (2009): Mathematical Statistics with Applications, 7th Edition (Indian Reprint), Pearson Education. pp 141,143,147 Gupta, S.C. and Kapoor, V.K. (2006): Fundamentals of Mathematical Statistics, 11th Edition (Reprint), Sultan Chand and Sons. pp 9.63-9.64 Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2007): Probability and Statistics for Engineers and Scientists, 7th Edition, Pearson Education. pp 110-112, 210 Week 4-6: Sampling Distributions Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye (2006): Probability and Statistics for Engineers and Scientists, 7th Edition, Pearson Education. pp 170172,194200, 208214, 216227, 257258. 66
Week 7-9: Tests of Significance Walpole Ronald E., Myers, Raymond H, Myers, Sharon L., and Keying Ye. (2006): Probability and Statistics for Engineers and Scientists, 7th Edition, Pearson Education. pp 284 298, 300311, 323331, 333342, 425427 Week 10-12: Order Statistics Freund J.E. (2009): Mathematical Statistics with Applications, 7th Edition (Indian Reprint), Pearson Education. pp 285-287 David, H.A. and Nagaraja, H.N. (2003): Order Statistics, 3rd Edition, John Wiley and Sons. pp 9-11
Practical/ Lab work

LIST OF PRACTICALS 1. Use CLT to estimate probabilities for binomial distribution 2. Use CLT to estimate probabilities for poisson distribution 3. Large Sample Tests (Based on normal distribution) a. Testing of significance for single proportion b. Testing of significance for difference of two proportions c. Testing of significance for single mean d. Testing of significance for difference of two means 4. Small Sample Tests 1. Based on Chi-Square Distribution a. Testing if the population variance has a specific value b. Testing of goodness of fit of binomial distribution c. Testing of goodness of fit of poisson distribution d. Testing of independence of attributes 2. Based on t-Distribution a. Testing of the significance of single sample mean b. Testing of the significance of the difference between two means c. Applying the paired t-test for difference of means. 3. Based on F-Distribution a. Testing of equality of two population variances
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Semester-VI
PAPER SDCII-4: APPLIED STATISTICS
1. Economic Statistics 1.1 Time Series Analysis 1.1.1 Economic Time Series, Its Different Components, Its Merits and Demerits, Illustrations 1.1.2 Additive and Multiplicative models 1.1.3 Measurement of Seasonal Trend By method of free-hand curve By method of semi-averages By method of Mathematical curves by least squares ( linear, quadratic and modified exponential) 1.1.4 Measurement of Seasonal Component By Method of simple averages By ratio-to- trend method 1.2 Index Numbers 1.2.1 Criteria for a Good Index Number 1.2.2 Different Types of Index Numbers 1.2.3 Construction of Index Numbers of Prices and Quantities 1.2.4 Cost of Living Index Number 1.2.5 Uses and Limitations of Index Numbers 2. Statistical Quality Control 2.1 Control Charts 2.1.1 Importance of Statistical Methods in Industrial Research and Practice 2.1.2 Determination of Tolerance Limits 2.1.3 General Theory of Control Charts 2.1.4 Process & Product Control 2.1.5 Causes of Variations in Quality 2.1.6 Control Limits 2.1.7 Charts for Attributes: p and c-charts 2.1.8 Charts for Variables: X- bar and R-charts 2.2 Sampling Inspection 2.2.1 Principles of Acceptance Sampling 2.2.2 Problem of Lot Acceptance 2.2.3 Producers and Consumers Risks 2.2.4 Single Sampling Inspection Plan, Its Operating Characteristic (OC) and Average Sample Number (ASN) Functions 2.2.5 Concept of Average Quality Limit (AQL), Average Outgoing Quality Limit (AOQL), Lot Tolerance Percent Defective (LTPD) and Average Total Inspection (ATI) Functions
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3. Demographic Methods 3.1 Introduction 3.2 Measurement of Population 3.3 Rates and Ratios of Vital Events 3.4 Measurement of Mortality: CDR, SDR (w.r.t. Age and Sex), IMR, Standardized Death Rates 3.5 Life (Mortality) Tables, definition of Its Main Functions and Uses 3.6 Measurement of Fertility and Reproduction: CBR, General, Age-Specific and Total Fertility Rates 3.7 Measurement of Population Growth: GRR, NRR
WEEK-WISE DETAILS
Week 1-2: Time Series Analysis Mukhopadhyay, P. (1999): Applied Statistics, New Central Book Agency, Calcutta. pp 353 361, 366367 Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition World Press, Kolkata. pp 399-404 (up to 7.4.1), Art. 7.4.3, Art. 7.4.5, Art. 7.5.1, Art. 7.5.3. Week 3-4: Index numbers Mukhopadhyay, P. (1999): Applied Statistics, New Central Book Agency, Calcutta. pp 333 338, 342343, 347(Art.13.6) Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition World Press, Kolkata. pp 368-375, 379-380(Art 6.4), pp 382-385 (Art.6.7,6.8) Week 5-6: Control Charts Mukhopadhyay, P. (1999): Applied Statistics, New Central Book Agency, Calcutta. pp 493 501( leave s-chart) Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition World Press, Kolkata. pp 478-495 (leave 9.5.2, 9.6.1, 9.6.3) Week 7-8: Sampling Inspection Mukhopadhyay, P. (1999): Applied Statistics, New Central Book Agency, Calcutta. pp 517523 Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition World Press, Kolkata. pp 503-507 Week 9-12: Dempgraphic Methods Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics Vol. II, 8th Edition World Press, Kolkata. pp 249-261, 264(Art. 4.4.7), 268-273, 286-294 Gupta, S. C. and Kapoor, V.K. (2008): Fundamentals Of Applied Statistics, 4th Edition(Reprint), Sultan Chand & Sons, pp 9.1-9.17, 9.28, 9.33, 9.44-9.54 ( leave Art. 9.8.1)
Practical/ Lab work

