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Mathematics, Statistics and Computer Science together constitute a school with wide scope for interaction aiming at

excellence in fundamental research and applications.

The University of Madras is known for its nurturing the genius in Srinivasa Ramanujan, the great mathematical luminary

whose mathematics is engaging the attention of leading mathematicians even today for its profoundness and applications. The

University department of Mathematics was created in 1927. The Ramanujan Institute of Mathematics, founded by Dr.Rm.Alagappa

Chettiar came into existence in 1957. In 1967, with the assistance from UGC it become a Centre of Advanced Study in Mathematics

merging the two units. This centre is now known as the Ramanujan Institute for Advanced Study in Mathematics (RIASM). The

RIASM offers Masters, M.Phil. and . programmes.

An independent Department of Statistics started functioning in 1941 and became a full fledged department of study and

research from 1975 under the leadership of Prof.K.N.Venkataraman. The department offers Masters, M.Phil and Ph.D.

Programmes. The department also offeres M.Sc. Actuarial Science programme under UGC Innovative programme.

Study of Computer Science in the University began in 1984. An independent department was instituted in 1995. The

Department of Computer Science concentrates research in the areas of Parallel Algorithms, Architectures and Applications, Parallel

Computing, Computational Geometry and it too has a well equipped Computer Laboratory. The department currently offers Master

of Computer Applications and programmes.

Faculty

Dr. P.Thangavel, Ph.D.

Chairperson

S. Parvathi, Ph.D.

K. Parthasarathy, Ph.D.

Premalatha

Kumaresan, Ph.D.

M. Loganathan, Ph.D.

V. Thangaraj, Ph.D. R. Sahadevan, Ph.D.

G.Balasubramanian, Ph.D.

G.P.Yuvaraj, Ph.D.

N.Agarwal Sushama, Ph.D.

Professor

G.Gopal, Ph.D.

P.Dhanavanthan, Ph.D.

M.R.Srinivasan, Ph.D.

T. Anbupalam, Ph.D.

M.R. Sindhumol

K.M.Sakthivel

Professor

Professor

Lecturer

Lecturer

Lecturer (on contract)

Lecturer

Lecturer

Lecturer

Lecturer

RIAS in Mathematics

Professor

Professor

Professor

Professor

Professor

Reader

Lecturer

Statistics

Computer Science

P.Thangavel, Ph.D.

S.Gopinathan, M.Sc.

P.L. Chitra, M.C.A.

Sornam, M.Sc., M.C.A.

B.Lavanya

M.Sc. MATHEMATICS

M.Sc Mathematics (CBCS) 2007 2009.

Course

Code

Times New

Roman

C001

C002

C003

C004

UOM S 001

C005

C006

C007

C008

UOM S 002

C009

C010

C011

C012

UOM S 003

UOM I 001

C013

C014

C015

UOM S 004

Credit

L

T

C

C

C

C

E

S

3

3

3

0

2

1

1

1

0

1

0

0

0

4

0

4

4

4

4

3

2

M.Loganathan

G.P.Youvaraj

R.Sahadevan

Guest Faculty

C

C

C

C

E

S

3

3

3

3

2.

1

1

1

1

1

0

0

0

0

0

4

4

4

4

3

2

S.Parvathi

G.P.Youvaraj

Guest Faculty

Faculty Concerned

C

C

C

C

E

E

S

S

3

3

3

3

2

2

1

1

1

1

1

1

0

0

0

0

0

0

4

4

4

4

3

3

2

2

Guest Faculty

Premalatha Kumaresan

V.Thangaraj

R.Sahadevan

C

C

C

E

E

S

3

3

3

2

2

1

1

1

1

1

0

0

0

0

0

4

4

4

3

3

2

K.Parthasarathy

Premalatha Kumaresan

Sushama Agrawal

C/E/S

SEMESTER I

Linear Algebra

Real Analysis

Ordinary Differential Equations

Computational Mathematical Laboratory I

Elective

Soft Skill*

SEMESTER II

Algebra

Topology

Partial Differential Equations

Seminar

Elective

Soft Skill*

SEMESTER III

Complex Analysis

Measure & Integration theory

Probability theory

Computational Mathematical LaboratoryII

Elective

Elective

Soft Skill*

Internship**

SEMESTER IV

Advanced Analysis

Differential Geometry

Functional Analysis

Elective

Elective

Soft Skill*

Core Courses

- 60 Credits minimum

Elective Courses

- 18 Credits minimum

Soft Skill Courses

- 08 Credits minimum

Internship

- 02 Credits

Total

- 88 Credits minimum

Course

Code

C/E/

S/

SS

MSI E001

MSI E002

Discrete Mathematics

Number Theory and

E

E

Faculty

Credits

L

2

2

T

1

1

P

0

0

C

3

3

Guest Faculty

Guest Faculty

Cryptography

MSI E003

Guest Faculty

MSI E004

Guest Faculty

E

E

E

E

E

2

2

2

2

2

1

1

1

1

1

0

0

0

0

0

3

3

3

3

3

Guest Faculty

V.Thangaraj

S.Parvathi

M.Loganathan

R.Sahadevan

R.Sahadevan

E

E

E

E

E

2

3

3

2

2

1

0

0

1

1

0

0

0

0

0

3

3

3

3

3

Premalatha Kumaresan

K.Parthasarathy

Agrawal Sushama N.

S.Parvathi

G.P.Youvaraj

SS

SS

SS

SS

SS

SS

SS

SS

SS

SS

0

0

0

0

0

0

0

0

0

0

4

4

4

4

4

4

4

4

4

4

0

0

0

0

0

0

0

0

0

0

4

4

4

4

4

4

4

4

4

4

S.Parvathi

M.Loganathan

V.Thangaraj

N.Agrawal Sushama

Premalatha Kumaresan

K.Parthasarathy

K.Parthasarathy

V.Thangaraj

V.Thangaraj

S.Parvathi

MSI

MSI

MSI

MSI

MSI

E005

E006

E007

E008

E009

Lie Algebras

Stochastic Processes

Representation Theory of Finite Groups

Graph Theory

Lie Groups of Transformations and

Ordinary Differential Equations

MSI E010

Lie Groups of Transformations and

Partial Differential Equations

MSI E011

Potential Theory in Rn

MSI E012

Linear Lie groups

MSI E013

Banach Algebras and Operator theory

MSI E014

Algebraic Number Theory

MSI E015

Mathematical Theory of Electromagnetic

Waves

Self-Study Courses

MSI S001

Algebraic Theory of Numbers

MSI S002

Algebraic Topology

MSI S003

Financial Calculus

MSI S004

Fuzzy Analysis

MSI S005

Harmonic Function Theory

MSI S006

Introduction to Fractals

MSI S007

Lie Groups and Lie Algebras

MSI S008

Probability on Abstract Spaces

MSI S009

Quantum Computations

MSI S010

Quantum Groups

Paper

I SEMESTER

MSI C076

MSI C077

II SEMESTER

MSI C078

MSI C079

Discrete Mathematics

Mathematics of Finance and Insurance

3

4

1

1

4

5

Computational

3

2

1

1

1

1

5

4

and C+++

Computational

3

2

1

1

1

1

5

4

IV SEMESTER

MSI C082

Game Theory and Strategy

MSI C083

Internet and Java Programming + Computational Laboratory II

4

2

1

1

5

4

III SEMESTER

MSI C080

MSI C081

Computational Mathematics

Introduction to Information

Laboratory I

Computational Statistics

Computer Programming

Laboratory II

Technology

in C

Credits

Course

Code

MSI C001

MSI C002

MSI C003

MSI C004

Algebra

Analysis

Topology and

Geometry

Dissertation and

Viva-voce

Core

C

C

C

Faculty

4

4

4

1

1

1

0

0

0

5

5

5

M.Loganathan

Agrawal Sushama

K.Parthasarathy

21

All Faculty

Members.

MSI C001

Linear Algebra

M.Loganathan / Guest

Faculty

Course Objective:

To lay the foundation for a variety of courses.