LIST OF PRACTICALS Economic Statistics Time Series 1. Fitting of quadratic trend and plotting of trend values 69
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 2. Fitting of an exponential curve (plot the graph) 3. Fitting of modified exponential curve by method of (plot graph): (i) three selected points (ii) Partial sums 4. Measurment of seasonal indices by (i) method of simple averages (ii) Ratio-to-Trend method Index Numbers 5. Construction of price and quantity index numbers by (i) Laspeyres Formula (ii) Paasches Formula (iii) Marshall-Edgeworths Formula (iv) Fishers Formula 6. Wholesale price index number 7. Fixed base Index number 8. Cost of living index number Statistical Quality Control 9. X bar & R-chart 10. p-chart (fixed sample size) 11. p-chart (variable sample size by all three methods) 12. c-chart 13. Single sampling planOC, ASN, ATI, AOQ and AOQL 14. Comparison of single sampling plan on the basis of their ATIs Demographic Methods 15. Computation of CDR and SDR (w.r.t. age and sex) 16. SDR by direct and indirect methods 17. Computation of CBR, GFR, Age specific, TFR, GRR and NRR 18. Completion of life table
70
Semester-VII
PAPER SDCII-5: STATISTICAL INFERENCE 1. Estimation
Point Estimation 1.1.1 Introduction 1.1.2 Parameter space and Sample space 1.1.3 Requirement of a good estimator 1.1.4 Unbiasedness 1.1.5 Consistency 1.1.6 Efficiency 1.1.7 Sufficiency 1.1.8 Minimum variance unbiased estimator 1.1.9 Cramer- Rao inequality (statement only) 1.1.10 Methods of estimation:- maximum likelihood, least squares, minimum variance 1.1.11 Rao - Blackwell theorem(statement only) 1.1.12 Properties of maximum likelihood estimators (Illustrations only) 1.2 Interval Estimation 1.2.1 Introduction 1.2.2 Confidence interval for the parameters of normal distribution 1.2.3 Confidence interval for: difference of means, proportion, difference of proportions. 2. Testing of Hypothesis 2.1 Statistical hypothesis 2.2 Simple and Composite hypothesis 2.3 Test of a statistical hypothesis 2.4 Null and Alternative hypothesis 2.5 Critical region 2.6 Two kinds of errors 2.7 Level of Significance 2.8 Concept of p-value 2.9 Power of a test 2.10 MP test and region 2.11 Neyman-Pearson lemma (statement only) 2.12 Likelihood Ratio test 2.13 UMP and UMPU tests 2.14 Critical regions for simple hypothesis for one parameter 3. Non Parametric Tests 3.1 Introduction 3.2 One sample and two sample sign test 3.3 Wald - Wolfowitz Run test and Run test for randomness 3.4 Median test 3.5 Wilcoxon-Mann-Whitney test (no derivation examples only) 1.1
WEEK-WISE DETAILS
Week 1-3: Point Estimation Freund, J. E. (2009): Mathematical Statistics with Applications, 7th Edition (Indian Reprint), Pearson Education. pp. 318334, 336340 Gupta, S. C. and Kapoor, V. K. (2006): Fundamentals of Mathematical Statistics, 11th edition, 71
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Sultan Chand and Sons. pp. 17.1-17.25,17.27-17.43, 17.46 Casella, G. and Berger, R.L. (2002): Statistical Inference, 2nd Edition, Thomson Duxbury. pp. 1, 348
Week 4-7: Interval Estimation Freund, J. E. (2009): Mathematical Statistics with Applications, 7th Edition (Indian Reprint), Pearson Education. pp. 345-364 Gupta, S. C. and Kapoor, V. K. (2006): Fundamentals of Mathematical Statistics, 11th edition, Sultan Chand and Sons. pp. 17.4617.50 Week 8-11: Testing of Hypothesis Gupta, S. C. and Kapoor, V. K. (2006): Fundamentals of Mathematical Statistics, 11th Edition, (Reprint), Sultan Chand and Sons, pp. 18.118.28, 18.35(18.6.5) Hogg, R.V. and Tanis, E. A. (1988): Probability and Statistical Inference, 3rd Edition Macmillan Publishing Co., Inc. pp. 425-427, 556-582 Week 11-12: Non Parametric Statistics Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): An Outline of Statistical Theory, Vol. II, 3th Edition, World Press, Kolkata. pp. 533, 546-549, 552-555, 559 Hogg, R.V. and Tanis, E.A. (1988): Probability and Statistical Inference, 3rd Edition Macmillan Publishing Co., Inc. pp. 18.40-18.48
Practical/ Lab work