Unit I

Review of Vector spaces - Linear Transformations - Representation of Transformations by Matrices- Linear

Functionals.- Algebra of Polynomials- Determinants Properties of determinants- Characteristic

Polynomials- Characteristic values Characteristic vectors minimal Polynomials.

Unit II

Invariant subspaces

- Direct sum Decompositions Decomposition Theorem

Unit III

Cyclic Vectors Cyclic subspaces Cyclic Decomposition Theorem- Generalised Cayley- Hamilton

Theorem- Rational form Jordan Canonical form.

Unit IV

Bilinear forms - positive - definite, symmetric and Hermitian forms Sylvesters theorem.

Unit V

Spectral representation of symmetric, Hermitian and normal operators - Applications.

Books for Reference:

Kenneth Hoffman and Ray Kunze, Linear Algebra. Prentice Hall of India Private Ltd. New Delhi 2005.

Michel Artin, Algebra. Prentice Hall of India Private Ltd. New Delhi 1994.

MSI C002

Real Analysis

Pre-requisite: Undergraduate Level Mathematics.

G.P.Youvaraj

Course Objective:

To provide a systematic development of Riemann Sticltjes integral and the calculus on R n

Unit I

Riemann Stieltjes Integral: Definition and Properties of the Integral Integration and Differentiation Integration of vector valued functions

Unit II

Sequences and Series of functions : Pointwise Convergence Uniform Convergence Weierstrass

Approximation Theorem.

Unit III

Special Functions: Power Series Exponential and Logarithmic Functions Trigonometric Functions

Fourier series Gamma function.

Unit IV

Functions of Several Variables: Derivatives of a function from R n to Rm Chain Rule Partial Derivatives

Derivatives of Higher order.

Unit V

Basic Theorems of Differential Calculus: Inverse function Theorem Implicit function Theorem Rank

Theorem.

Books for Reference:

Text Book: Walter Rudin, Principles of Mathematical Analysis, Third Edition, McGraw Hill 1976.

MSI C003

Ordinary Differential Equations

Pre-requisite: Undergraduate Level Mathematics.

R.Sahadevan

Course objective:

To learn mathematical methods to solve higher ordinary and partial differential equations and apply to

dynamical problems of practical interest.

Unit I:

HIGHER ORDER LINEAR EQUATIONS

General Theory of nth order Linear Equations - Homogeneous equations with Constant Coefficients - The

Method of Undetermined Coefficients - The Method of Variation of Parameters

Unit II :

POWER SERIES SOLUTIONS AND SPECIAL FUNCTIONS

Series Solutions of First Order Equations - Second Order Linear Equations Ordinary Points - Regular

singular Points - Gauss's Hyper-geometric Equation

Unit III :

SOME SPECIAL FUNCTIONS OF MATHEMATICAL PHYSICS AND EXISTENCE AND UNIQUENESS THEOREM

Legedre Differential Equation: Solutions and its Properties - Bessel's Differential equations: Solutions and

its Properties - The Method of Successive approximations - Existence Uniqueness Theorem.

Unit IV :

NONLINEAR DIFFERENTIAL EQUATIONS AND STABILITY

The Phase plane- Linear systems Autonomous systems and stability Almost Linear systemsCompeting species Predator Prey equations Liapunov method

MSI C004

Computational Mathematical Laboratory I

0 0 2 2 Guest Faculty

Pre requisite:

Calculus, Linear Algebra, basic knowledge of Differential Equations and some

knowledge of Programming Language.

Course Objective:

This is the first of two-semester Computational Mathematical Laboratory sequence (MSI 1008

to MSI 2008). In this sequence, we will emphasize the fundamentals of numerical

computation and analysis: to explain how, why, and when numerical methods can be

expected to work along with soft computational techniques using MAPLE/MATHEMATICA.

Section I : Mathematical Software : MAPLE/MATHEMATICA

Plotting Curves-Composition of functions, inverses-Sequences and series (finite and infinite sum)-Slope of a line, a secant, a tangentEquations of tangents-Limit and continuity-2-D and 3-D graphs-Symbolic - Differentiation and Symbolic Integration- Conversion of

coordinates, Areas in Polar coordinates- Symbolic manipulation on matrices - Solution to equations - Solution to Differential equations.

Section II : Programming Exercises using C++

1.

Non-Linear Equations

1.1 Bisection Method

1.2 Regula-falsi Method

1.3 Newton-Raphson Method

1.4 Secant Method

1.5 Fixed Point Iteration

2.

2.1 Gauss Elimination

2.2 Gauss-Seidel Method

3.

Interpolation

3.1 Lagranges Interpolation Formula

3.2 Newton Interpolation Formula

4.

Numerical Differentiation

4.1 Differentiation using limits

4.2 Differentiation using Extrapolation

5.

Numerical Integration

5.1 Composite Tapezoidal Rule

5.2 Composite Simpsons 1/3 Rule

6.

6.1 Eulers Method

6.2 Taylors Method of order 4

6.3 Runge-Kutta Method of order 4

6.4 Milne-Simpson Method

MSI C005

Algebra

Pre-requisite: Undergraduate Level Mathematics.

Course Objective:

S.Parvathi

Unit I

Review of Basic Group theory: Groups - homomorphisms, isomorphisms, - cosets, quotient groups .

Symmetry: Group of motions of the plane - finite groups of motions - Solvable groups- nilpotent groups.

Unit II

Group actions- Counting formula - symmetric groups - Sylow theorems.

Unit III

Field theory Algebraic and transcendental elements degree of a field extension adjunction of roots

algebraically closed fields - splitting fields.

Unit -IV

Normal extension Galois Correspondence.

Unit V

Galois theory- Galois Fields - Applications of Galois theory Classical groups.

MSI C006

Topology

3

1

0

4 G.P.Youvaraj

Pre-requisite: Undergraduate Level Mathematics and MSI C002.

Course objective:

Topology is a basic discipline of pure Mathematics. Its ideas and methods have transformed large parts of

geometry and analysis. It has also greatly stimulated the growth of abstract algebra. Much of modern

pure mathematics must remain a closed book to person who dose not acquire a working knowledge of at

least the elements of Topology.

Unit I

Topological spaces - subspaces product spaces continuous functions - homeomorphisms .

Unit II

Connectedness - compactness

Unit III

Separation properties - Urysohn's lemma - Tietze's extension theorem .

Unit IV

Separable and second countable spaces metrization theorems.

Unit V

Homotopy - fundamental group induced homomorphisms - covering spaces - fundamental group of the circle.

MSI C007

Guest Faculty

Course objective:

To give an introduction to mathematical techniques in and analysis of partial differential equations.

FIRST ORDER EQUATIONS : Cauchy problem Linear equations - Integral surfaces-Surfaces orthogonal

to a given system Compatible system Charpits mathod Special types of first order equations

Solutions satisfying given conditions Jacobis method.

SECOND ORDER EQUATIONS Linear equations with constant and variable coefficients characteristic

curves The solution of hyperbolic equations Separation of variables The method of integral

transforms.

The Laplace equation

Elementary solutions Families of equi-potential surfaces-Boundary value

problems- Separation of Variables- wave equation elementary solutions- Riemann,Volteera solution

Diffusion equation and its Solutions.

NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS WITH APPLICATIONS:

Introduction- One dimensional nonlinear wave equation- Method of Characteristics-Linear and nonlinear

dispersive wave- The Kortewerg de Vries equation and solitons.

MSI C008

Seminar

Objectives :

To prepare students for Paper/Thesis/Dissertation writing practice in Mathematics

Course Outline :

Each student is assigned a topic for term paper and seminar. It is an individual work. During the

term, the student will meet periodically the faculty to discuss different stages of the term paper

preparation and seminar.

Preparation of Term Paper : Choosing a Topic in consultation with the Student Advisor Finding

sources of materials Gathering the relevant findings Outlining the Paper Writing the first

draft (manuscript) Converting into Compuscript (using Latex) and Editing the paper as advised

by the Advisor.

manner with proper citation principles will form integral part of the course.