LIST OF PRACTICALS 1. Point Estimation a. To obtain m.l.e. of parameter for 2X2 contingency table b. To obtain m.l.e. of parameter for a given distribution c. To obtain m.l.e. of parameter for a given data and population variance 2. Interval Estimation a. To obtain confidence interval for mean when variance is known for a given sample from normal population b. To obtain confidence interval for mean when variance is known for a given sample from normal population c. To obtain confidence interval for mean when variance is known for a given sample from normal population d. To obtain confidence interval for variance and s.d. for given sample from normal population e. To obtain confidence interval for difference of means f. To obtain confidence interval for single proportion g. To obtain confidence interval for difference of proportions 3. Testing of Hypothesis a. To determine critical region, size of level of significance and power of test for testing mean (simple against simple) of normal distribution when variance is known b. To determine MP critical region, size of level of significance and power of test for testing mean (simple against simple) of normal distribution when variance is known c. To determine critical region, size of level of significance and power of test for testing parameter (simple against simple) of Bernoulli distribution d. To determine critical region, size of level of significance and power of test for testing mean (simple against simple) of poisson distribution 4. Non-Parametric Tests a. Based on one sample sign test 72
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS b. c. d. e. f. Based on two sample sign test Based on Wald-Wolfowitz run test Based on run test for randomness Based on Median test Based on Wilcoxon-Mann-Whitney test
73
Semester-VIII
PAPER SDCII-6: SAMPLE SURVEYS AND DESIGN OF EXPERIMENTS
1. Sample Survey 1.1 Basic Concepts of Survey 1.1.1 Concept of sampling 1.1.2 Need for sampling 1.1.3 Complete Enumeration V/S. Survey Sampling 1.1.4 Principles of sampling Theory 1.1.5 Principal steps in a sample surveys 1.1.6 Desiderata in Planning & organization of a sample survey 1.1.7 Sampling and Non-Sampling errors 1.2 Simple Random Sampling (SRS) with and without replacement 1.2.1 Definition and procedures of selecting a sample 1.2.2 Properties of simple random sample 1.2.3 Estimation of mean and sampling variance of sample mean 1.2.4 Problems 1.3 Stratified Random Sampling 1.3.1 Introduction 1.3.2 Estimation of population mean and its variance 1.3.3 Choice of sample sizes in different strata 1.3.4 Comparison of Stratified sampling (Proportional and Neyman allocation with SRS in terms of precision) 1.3.5 Problems 1.4 Systematic Sampling 1.4.1 Introduction to linear systematic sampling 1.4.2 Sample mean and its variance (N=nk) 1.4.3 Comparison of systematic sampling with srswor in terms of mean squares 1.4.4 Comparison of systematic sampling with simple and stratified sampling in presence of a linear trend, End corrections 2. Analysis of Variance 2.1 Introduction 2.2 Linear model 2.3 ANOVA (one-way and two-way classification with one observation per cell 3. Design of Experiments 3.1 Basic Principles 3.1.1 Introduction Terminology 3.1.2 Principles of design 3.1.3 Uniformity trials 3.2 Basic Designs 3.2.1 Completely Randomized Design with advantages and disadvantages 3.2.2 Randomized Block Design with advantages and disadvantages 3.2.3 Latin Square Design with advantages and disadvantages. 3.3 Factorial Experiments 3.3.1 Introduction 3.3.2 22 and 23 factorial designs, their construction and analysis
74
WEEK-WISE DETAILS
Week 1-2: Basic Concepts of Survey Sukhatme, P.V. and Sukhatme, B.V. (1977): Sampling Theory of Surveys with Applications, 2rd Edition, Piyush Publication. pp 1-2. Singh, Daroga and Chaudhary, F.S. (2009): Sample Survey Designs, New Age International Publishers. pp 7-17 Week 2-3: Simple Random Sampling (SRS) with and without replacement Sukhatme, P.V. and Sukhatme, B.V. (1977): Sampling Theory of Surveys with Applications, 2rd Edition, Piyush Publication. pp 1-8 ,10-15 Gupta, S.C. and Kapoor, V.K. (2007): Fundamentals of Applied Statistics, 4th Edition, Sultan Chand and Sons. pp 7.26-7.36 Week 3-4: Stratified Random Sampling Sukhatme, P.V. and Sukhatme, B.V. (1977): Sampling Theory of Surveys with Applications, 2rd Edition, Piyush Publication. pp 80-88. Cochran, William G. (1977): Sampling Techniques, 3rd Edition, Wiley. pp 99-101 Gupta, S.C. and Kapoor, V.K. (2007): Fundamentals of Applied Statistics, 4th Edition, Sultan Chand and Sons. pp 7.63-7.65 Week 5: Systematic Sampling Sukhatme, P.V. and Sukhatme, B.V. (1977): Sampling Theory of Surveys with Applications, 2rd Edition, Piyush Publication. pp 351-352, 354-355 (upto eq(4)) Cochran, William G. (1977): Sampling Techniques, 3rd Edition, Wiley. pp 206, 208, 214-216 Week 6-7: Analysis of Variance Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition, World Press, Kolkata. pp 6-24 Week 8: Basic Principles Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition, World Press, Kolkata. pp 62-69 Week 9-10: Basic Designs Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition, World Press, Kolkata. pp 69-78 Week 11-12: Factorial Experiments Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics, Vol. II, 8th Edition, World Press, Kolkata. pp 87-100
Practical/ Lab work