Every student is expected to give at least 3 seminar talks during the course of study. Topics for

seminars will be approved by the faculty. Preparation of seminar talks in the form of

compuscripts (using mathematical software Latex) is compulsory and talks based on the Term

paper be delivered using blackboard/ OHP/ LCD.

Evaluation is based on the (i) Preparation of the compuscript (30%) (ii) Presentation style (30%)

(iii) Oral presentation (50%). Passing minimum 50% of (i), (ii) and (iii) put together.

1. English Expression :

1. Carey, G.V. Punctuation, Cambridge University Press.

2. Partridge, E. Usage and Abusuge : A guide to good English, Middlesex, Penguin.

2. Research Writing :

1. Berry, R. : How to write a Research paper. Pergamon Press, London.

2. Cooper, B.C. : Writing Technical Reports, Middlesex , Penguin.

3. Turabian, Kate L. : A manual for writers of term paper, Thesis and Dissertations,

University of Chicago Press.

3. Mathematical Typesetting Software:

1. Leslie Lamport . LaTeX : A Documentation Preparation System User's Guide and

Reference Manual , Addison Wesley, Mass, 1994.

2. Goossens, Rahtz, and Mittelbach .The LaTeX Graphics Companion , Addison Wesley ,

Mass, 1997.

3. George Gratzer . First Steps in LaTeX Birhauser, 1999

4. George Gratzer . Math Into LaTeX ,Birhauser, 2000.

5. F. Mittelbach and M Goossens with Braams, Carlisle, and Rowley , The LaTeX

Companion, second edition , Addison Wesley. Mass, 2004

4. Mathematical Writing :

1. N.E.Steenrod, P.R.halmos, M.M.Schiffer and J.E.Dieudonne. How to write

Mathematics, AMS Publication, 1973.

2. Steven G.Krantz. A Primer of Mathematical Writing, AMS Publication, 1997

3. Ellen Swanson, Mathematics into Type, (updated Edition) AMS Publication, 1999.

4. Steven G. Krantz. Mathematical Publishing, AMS Publication, 2005

MSI C009

Complex Analysis

3

Pre-requisite: Undergraduate Level Complex Analysis .

Guest Faculty

Course Objective:

This course provides

(i) A modern treatment of classical Complex Analysis

Unit I

A quick review of basic Cauchy Theory: Cauchys Theorem and Cauchys integral formula for convex

regions, Moreras Theorem, power series representation of analytic functions, zeros of analytic functions,

open mapping theorem, argument principle, Rouches theorem, maximum modulus theorem, Schwarz

lemma, Weierstrass theorem on limits of analytic functions.

Unit II

Isolated singularities, Laurent series, Casorati-Weierstrass theorem, meromorphic functions, MittagLefflers theorem, Weierstrass product theorem, gamma function.

Unit III

Homology and homotopy versions of Cauchys theorem, simply connected regions, normal families,

Riemann mapping theorem.

Unit IV

Harmonic functions, mean value property, Poisson integral, Dirichlet problem for the disc, Harnacks

inequality. Harnacks principle.

Unit V

Riemann zeta function, functional equation, Euler product, elliptic functions, Weierstrass -function.

MSI C010

Measure and Integration Theory

Pre-requisite: Undergraduate level Mathematics

Premalatha Kumaresan

Course Objective:

To develop the theory of integration via: measure, the knowledge of which is essential for working in

most branches of modern Analysis.

Lebesgue outer measure, Measurable sets, Regularity, Measurable functions, Borel and Lebesgue

Measurability.

Unit II

Integration of non- negative functions, the general integral. Integration of series, Riemann and Lebesgue

integrals.

Unit III

Functions of bounded variation, Differentiation and Integration, Abstract measure spaces, Completion of

a measure

Unit IV

Signed measures, Hahn, Jordan Decompositions, Radon Nikodym derivatives, Lebesgue Decomposition.

Unit V

Measurability in a product space, the product measure and Fubinis theorem, Lebesgue measure in

Euclidean space.

MSI C011

Probability Theory

Pre-requisite: Under Graduate level Calculus

V.Thangaraj

Course objective:

This course provides

- An axiomatic treatment of probability theory and an interplay between measure and probability

- Different tools to solve mathematical problems.

Unit I

Probability space

Axiomatic definitions for probability space(finite, countably infinite and uncountably infinite outcome

spaces)- Events Fields of events- - fields of events conditional probability and Bayes theorem

Unit II

Random Variables and their distributions

Random Variables distributions function decomposition of distribution function probability mass

function and Probability density function Classification of Random Variables Moments and inequalities

Functions of Random Variables Discrete and continuous distributions

Unit III

Independence, conditioning and Convergence

Independence of events of - fields of Random Variables- conditional expectation Radon Nikodym

derivatives convergence of Random Variables(in Prob., a.s., in dist., r-th mean)

Unit IV

Characteristic functions

Definitions and Simple properties Inversion theorem Moments and Characteristic functions Weak convergence

Unit V

Limit Theorems

Zero one Laws WLLN and SLLN for iid and id random variables. CLT for iid and id random variables

MSI C012

2 2

R.Sahadevan

Description :

Introduction to computer graphics and mathematical computer programming in MAPLE, as

tools for the solution of mathematical problems and for mathematical experimentation.

Programming topics will include data types, expressions, statements, control structures,

procedures and recursion. Examples and practical work will include computing with integers,

polynomials, matrices, data files and numerical approximations. Practical work will form an

integral part of the course and assessment.

Course Objective:

Students will learn to apply Maple to more advanced computation than that introduced in

Computational Mathematics I. The main themes of the course are these:

graphics and animation. Approximate numerical solution.

Computer programming. Data structures: numbers; sequences, sets and lists; tables and

arrays; algebraic structures. Program structures: conditional execution, loops and

iteration; operators, procedures and functions; mapping over a structure; recursion. Date

types: type testing; implementing polymorphism.

Mathematics-> Algorithms-> Programs. Selected applications, such as implementing

vector and matrix algebra; elementary data processing.

Topics to be covered from following the Course:

objectives

via

computer

Linear Algebra, Real and Complex Analysis, Differential Geometry and Differential Equations

MSI C013

Advanced Analysis

3 1

0 4 K.Parthasarathy

Pre-requisite: Undergraduate level Mathematics, MSI C002, C005 and MSI C008.

Course objective:

Treatment of some advanced topics in Real, Complex and Fourier analysis.

Unit I

10

Unit II

Ahlfors Schwarz lemma, Picks lemma, hyperbolic geometry in the unit disc, Schottkys theorem, the Big

Picard theorem.

Unit III

Analytic continuation, the monodromy theorem, Riemann surfaces, uniformization theorem and covering

surfaces.

Unit IV

Fourier series: Dirichlets theorem, norm convergence, Fejers theorem, Riemann-Lebesgue lemma

equation.

Unit V

Fourier transforms: Convolution, differentiation and Fourier transform, Schwartz space of rapidly

decreasing functions, inversion and plancherel theorems.

MSI C014

Differential Geometry

Pre-requisite: MSI C001 and MSI C005

Premalatha Kumaresan

Course Objective:

To give a modern introduction to differential geometry of curves and surfaces.

Unit I

Plane curves, space curves, arc length, curvature, Frenet Serret Formula.

Unit II

Smooth surfaces: Examples of Smooth surfaces tangent,

form,curves and surfaces, isometries.

Unit III

Curvature of smooth surfaces : Weingarten map and the second fundamental form, normal, principal,

Gaussian and mean curvatures.

Unit IV

Surfaces of constant mean curvature, Gauss map, Geodesics.

Unit V

Gausss theorema of Egregium, Gauss equation Codazzi-Mainardi Equations, isometries of surfaces,

MSI C015

Functional Analysis

Pre-requisite: Knowledge of MSI C002 and C005.

Agrawal Sushama N.

Course objective:

Functional Analysis embodies the abstract approach to analysis. It highlights the interplay between algebraic structure and distance

structures. It also provides a major link between Mathematics and its applications.

Fundamentals of normed spaces, Completeness, continuity of linear maps, Hahn Banach theorems and their applications.

11

Dual spaces, dual of lP, Lp , Uniform boundedness principle, closed graph and open mapping theorems

Inner product spaces, orthonormal sets - ,Riesz - Fischer theorems, Riesz Representation theorem.

Bounded operators and adjoints, Projections, Projection theorem , Normal, Unitary and self-adjoint

operators, spectrum of a bounded operator

Compact Operators, Spectral Theorem for Compact Selfadjoint Operators.

Syllabi for various Elective Courses

MSI E001

Discrete Mathematics

Guest faculty

Course Objective:

To introduce some basic mathematical concepts that are used in many computer science courses. To

develop skills to use these concepts in certain practical applications.

Unit I

Mathematical Logic: Connection Normal Forms Theory of Inferences Predicate Calculus.

Unit II

Set Theory: Operations on Sets Basic Set Identities Relations and Orderings.

Unit III

Recursion: Functions Recursive Functions Partial Recursive Functions.

Unit IV

Graph Theory: Basic Concepts of Graph Theory- Paths Connectedness Matrix Representation of Graphs

Trees List structures and Graphs

Unit V

Grammers and Languages: Free Semigroups Grammers and Languages.

MSI E002

Number Theory & Cryptography

Pre-requisite: Undergraduate Level Mathematics:

Guest Faculty

Course Objective:

To provide an introductory course in Number theory.

To Introduce the fast growing and relevant topic of cryptography as an application of Number theory

Unit I

Elementary Number theory

Divisibility and the Euclidean Algorithm, Congruences, Finite fields and Quadratic residues,

Cryposystems, Enciphering matrices, Public key Cryptography, RSA, Discrete Log, Knapsack, Primality

and Factoring.

Unit II

Introduction to classical cryptosystems

Some simple crypto systems , en ciphering matrices, DES

Unit III

12

Finate fields, quadratic residues and reciprocity.

Unit IV

Public Key Cryptography

The idea of a public key Cryptography, RSA, Discrete Log, Algorithms to find discrete logs in finite Fields:

Shanks giant step - baby -step algorithm, Silver-Pohlig Hellmans algorithm, Diffie Hellman key exchange system, ElGamal, zero knowledge protocols.

Unit V

Primality-Factoring and Elliptic curves.

Pseudoprimes and strong Pseudoprimes, some methods to factor a composite integer:Pollards rho

method, fermat factorization and factor bases, the quadratic Sieve method, elliptic curves-basic facts,

MSI E003

Guest Faculty

Classes and Objects Constructors and Destructors

Operator Overloading and Type conversions - Inheritance

Pointers Virtual Functions and Polymorphism Templates and Exception handling

Unit V

Maple / Mathematica Commands (without programming)

MSI E004

Guest Faculty

Iteration for solving x=g(x) Bracketing methods for locating a root Initial approximations and convergence criteria NewtonRaphson and secant methods- Aitkens and Steffensens and Mullers methods

The solution of Linear systems AX= B

Upper triangular linear systems-Gaussian elimination and pivoting-Matrix inversion- Triangular factorization- InterpolationLagrange approximation Newton polynomials

Unit III

Approximating a derivative Numerical differentiation formulae quadrature Composite trapezoidal and Simpsons rule

recursive rules Romberg Integration Minimisation of a function.

Solution of Differential Equations

Differential Equations Eulers method Heun method- Taylor series method Runga-Kutta methods Predictor-Corrector

methods

Unit V

Solution to Partial differential methods

13

Contents and Treatment as in :

John H.Mathews, Numerical Methods for Mathematics, Science and Engineering (2 nd Edn.), Prentice Hall,

New Delhi, 2000

MSI E005

Lie Algebras

Pre-requisite: Knowledge of MSI C001 and C004

Guest Faculty

Course objective:

To initiate the study of Lie Algebras

Unit I

Basic Concepts of Lie Algebras

Unit II

Ideals and homomorphisms

Unit III

Solvable and nilpotent Lie algebras

Unit IV

Semisimple Lie algebras : Theorems of Lie and Cartan, Killing form

Unit V

Complete reducibility of representations and representation of sl(2,F).

MSI E006

Stochastic Processes

Pre-requisite: MSI C010

V.Thangaraj

Course objective:

This course aims

To analyze the variability that are inherent in natural, engineering and medical sciences

To provide new prespective, methodology, models and intuition and aid in other mathematical

and statistical studies

Unit I

Markov chains, an introduction- Definitions, Transition probability matrix of a Markov chain, some Markov

chain models, First Step Analysis, some special Markov chains, Functionals of Random Walks and Success

runs

Unit II

Long run behaviour of Markov chains - Regular Markov chains - Transition probability matrices

Examples, Classification of states, Basic limit theorem of Markov chains, Reducible Markov chains

Unit III

Poisson Processes - Poisson distribution and Poisson Processes, Law of rare events, distributions

associated with Poisson Processes, Uniform Distribution and Poisson Processes, Spatial Poisson Processes,

Compound and Marked Poisson Processes

Unit IV

Continuous time Markov chains - Pure birth processes Pure Death processes, Limiting behaviour of birth

and death Processes, birth and death Processes with absorbing states , Finite state Continuous time

Markov chains, A Poisson Process with a Markov intensity

14

Unit V

Renewal phenomena Definitions, examples, the Poisson Process viewed as a renewal process

MSI E007

Representation Theory of Finite Groups

Pre-requisite: MSI C001 and C004

S.Parvathi

Course Objective:

To highlight the importance of combination of techniques used from group theory,ring theory and linear

algebra

To motivate the students for further study

Classical groups: General linear group , Orthogonal group, Symplectic group, Unitary group.

lemma

The Group Algebra - Maschkes theorem - characters. Orthogonality relations for characters Number of

irreducible representations

Permutation representations - Regular representation. Representations of Symmetric groups

Representation of Finite abelian groups - Dihedral groups.

MSI E008

Graph Theory

Pre-requisite: Undergraduate Level Mathematics.

M.Loganathan

Unit I

Graphs Vertex degrees - Sub-graphs - Paths and cycles - Connected graphs - Connected components

Unit II

A cyclic graphs Trees - Cut edges - Cut vertices Spanning Tree .

Unit III

Euler tours - Euler graphs - Hamiltonian paths - Hamiltonian graphs - Closure of a graph.

Unit IV

Planar graphs - Eulers formula- Vertex colouring - Chromatic number - Chromatic polynomial R - Critical

graphs.

Unit V

Edge colouring - Edge Chromatic number - Dual of a plane graph -Map colouring - Four and five colour

theorems.

MSI E009

Ordinary Differential Equations

Pre-requisite: MSI C002 and C005

2 1 0 3

R.Sahadevan

Course Objective:

To introduce for advanced research in mathematics and applications of Lie group.

Unit I

15

Unit II

Extended group transformations and infinitesimal transformations (one independent and one dependent

variables).

Unit III

Lie Algebras and applications.

Unit IV

Invariance of first and second order ordinary differential equations.

MSI E010

Partial Differential Equations

R.Sahadevan

Unit I

Introduction - Lie groups of transformations - infinitesimal transformations.

Unit II

Extended group transformations and infinitesimal transformations.

Unit III

Invariance of a partial differential equations of first and second order - elementary examples.

Unit IV

Noether's theorem and Lie Backlund symmetries.

MSI E011

Potential Theory in Rn

Pre-requisite: MSI C009

Premalatha Kumaresan

Functions harmonic on a ball - Directed families of harmonic functions.

Super harmonics functions Equivalent definitions - Minimum principle.

Properties of Super harmonic functions

Directed families of super harmonic functions Properties of surface and volume mean values.

MSI E012

K.Parthasarathy

Unit I

Linear Lie Groups: Definition and examples, the exponential map and the Lie algebra of a linear Lie

groups.