LIST OF PRACTICALS 1. Sample Surveys a. To select a SRS with and without replacement b. For a population of size 5 work out population mean, population mean square and population variance. Enumerate all possible samples of size 2 by with replacement and without replacement and establish all properties relative to SRS 75
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS c. For srswor estimation of mean, and standard error d. Allocation of sample in stratified sampling by all the methods and their comparisons among themselves and with SRS e. Comparison of systematic sampling with stratified sampling and SRS in the presence of a linear trend 2. ANOVA a. ANOVA for one way classification b. ANOVA for two way classification(one obs. per cell) 3. Design of Experiments a. ANOVA for CRD b. ANOVA for RBD c. ANOVA for LSD d. ANOVA for 22 factorial experiment e. ANOVA for 23 factorial experiment
76
APPLIED COURSE STRUCTURE

Semester 3 4 5 6 No. of Papers 1 1 1 1 Papers SAC-1: Six Sigma - A Statistical Quality Approach SAC-2: Environmental Statistics SAC-3: Actuarial Statistics SAC-4: Statistics in Finance Page No. 78 81 84 86
77
APPLIED COURSES
Semester-III
PAPER SAC-1: SIX SIGMA- A STATISTICAL QUALITY APPROACH
1. Introduction to Six Sigma 1.1 Overview of Six Sigma 1.2 Overview of Lean Manufacturing 1.3 Six Sigma compared to TQM 2. Quality Gurus 2.1 A Historical Perspective 2.2 Quality Hall of Fame 3. Organizational Structure and Six Sigma training plans 3.1 Selection Criteria for Six Sigma Roles 3.2 Training Plans 4. Introduction to ISO quality standards 4.1 Quality standards and Registration 5. Project selection, Human resource and pitfalls 6. Voice of customers (VOC) 6.1 Importance 6.2 VOC Data Collection 7. Critical to Quality (CTQ) 8. Define Phase 8.1 Introduction to DMAIC 8.2 Project Charter 9. Measure Phase 9.1 Introduction to Statistical Methods 9.2 Data Collection Plans 9.3 Measure Tools 9.4 Cost of Poor Quality 9.5 Probability Distributions 9.6 Technical Zones 10. Analyze Phase 10.1 Process Analysis 10.2 Hypothesis Testing and Statistical Tests 10.3 Tools for Analyzing Relation between Variables 11. Improve Phase 12. Control Phase 12.1 Control Plan and Process Score Card 12.2 Failure Mode and Effects Analysis 12.3 SPC Charts 13. Case Study: Card one case study
78
WEEK-WISE DETAILS
Week 1: Introduction to Six Sigma Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 1-9 Week 1: Quality Gurus Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp.14-19 Week 2: Organizational Structure and Six Sigma training plans Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 26-29 Week 2: Introduction to ISO quality standards Hoyle, David (1995): ISO Quality Systems Handbook, 2nd Edition, Butterworth Heinemann Publication. pp. 25-32 Montgomery, Douglas C. (2009): Introduction to Statistical Quality Control 6th Edition, Wiley India, pp. 22-23 Week 2: Project selection, Human resource and pitfalls Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 30-36 Week 3: Voice of customers (VOC) and Critical to Quality (CTQ) Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp.43-50 Week 4: Introduction to DMAIC: Design Phase Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 61-63 Week 5-7: Measure Phase Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 75-95, 98-130 Week 8-10: Analyze Phase Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 131-155 Week 11: Improve Phase and Control Phase Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 157-158, Art 9.2.1(only points), 177-180 Week 12: Case Study: Card one case study Article 9.9 Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St. Lucie Press. pp. 174-175
79
Practical/Lab Work (using spreadsheet, SPSS/R)