Unit II

The Lie Correspondents, Homomorphisms.

16

Unit III

Basic Representation Theory, irreducible representations of SU(2) and SO(3).

Unit IV

Characters, Orthogonality and Peter-Weyl Theorem.

Unit V

Roots, Weights and Weyls Formulas.

MSI E013

3 0

3 Agrawal Sushama N.

Unit I

Banach Algebras definition, examples, ideals and quotients, invertibility and the Spectrum, Banach

Mazur theorem.

Unit II

Spectral radius formula, Gelfand theory of commutative Banach Algebras.

Unit III

C* - Algebras, Selfadjoint, normal, unitary operators on a Hilbert space, Projectors.

Unit IV

Gelfand Naimark Theorem for commutative C* - algebras, continuous functional Calculus for normal

operators, Positive Operators and Square root.

Unit V

Borel functional Calculus for normal operators, Spectral measures, Spectral Theorem for bounded normal

operators.

MSI E014

Algebraic Number Theory

Pre-requisite: MSI C001 and C005

S.Parvathi

Course Objective:

To provide basic understanding of Algebraic Number Theory

Unit I

Algebraic Background Symmetric Polynomials Modules Free Abelian Groups

Unit II

Algebraic Numbers Conjugates and Discriminants Algebraic integers Integral Bases Norms and

Traces Rings of Integers Noetherian rings and Noetherian Modules.

Unit III

Quadratic fields and Cyclotomic fields and integers in Quadratic fields and Cyclotomic fields

Unit IV

The group of units The factorization into irreducible elements examples of non-unique factorization into irreducibles

Euclidean Quadratic fields.

Unit V

Prime factorization of ideals - Dedekind rings- the norm of an ideal class groups

17

MSI E015

Mathematical

Waves

Theory

of

Electromagnetic

G.P.Youvaraj

Pre requisite:

Vector Calculus, Real Analysis, Differential Equations.

Course Objective:

This is aimed at introducing the mathematical theory behind

electromagnetic wave

propagation. While learning this theory we shall also understand acoustic wave propagation

in bounded and unbounded regions. We shall also discuss the scattering aspect of both

electromagnetic, and acoustic waves.

Course Contents:

1.

1.1 Space Curves and Surfaces

1.2 Gradient, Divergence, Curl

1.3 Greens Theorem,

1.4 Gauss Divergence Theorem

2.

Electromagnetic Fields

2.1 Maxwells Equations

2.2 Electromagnetic Waves

2.3 Reduced Wave Equation

3.

3.1 Fundamental Solutions of Reduced Wave equation

3.2 Greens Function

3.3 Structure of Wave functions

3.4 Representation of Wave functions

4.

4.1 Structure of Wave functions

4.2 Sommerfelds Radiation Conditions

4.3 Greens Representation Theorem

4.4 Far Field Patterns

5.

5.1 Boundary Value Problems in the bounded domain

5.2 Boundary Value Problems in the Exterior domain

5.3 Scattering and Inverse Scattering

The detailed syllabi will be provided at the time of registration by the faculty concerned.

MSI

MSI

MSI

MSI

MSI

MSI

MSI

MSI

MSI

MSI

S001

S002

S003

S004

S005

S007

S008

S009

S010

S011

Algebraic Topology

Financial Calculus

Fuzzy Analysis

Harmonic Function Theory

Introduction to Fractals

Lie Groups and Lie Algebras

Probability on Abstract Spaces

Quantum Computations

Quantum Groups

SS

SS

SS

SS

SS

SS

SS

SS

SS

SS

0

0

0

0

0

0

0

0

0

0

4

4

4

4

4

4

4

4

4

4

0

0

0

0

0

0

0

0

0

0

SYLLABUS ABSTRACTS

18

4

4

4

4

4

4

4

4

4

4

S.Parvathi

M.Loganathan

V.Thangaraj

N.Agrawal Sushama

Premalatha Kumaresan

K.Parthasarathy

K.Parthasarathy

V.Thangaraj

V.Thangaraj

S.Parvathi

MSI C076

Discrete Mathematics

Objectives :

Course Content:

Unit-I :

Logic and the Language of Mathematics

Propositions Conditional propositions and Logical Equivalence Quantifiers Proofs Mathematical

Induction Sets sequences and Strings Number Systems Relations Equivalence Relations Matrics

of Relations Functions.

Unit-II :

Counting Methods and the Recurrence Relations: Basic Principles Permutations and Combinations

Generalized Permutations and Combinations Binomial Coefficients and Combinatorial Identities The

Pigeonhole Principle Solving recurrence relations Simple problems and applications

Unit-III :

Graph Theory: Paths and Cycles Hamiltonian Cycles and the Traveling Salesman Problem

Representations of Graphs Trees Spanning trees Minimal spanning trees Binary trees Tree

Traversals.

Unit-IV :

Network models, Boolean algebras and Combinatorial circuits:

Algorithms A Maximal Flow Algorithms The Max flow, Min cut Theorem Matching Combinatorial

Circuits and heir properties Boolean algebras Boolean functions Synthesis of circuits Applications

Unit - V:

Automata, Grammars and Language

Sequential Circuits and Finite State Machines- Finite State Automata Language and Grammars Nondeterministic Finite State Automata Relationships between Language and Automat

MSI C077

Objectives :

To provide fundamentals in financial transactions, discounting, repayments, term structure, derivatives

and stochastic interest rate models.

To gain practice to apply in Actuarial planning

Course Contents.

Unit-I :

Theory of Interest The basic compound interest functions Nominal rates of interest annuities payable

p-thly Discounted cash flow

Unit-II :

Capital redemption policies- The valuation of securities- Capital gains tax cumulative sinking funds.

Unit-III :

Yield curves, discounted mean terms, matching and immunization

Consumer credit and Stochastic interest rates models

Unit-IV :

19

Unit-V :

Policy values surrender and paid-up values: Bonus: Special policies Applications of calculus :

Population Theory

MSI C078

Computational Mathematics

Objectives :

To develop computational problem-solving skills, ideas To apply mathematical

concepts other science and social science subjects.

Course Content:

Unit-I :

Graphs and Functions: Cartesian Coordinate Systems and Straight Lines Linear and Quadratic Functions

Aids to Graphing Functions Exponential and Logarithmic Functions Analytical Geometry and the

Conic Sections Polar Coordinates Area Computational in Polar Coordinates Parametric Curves

Applications

Unit-II :

Systems of Linear Equations: Systems of Linear Equations in Two Variables Systems of Linear

Equations and Augmented Matrices Gauss Jordan Elimination Matrices Addition and Multiplication

by a number Matrix Multiplication Inverse of a Square Matrix Matrix Equations and Systems of Linear

Equations Leontief Input Output Analysis.

Unit-III :

Differential Calculus: Limits and Continuity A Geometric Introduction Computation of Limits The

Derivative of constants, Power Forms and Sums Derivatives of Products and Quotients Chain Rule:

Power Form Marginal Analysis in Business and Economics.

Unit IV

Integral Calculus: Antiderivatives and Indefinite Integrals Integration by Substitution Differential

Equations Growth and Decay Area under a curve Definite Integrals The Fundamental Theorem of

Calculus Applications in Business and Economics

Unit V :

MAPLE Programming: Introduction to mathematical computer programming in MAPLE, as tools for the

solution of mathematical problems and for the mathematical experimentation. Programming topics will

include data types , expressions, statements, control structures, procedures and recursion. Example and

practical work will include computing will integers, polynomials, matrices, data files and numerical

approximations.

Computational Laboratory Exercises: MAPLE Exercises: Plotting Curves Compositions of functions, inverse

Sequences and Series (finite and infinite sum) Slope of a line, a secant, a tangent Equations of tangent

Limit and continuity 2-D and 3-D graphs Symbolic Differentiation and Symbolic Integration Conversion of

coordinates. Areas in Polar coordinate Symbolic manipulation on matrices Solution to equation Solution

to Differential equations.

MSI C079

Objectives:

To provide basic understanding of information technology.

Course Content:

20

1 1

Unit I :

Introduction to Computer Classification of Digital Computer System Computer Architecture Number

System- Memory unit Input Output Device.

Unit II :

Logic Gates Truth Table Introduction to Computer Software Programming Languages.

Unit III:

Introduction to MS-WORD Creating documents, Tables, Importing charts, Mails merge Preparing biodata Copying Text and Pictures from Excel.

Unit IV :

MS-ACCESS Creating Recruitment Databases and Create Application Table which has Applicant Name,

Name Address, Phone Number, E-mail, etc MS-ACCESS Planning and Creating Tables and Using the

features of Chart. Bar Chart, Pie.

Unit V :

MS-EXCEL Creating Tables Using EXCEL Using Tables and Creating Graphs Usage of formulae and Built

in Functions File Manipulations,.

POWER POINT Inserting Clip Art and Pictures Insertion of new slides Presentation using Wizards

Usage of design Templates.

Computer Laboratory Exercises:

MS-WORD To create Bio-Data To create Bar Chart To create Mail Merge MS EXCEL

1. Student Mark List

Bar Chart creation with Employee details Pie-Chart Companys Growth from 1990- 2000-MS-POWER

POIN-Birth day Greeting Marriage Invitation Demo in your specializations MS-ACCESS-Employee

Database Creation-Library Information System- Hospital Management System

MSI C080

Computational Statistics

Objective:

To provide a through grounding in classical-methods of statistical inference with an introduction to more

new developments in statistical methodology. To provide students with the necessary technical skills and

practical experience to enable them critically to evaluate research results and to carry out high quality

empirical work for themselves. Emphasis throughout the course is on the application of statistical

techniques rather than the development of theory.

UNIT- I :

Data and Statistics : Data Data Sources - Descriptive Statistics: Tabular and Graphical Methods:Summarizing the Qualitative Data and Quantitative Data Exploratory Data Analysis (Stem and Leaf

Display) Cross tabulations and scatter diagrams

Descriptive Statistics: Numerical methods :- Measures of location measures of variability Measures of

relative location and detecting outliers Exploratory Data Analysis Measures of association between

two variables the weighted mean and working with grouped Data

UNIT-II :

Introduction to Probability discrete probability distributions and Continuous distribution functions:

Experiments events assigning probabilities basic relationships of probability conditional probability

Bayes theorem Moments- binomial, Poisson and hyper-geometric distributions uniform(continuous),

normal. Exponential distributions.

UNIT-III :

21

Sampling and Sampling Distributions:- Sampling methods Sampling distributions of sample mean and

sample proportion Point estimation and properties. - Tests of Goodness of Fit and Independence

Multinomial population, Poisson and Normal distributions Test of independence.

UNIT-IV :

Analysis of Variance and Experimental Design:- Testing of the equality of k population means-

Completely randomized Design Randomized Block design Multiple comparison procedures -Factorial

Experiments (22)

UNIT-V :

Simple linear and multiple Regressions :- The regression model Least squares model coefficient

determination Model assumptions Testing of significance using the estimated regression equation

and prediction Residual analysis

- qualitative Independent variables in the case of multiple

regression(binary response).

Computational Laboratory Exercises :

EXCEL Exercises :

Tabular and Graphical Methods- Descriptive Statistics (mean, median, mode, variance and Standard

deviation)-Discrete Probability Distributions (computing binomial and Poisson probabilities)-Continuous

Probability distributions (Normal distribution)-Random Sampling -Interval Estimation of a Population

mean (Large-Sample and Small-Sample cases)-Hypothesis Testing for mean (Large-Sample and SmallSample cases)-Hypothesis Testing about the difference between two population means(Large-Sample,

Small-Sample and Matched Sample)-Population variances (One population and two populations) -Tests of

Goodness of fit and Independence -Analysis of Variance and Experimental Design ( Single-Factor

Observational Studies and Completely randomized designs Factorial Experiments(2 2))-Simple Linear

Regression Analysis-Correlation Analysis

MSI C081

Laboratory II

Objectives:

To develop skill in writing codes in C and C++ programming languages

Course Content:

UNIT-I :

Identifiers Keywords Data Types Access Modifiers Data Type Conversions Operators

UNIT-II :

Conditional Controls Loop Control Input/Output Operations Function Prototypes

Function Arguments Arrays Structures Unions Pointers.

UNIT-III :

Introduction to OOPS Overview of C++ - Classes Structures

UNIT-IV :

Friend Functions Constructors Destructors Arrays

UNIT-V :

Function Overloading, Operator Overloading Inheritance Polymorphism.

Computer Laboratory Exercises:

Programming Problems in C:

Factorial of a number-Farenheit to Celicius-To count the no. of vowels and consonants in given stringMatrix manipulation-Palindrome checking-Fibonacci series

Programming Problems in C++:

To calculate simple interest and compound interest using class and objects-Initialising and destructing

the character array using constructor and destructor functions-Adding 2 complex numbers using operator

22

overloading-To calculate volume of sphere , cube and rectangle using function overloading-Calculate the

area of triangle and rectangle using single inheritance-To maintain students details using multiple

inheritance

MSI C082

Objectives:

To provide mathematical game theory in an interdisciplinary context

Course Content:

UNIT-I :

Two-person zero-sum games : The nature of game matrix games: dominance and saddle points

matrix games: mixed strategies- Application to Anthropology: Jamaican Fishing- Application to Warfare:

Guerrillas, Police, and Missiles - Application to Philosophy : Newcombs Problem and Free Will Game

trees- Application to Business: Competitive Decision making Utility theory Games against nature.

UNIT-II :

Two-person non-zero-sum games : Nash Equilibria and non-co-operative solutions The Prisoners

Dilemma Applications to Social Psychology: Trust, Suspicion, and the F-Scale Strategic Moves

Application to Biology : Evolutionarily Stable Strategies The Nash Arbitration Scheme and Co-operative

solutions- Application to Business: Management Labour Arbitration Application to Economics: The

duopoly Problem.

UNIT-III :

N-Person Games : An introduction to N-person games Application to Politics: Strategic Voting N-person

Prisoners Dilemma Application to Athletics: Prisoners dilemma and the Football Draft Imputations,

Domination and Stable sets Application to Anthropology: Pathan Organization.

UNIT-IV :

N-Person Games : The Core The Shapley Value Application to Politics: The Shapley-Shubik Power Index

Application to Politics: The Banshaf Index and the Canadian Constitution

UNIT-V :

N-Person Game : Bargaining sets Application to Politics: Parliamentary Coalitions The Nucleolus and

the Gately Point Application to Economics: Cost Allocation in India.

MSI C083

Objectives:

To have hands-on experience on internet and to develop skills in writing codes for internet.

Course Content :

UNIT-I :

Internet Concepts Internet Services Types of Accounts Media for Internet ISP TCP/IP and connection software

Dial-Up Networking - Setting up and Internet Connections.

UNIT-II :

Introduction to Web Using the Web URLs, Schemes, Host Names and Port Numbers Using the Browser

Hypertext and HTML

UNIT-III :

Introduction to Java Features of Java Object Oriented Concepts Lexical Issues Data Types Variables Arrays

Operators

UNIT-IV :

Control Statements, Packages Access Protection Importing Packages Interfaces

23

UNIT-V :

Exception Handling Throw and Throws Threads Applets Java Utilities Code Documentation.

Computer Laboratory Exercises:

Learn to use Internet Explorer and Netscape Navigator-Creation of E-Mail and sending messages-ChatGreetings with Pictures-Downloading images-Voice mail service-Search Engines (Search a given topic and

produce the details about that topic)-Design a web page of your favourite teacher, explaining his

academic and personal facts and give suitable headings and horizontal rules. Design it in appropriate

color-Design a web page advertising a product for marketing with charts of sales-Develop discussion

forum for the purpose of communication between groups -Develop a page to send a mail to more than

one person-Post a simple job site for the facility of the career.