LIST OF PRACTICALS 1. Graphical representation of data with their statistical interpretation viz. Histogram and Frequency polygon Ogives Box plot and Pareto chart 2. Measures of central tendency and dispersion. 3. Construction and plot of frequency distribution. 4. Normal distribution plot with different location and dispersion statistics. 5. Random number generation and draw a Simple random sample Stratified sample 6. Construction and interpretation of control charts X-bar & R-chart X-bar & s-chart np-chart p-chart c-chart u-chart 7. Calculation of process capability and comparison of 3-sigma control limits with specification limits. 8. Construction of confidence interval for Normal distribution. 9. Goodness of fit Chi-Square test using p-value. 10. Testing significance of the difference of means- t-test using p-value. 11. Testing of equality of two population variances-F-test using p-value. 12. ANOVA for one way classification. 13. Calculation of Karl Pearsons coefficient of correlation and its interpretation. 14. Fitting of Simple linear regression model and its interpretation.
80
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS APPLIED COURSES
Semester-IV
PAPER SAC-2: ENVIRONMENTAL STATISTICS
1. The Role of Statistics in Environmental Science 1.1 Introduction 1.2 Some examples 1.3 Base-line, Targeted, Regular monitoring 1.4 Role of Statistics in Environmental Science Environmental Sampling 2.1 Introduction 2.2 Sampling Procedures 2.3 Sampling in the wild Models for Data 3.1 Statistical models 3.2 Discrete statistical distribution 3.3 Continuous statistical distributions 3.4 Linear Models 3.5 ANOVA (concepts to be introduced with real life situation links and purpose). Environmental Monitoring 4.1 Detection of changes by ANOVA 4.2 Detection of changes using control chart 4.3 Chi squared tests for a change in a distribution. Time Series Analysis 5.1 Introduction 5.2 Components of Time Series 5.3 Serial correlation Spatial-Data Analysis 6.1 Introduction 6.2 Types of spatial data 6.3 Spatial patterns in quadrat counts 6.4 Correlation between quadrant counts Censored Data 7.1 Introduction 7.2 Single sample estimation 7.3 Types of censoring. Risk Assessment 8.1 Introduction 8.2 Principles for Monte Carlo Risk Assessment 8.3 Risk Analysis using spreadsheet NOTE: Teachers are advised to make extensive use of data sets provided in the books to explain the above concepts.
2.
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7.
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81
WEEK-WISE DETAILS
Week 1: The role of Statistics in environmental science Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall. pp. 1-20 Week 2-3: Environmental sampling Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall. pp. 23-56 Barnett, Vic (2006): Environmental Statistics: Methods and Applications, Reprinted 2004, Wiley. pp. 131-139, 148-150 Week 4-5: Models for data Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall. pp. 61-74 Week 6-7: Environmental monitoring Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall. pp. 97-107 Week 7-8: Time series analysis Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall. pp. 179-186 Week 8-9: Spatial analysis Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall. pp. 207-230 Week 10-11: Censored data Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall. pp. 237-238 Milalrd, Steben P. and Neeranchal, Nagaraj K (2000): Environmental Statistics with S-plus, CRC Press. pp. 593-597 Week 12: Risk assessment Manly, Bryan F. J. (2009): Statistics for Environmental Science and Management, 2nd Edition, Chapman and Hall, pp. 249-252.
Practical/Lab Work (using spreadsheet/R)