Eligibility for Admission to Master of Computer Applications (M.C.A)

Candidate who have passed the under-mentioned degree examinations of this University or an examination of

other institution recognized by this University as equivalent thereto provided they have undergone the course under

10+2+3 or 11+1+3 or 11+2+2 pattern or under the Open University System, shall be eligible for admission to the M.C.A.

Degree Course under CBCS.

(a) B.C.A/B.E.S/B.Sc. in Computer Science/Mathematics/Physics/ Statistics / Applied Sciences OR (b) B.Com /

Bachelor of Bank Management/B.B.A/B.L.M/B.A Corporate Secretaryship / B.A. Economics/ any other Bachelors Degree in

any discipline with Business Mathematics and Statistics or Mathematics/Statistics in Main/Allied level OR (c) B.Sc.,

Chemistry with Mathematics and Physics as allied subjects OR (d) B.E/B.Tech/M.B.A OR (e) A Bachelors Degree in any

discipline with Mathematics as one of the subjects at the Higher Secondary level (i.e. in +2 level of the 10+2 pattern)

Core and Elective Courses offered by the Department of Computer Science for M.C.A. Degree

programme

24

Course

Code

Core/

Electi

ve

25

Credits

L-T-P-C

Course Faculty

MSI

MSI

MSI

MSI

MSI

C324

C325

C303

C332

C333

Digital Principles

Programming in C

Object Oriented Data Structures

Object Oriented Programming with C++

C, C++ and Data Structures Lab.

Elective

C

C

C

C

C

E

3-0-0-3

3-0-0-3

3-0-0-3

3-1-0-4

0-0-3-3

2-1-0-3

UOMS001

Soft Skill*

2-0-0-2

MSI

MSI

MSI

MSI

MSI

Programming in Java

Microprocessors and Applications

Visual Basic and Web Technology

Java, Visual Basic and Web Design Lab.

C

C

C

C

C

3-1-0-4

3-0-0-3

3-0-1-4

3-0-0-3

0-0-3-3

Elective

2-1-0-3

UOMS002

Soft Skill*

MSI

MSI

MSI

MSI

Operating Systems

Design and Analysis of Algorithms

Database Management Systems

Computer Graphics

C

C

C

C

3-0-0-3

3-0-0-3

3-0-0-3

3-0-0-3

0-0-3-3

Elective

2-1-0-3

Elective

2-1-0-3

UOMS003

Soft Skill*

2-0-0-2

UOMI 001

Internship-I

0-0-2-2

MSI C316

Computer Networks

3-1-0-4

S.Gopinathan/

B.L

Faculty

Concerned

Faculty

Concerned

Faculty

Concerned

Faculty

Concerned

P.Thangavel

MSI C336

2-1-0-3

PL.Chithra

MSI C337

Software Engineering

3-1-0-4

S.Gopinathan

MSI C328

MSI C329

Unix, Network Programming and .NET lab

C

C

3-0-0-3

0-0-2-2

Elective

3-0-0-3

Elective

3-0-0-3

UOMS004

Soft Skill*

2-0-0-2

MSI C338

MSI C322

Multimedia Systems

Elective

C

C

E

0-0-2-2

3-0-1-4

3-0-0-3

Elective

3-0-0-3

Elective

3-0-0-3

UOMS005

Soft Skill*

2-0-0-2

UOMS006

Soft Skill*

2-0-0-2

MSI

MSI

MSI

MSI

MSI

MSI

Project Work

Computer Architecture

Principles of Compiler Design

Advanced Java Programming

Programming in COBOL

Artificial Neural Networks

C

E

E

E

E

E

0-0-20-20

3-0-0-3

3-0-0-3

2-0-1-3

2-0-1-3

3-0-0-3

PL.Chitra,

M.Sornam & B.L

Faculty

Concerned

Faculty

Concerned

Faculty

Concerned

All Faculty

B.Lavanya

Faculty

Concerned

Faculty

Concerned

Faculty

Concerned

Faculty

Concerned

Faculty

Concerned

All Faculty

Guest Faculty

P.Thangavel

Guest Faculty

Guest Faculty

M.Sornam

C306

C307

C308

C309

C334

C311

C312

C313

C314

MSI C335

C339

E301

E302

E303

E304

E306

26

2-0-0-2

S.Gopinathan

PL. Chithra

B.Lavanya (B.L)

M.Sornam

PL. Chithra/ G.F.

Faculty

Concerned

Faculty

Concerned

Guest Faculty

PL.Chithra/G. F.

S.Gopinathan

M.Sornam/B.L

PL. Chithra &

M.Sornam / B.L.

Faculty

Concerned

Faculty

Concerned

PL. Chithra/G.F.

P.Thanagvel

B.Lavanya

S.Gopinathan

MSI

MSI

MSI

MSI

MSI

MSI

E307

E308

E309

E311

E312

E313

Distributed Computing

Data Mining and Warehousing

Software Project Management & Testing

Software Quality And Assurance

Digital Image Processing

E

E

E

E

E

E

3-0-0-3

3-0-0-3

3-0-0-3

3-0-0-3

3-0-0-3

3-0-0-3

MSI E314

MSI E315

Computer Aided Design

E

E

3-0-0-3

3-0-0-3

MSI

MSI

MSI

MSI

Pattern Recognition

Mobile Computing

Web-Commerce

Object Oriented Analysis and Design

E

E

SS

SS

3-0-0-3

3-0-0-3

2-2-0-4

2-2-0-4

Guest Faculty

Guest Faculty

Guest Faculty

Guest Faculty

Guest Faculty

P.Thangavel/

PL.Chithra

P.Thangavel/G.F.

S.Gopinathan/

M.Sornam

Guest Faculty

Guest Faculty

Guest Faculty

Guest Faculty

2-0-1-3

Guest Faculty

2-0-1-3

Guest Faculty

E316

E321

E317

E318

MSI E319

MSI E320

MSI C324

Programming in C

Internet and Java Programming

Digital Principles

0 0 3 S.Gopinathan

Boolean algebra-truth table simplification of

boolean function-Map method tabulation method - sequential logic-Flipflops-Registers-shiftreg-countersprocessor design -design of an Accumulator Combinational Logic -adders, subtractors, decoders,

encoders, multiplexer, demultiplexer. Processor design-arithmetic logic unit - status register - design of

accumulator. Computer design - system configuration - computer instructions.

MSIC325

Programming in C

3 0 0 3 PL.Chithra

Identifiers, Keywords, Data Types, Access Modifiers, Data Type Conversions, Operators, Conditional Controls - Loop Control

Input/Output Operations, Function Prototypes, Function Arguments - Pointers. Arrays, Accessing Array Elements, Dynamic

Memory Allocation, Storage Classes, Structures, Unions, character I/O, String I/O, Formatting Input/Output file, Command Line

Arguments.

MSIC303

3 0 0 3 B.Lavanya

ADT- asymptotic notations- algorithmic analysis - classes and objects - concepts OOP - Arrays,

representation of arrays - linked lists - circular linked lists - Stacks and queues - Binary trees - binary

search tree - binary tree traversals--threaded binary tree - binary tree representation of trees - Graphs spanning trees - shortest paths - sorting and searching - hashing- balanced trees - B-trees Tries AVL

Tree, SPLAY tree.

MSI C332

C++

Introduction to OOPS Overview of C++, Classes, Structures Union - Friend Functions, Friend Classes Inline Functions,

Constructors destructors Static Members Scope resolution Operator Passing Objects to Functions, Array, Pointers Function

Overloading, Overloading Constructors. Operator Overloading Inheritance - Protected Members - Polymorphism virtual

Functions - Exception Handling - I/O Streams Formations I/O with IOS Class Functions and Manipulators.

MSIC333

0 0 3 3 PL.Chithra/B.Lavanya

Primality test, string manipulation, matrix manipulation, generating permutations and combinations,

creating database for telephone numbers and related operations, file processing., etc.- C++ Implementation of arrays (single and multidimensional), polynomial object and overload operators

circular linked lists doubly linked lists implementation of stacks and queues circular queues

evaluation of expressions sorting AVL trees insertion etc.