LIST OF PRACTICALS 1. 2. 3. 4. 5. 6. 7. Draw samples, by various sampling procedures, from given data sets Fitting different discrete and continuous distributions Fitting Simple regression model Fitting multiple regression model ANOVA Change detection by ANOVA, Control Charts, Hypotheses testing Time series analysis- determination of its components 82
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS 8. Serial correlation 9. Single sample estimation 10. Correlation between quadrants 11. Censoring different types of data 12. Risk analysis
83
Semester-V
PAPER SAC-3: ACTUARIAL STATISTICS
1. Introductory Statistics and Insurance Applications 1.1 Introduction 1.2 Discrete Probability Distributions 1.3 Continuous Probability Distributions 1.4 Mixed Distributions 1.5 Insurance Applications 1.6 Sum Of Random Variables 2. Utility Theory 2.1 Introduction 2.2 Utility Functions 2.3 Expected Utility Criterion 2.4 Types Of Utility Function 2.5 Insurance And Utility Theory 3. Principles of Premium Calculation 3.1 Introduction 3.2 Properties of premium principles, 3.3 Examples of premium principles 4. Individual Risk Models 4.1 Models For Individual Claims 4.2 The Sum Of Independent Claims, Approximations 4.3 Applications 5. Survival Distribution and Life Tables 5.1 Introduction 5.2 Uncertainty Of Age At Death, Survival Function, Time-Until-Death for a Person 5.3 Curtate Future Lifetime 5.4 Force Of Mortality 5.5 Life Tables, Examples 5.6 Deterministic Survivorship Group 5.7 Life Table Characteristics 5.8 Assumptions For Fractional Age 5.9 Some Analytical laws Of Mortality 6. Life Insurance 6.1 Introduction 6.2 Models For Insurance Payable At The Moment Of Death, Insurance Payable At The End Of The Year Of Death And Their Relationships 7. Life Annuities 7.1 Introduction 7.2 Continuous Life annuities 7.3 Discrete Life annuities 7.4 Life annuities with periodic payments 8. Premiums 8.1 Introduction 8.2 Continuous and Discrete Premiums
84
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS WEEK WISE DETAILS: Week 1-2: Introductory Statistics and Insurance Applications Dickson, C. M. D. (2005): Insurance Risk and Ruin (International Series on Actuarial Science), Cambridge University Press. pp. 2- 23 Week 3-5: Utility Theory Dickson, C. M. D. (2005): Insurance Risk and Ruin (International Series on Actuarial Science), Cambridge University Press. pp. 27- 36 Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997): Actuarial Mathematics, Society of Actuaries, Itasca, Illinois, U.S.A. pp. 7-18 Week 6-7: Principles of Premium Calculation Dickson, C. M. D. (2005): Insurance Risk and Ruin (International Series on Actuarial Science), Cambridge University Press. pp. 38 - 49 Week 7-8: Individual Risk Models Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997): Actuarial Mathematics, Society of Actuaries, Itasca, Illinois, U.S.A. pp. 28-46 Week 8-10: Survival Distribution and Life Tables Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997): Actuarial Mathematics, Society of Actuaries, Itasca, Illinois, U.S.A. pp. 51-79 Week 10-11: Life Insurance Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997): Actuarial Mathematics, Society of Actuaries, Itasca, Illinois, U.S.A. pp. 93-126 Week 11-12: Life Annuities Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997): Actuarial Mathematics, Society of Actuaries, Itasca, Illinois, U.S.A. pp. 133-154 Week 12: Premiums Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A. and Nesbitt, C. J. (1997): Actuarial Mathematics, Society of Actuaries, Itasca, Illinois, U.S.A. pp. 167-188
Practical/Lab Work (using spreadsheet/R)

LIST OF PRACTICALS 1. 2. 3. 4. 5. 6. 7. 8. Risk computation for different utility models Discrete and continuous risk calculations Calculation of aggregate claims for collective risks Calculation of aggregate claim for individual risks Computing Ruin probabilities and aggregate losses Annuity and present value of contract Computing premium for different insurance schemes Practical based on life models and tables
85
Semester-VI
PAPER SAC-4: STATISTICS IN FINANCE
1. Concepts of Probability 1.1. Real Valued Random Variables 1.2. Expectation and Variance 1.3. Skewness and Kurtosis 1.4. Conditional Probabilities and Expectations 2. Discrete Stochastic Processes 2.1. Binomial Processes 2.2. General Random Walks 2.3. Geometric Random Walks 2.4. Binomial Models with State Dependent Increments 3. Tools Needed for Option Pricing 3.1. Wiener Process 3.2. Stochastic Integration 3.3. Stochastic Differential Equations 4. Introduction to Derivatives 4.1. Forward Contracts 4.2. Spot Price, Forward Price, Future Price 4.3. Call and Put Options 4.4. Zero-Coupon Bonds and Discount Bonds 5. Pricing Derivatives 5.1. Arbitrage Relations and Perfect Financial Markets 5.2. Pricing Futures 5.3. Put-Call Parity for European Options 5.4. Relationship between Strike Price and Option Price 6. Stochastic Models in Finance 6.1. Discrete Time Process: Binomial model with period One 6.2. Continuous Time Process: Geometric Brownian Motion 6.3. Itos Lemma 6.4. Black-Scholes Differential Equation 6.5. Black-Scholes Formula for European Options 6.6. Hedging Portfolios: Delta, Gamma and Theta Hedging 7. Binomial Model for European Options 7.1 Cox-Ross-Rubinstein Approach to Option Pricing. 7.2 Discrete dividends
WEEK-WISE DETAILS
Week 1: Concepts of Probability Franke, J., Hardle, W.K. and Hafner, C.M. (2011): Statistics of Financial Markets: An Introduction, 3rd Edition, Springer. pp 43-50 Weeks 2-3: Discrete Stochastic Processes Franke, J., Hardle, W.K. and Hafner, C.M. (2011): Statistics of Financial Markets: An Introduction, 3rd Edition, Springer. pp 55-59, 61-64
86
FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS Weeks 3-4: Tools Needed for Option Pricing Franke, J., Hardle, W.K. and Hafner, C.M. (2011): Statistics of Financial Markets: An Introduction, 3rd Edition, Springer. pp 67-76 (excluding pp 72-73) Weeks 5-6: Introduction to Derivatives Franke, J., Hardle, W.K. and Hafner, C.M. (2011): Statistics of Financial Markets: An introduction, 3rd Edition, Springer. pp 3-10, pp 216-219 Weeks 6-8: Pricing Derivatives Franke, J., Hardle, W.K. and Hafner, C.M. (2011): Statistics of Financial Markets: An Introduction, 3rd Edition, Springer. pp13-18 (Theorem 2.2- statement only), pp 21-22, pp 24-25 Weeks 8-11: Stochastic Models in Finance Franke, J., Hardle, W.K. and Hafner, C.M. (2011): Statistics of Financial Markets: An Introduction, 3rd Edition, Springer. pp 32-37, 76-81 (Excluding example 5.2), 85-99, 113-118 Weeks 12: Binomial Model for European Options Franke, J., Hardle, W.K. and Hafner, C.M. (2011): Statistics of Financial Markets: An Introduction, 3rd Edition, Springer. pp 133-142
Practical/ Lab work (using spreadsheet/R)

LIST OF PRACTICALS 1. To verify No Arbitrage principle 2. To verify relationship between Spot Price, Forward Price, Future Price 3. To price Future Contracts 4. To verify Put-Call Parity for European Options 5. To construct Binomial trees and to evaluate options using these trees 6. To price options using Black Scholes Formula 7. To Hedge Portfolios using Delta and Gamma Hedging 8. To Hedge Portfolios Theta Hedging 9. Pricing of call options using Binomial model 10. Computation of dividends on call options as a percentage of stock price. 11. Computation of dividends on call options as a fixed amount of money. 12. Pricing of put options using Binomial model 13. Call-put parity for options following binomial models. 14. Effect of dividends on put options.
87

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FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

SYLLABUS OF COURSES TO BE OFFERED

Four Year Undergraduate Programme Secretariat fouryearprog@gmail.com

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

Structures of Discipline Course - I, Discipline Course - II and Applied Courses in Statistics

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

DISCIPLINE COURSE - II STRUCTURE

APPLIED COURSE STRUCTURE

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

COURSE STRUCTURE: DISCIPLINE COURSE I SCHEME OF EXAMINATION

First Year: Semester I

First Year: Semester II

Second Year: Semester III

Second Year: Semester IV

Third Year: Semester V

Third Year: Semester VI

Fourth Year: Semester VII

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

Fourth Year: Semester VIII

Note 2: Note 3: Note 4: Note 5: Note 6:

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

COURSE STRUCTURE: DISCIPLINE COURSE II SCHEME OF EXAMINATION

Second Year: Semester III

Second Year: Semester IV

Third Year: Semester V

Third Year: Semester VI

Fourth Year: Semester VII

Fourth Year: Semester VIII

Note 2: Note 3: Note 4: Note 5: Note 6:

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

COURSE STRUCTURE: APPLIED COURSE SCHEME OF EXAMINATION

Second Year: Semester III

Second Year: Semester IV

Third Year: Semester V

Third Year: Semester VI

Note 1: Note 2: Note 3: Note 4:

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

DISCIPLINE COURSE - I STRUCTURE*

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

Practical/ Lab work

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

PAPER SDCI-2: APPLIED STATISTICS-I

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

Practical/ Lab work

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

Practical/ Lab work

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

PAPER SDCI-4: PROBABILITY AND STATISTICAL METHODS-II

Practical/ Lab work

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

Practical/ Lab work

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

PAPER SDCI-6: PROBABILITY AND STATISTICAL METHODS-III

Practical/ Lab work

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS

Practical/ Lab work

FOUR YEAR UNDERGRADUATE PROGRAMME IN STATISTICS DISCIPLINE COURSE I

PAPER SDCI-8: PROBABILITY AND STATISTICAL METHODS - IV

Practical/ Lab work