27

MSIC306

3 1 0 4

Guest Faculty

Sample spaces - events - Axiomatic approach to probability - conditional probability - Independent events

- Baye's formula - Random Variables - Continuous and Discrete - distribution function - Expectation,

variance, coefficient of variation, moment generation function - Chebyshev's inequality Bivariate

distribution - conditional and marginal distributions - Binomial, Poison and geometric Distributions Uniform, Normal, Exponential and Gamma distributions. Correlation - Rank correlation - Linear Regression

- Method of Least squares - Fitting of the curve of the form ax + b, ax 2 + bx + c, abx and axb - multiple

and partial correlation( 3 -variables only). sampling - simple random sampling - Systematic sampling and

stratified random sampling - concepts of sampling distributions and standard error - point estimation Interval Estimation of mean and proportion. Tests of Hypotheses - Critical Region - Errors - Level of

significance - power of the test - Large sample tests for mean and proportion - Exact tests based on

Normal, t, F and Chi-square distributions. Basic principles of experimentation - Analysis of variance one way and two way classifications - computing randomized design - Randomized Block design - Time

series Analysis - Measurement of Trend and Seasonal variations.

MSIC307

Programming in Java

0 0 3 PL.Chithra/G.F.

Differences with C++ - interfaces - packages - applications - Applet - threading - synchronization - errors

and exception - graphics - input/output files - streams - applet life cycle - thread life cycle.

MSI C308

3 0 1 4 S.Gopinathan

Introduction to 8085/8086 Microprocessor Architecture and Pin Function. Introduction to 8086 Instruction Set Data Transfer

Arithmetic Logic Shift Compare Jump Loop Flag Stack Subroutine Instructions 8086 Instruction formats

Assembly Language - Programs with Examples. Interfacing Data Converter Digitalto-Analog , Analogto- Digital - Memory

Interface - Address Space - Programmable Peripheral Interface (8255A) 8279 Programmable Keyboard Interface 8086 Interrupts

Direct Memory Access Burst Mode and Cycle Stealing. Temperature Control Monitoring Systems Traffic Light Control

Interface Stepper Motor Interface Interfacing 7 Segment LED Display Introduction to Operational Amplifier.

MSI C309

3 0 0 3 M.Sornam/B.Lavanya

Visual Basic: Features - VB Application - Control/properties/methods - Dialog boxes - VB Language procedures and functions - in built function - object variables- API function. Internet concepts, Type of

Accounts, ISP-TCP/IP and Connection software, Designing Interactive Webpages, HTML, DHTML, Basic

Scripting-Java script, VB script, XML,ASP, ASP.NET,VB.NET.

MSIC334

0 0 3 3 PL.Chithra/M.Sornam/B.L

avanya

Sub-string removal from a string using string buffer class determining the order of numbers generated

randomly using random class usage of data classes string manipulation using char array usage of

vector class thread based applications Applets- working with frames and various controls working

with dialogs and menus panels and layouts incorporating graphics working with colors and fonts,

etc. Visual programming building simple applications working with intrinsic controls and ActiveX

controls applications with multiple forms, dialogs, menus application using data controls, common

dialogs drag and drop events database managements creating ActiveX controls, etc. Web

Technology greeting with pictures downloading text and images design a web page of your teacher,

about your personal details, for a latest product, for any educational institution, for railway reservation,

for social awareness, for environmental awareness and design web page for a hospital, etc.

MSI C311

Operating Systems

3 0

PL.Chithra/G. F.

Multiprogramming - Time sharing - Distributed system - Real - Time systems - I/O structure - storage

hierarchy - Hardware protection - General system architecture - Operating system services - System calls

- System programs - System design and implementation. Processes - CPU scheduling - process

synchronization - Deadlocks - Storage management - memory management - virtual memory Secondary storage management - file system interface, implementation - secondary storage structure protection - security - UNIX system.

28

MSI C312

3 0 0 3

P. Thangavel

Introduction - asymptotic time analysis. Divide and conquer Method: binary search, finding maximum

and minimum, merge sort and quick sort. Greedy method: optimal storage on tapes, knapsack problem,

minimum spanning trees and single source shortest path problem. Dynamic programming: multistage

graphs, 0/1 knapsack and traveling salesman problem. Basic search and traversal techniques: And/Or

graph, bi-connected components, depth first search. Backtracking: 8 queens problem, sum of subsets,

graph coloring, Hamiltonian cycle and knapsack problem. Branch and bound: 0/1 knapsack problem,

traveling salesman problem.

MSIC313

0 0 3 B.Lavanya

Purpose of Database Systems - relational, hierarchical and network models - SQL - PL/SQL - Client Server

Concepts - relational calculus - relational algebra - QBE - normalization - virtual records - DBTG model query processing and interpretation - query optimizer - database recovery - security and integrity.

MSI C314

Computer Graphics

0 0 3 S.Gopinathan /G.F.

Line Generation : Circle Generation - Graphics Primitives - Display devices - Display file co-ordinates Polygons : Polygon Filling - Scaling, Rotation & Translation Transformations - Display procedures Segments - Segment manipulation - Raster Techniques - Windowing and

Clipping - Device handling

algorithms - Simulating devices - Echoing - Interactive Techniques - 3D Fundamentals - Projections Clipping in 3D- 3D viewing transformation - Hidden surfaces and lines. Dimension - Binary space

partition- Light, color and shading - Transparency - Shadows - Ray tracing - Halftones - Color - Gamma

correction - Fractals - Splines.

MSIC335

0 0 3 3 S.Gopinathan/

B.Lavanya

Generate line, circle and box etc., using graphics primitives generate line, zigzag line using DDA

algorithm generate line, circle, ellipse using Bressenhams algorithm - generate character using bitmap method and DDA line drawing method 2D transformation for scaling, translation, rotation,

reflection, shearing 3D transformation for scaling, translation, rotation line clipping, character clipping

and polygon clipping generate any type of 3D object etc. RBDMS creation of database and performing

the operation given below using menu driven programming - insert, delete, modification, and report

preparation payroll mark sheet processing savings bank account for banking inventory invoice

library information system railway reservation income tax processing system election ballot system

telephone directory maintenance etc.

MSIC316

Computer Networks

1 0 4 P.Thangavel

Goals and Applications of networks - Network Architectures - OSI reference model and services - Network

topology - Physical layer - Transmission media - switching methods- Data link layer Design issues - error

detection and correction - elementary data link protocols - sliding window protocols-Protocol specification

& verification. Network layer-design issues-Routing, congestion, inter networking, - Routing algorithms Shortest path, Multipath, Centralized, Isolated, Flooding, Distributed, Optimal, flow Based, Hierarchical

& Broadcasting - Congestion control algorithms - pre allocation of buffer, packet discarding, flow control,

choke packets, deadlocks. Transport layer - design issues - Connection management - Addressing,

Establishing & Releasing a connection, Timer based Connection Management, Multiplexing, Crash

Recovery, Email, - Cryptography - case studies: Arcnet, Ethernet, Arpanet.

MSIC336

1 0 3 PL.Chithra

File and Common Commands - Shell Directories Devices Permission The Grep Family Filters Streams Concepts of

Shell Trapping Exit Codes- Shell Programming Standard Input/Output file Access System Calls-Interprocess

Communication-DeadLock

Detection-Scheduling

algorithmsInodes

Processes

29

MSIC337

Software Engineering

1 0 4 S.Gopinathan

Software and Software Engineering - Software Metrics - Estimation - Planning. Software Requirement

Analysis: Computer systems Engineering - Fundamentals of Requirement Concepts of Structured

Analysis - SADT; Object Oriented Analysis and Data Modeling - Alternate analysis techniques Specification techniques. Software Design and Implementation : Programming Languages and Coding.

Software Testing Techniques and Strategies. Software Quality Assurance. Software Maintenance Software Configuration

Management. Computer Aided Software Engineering Integrated CASE

Environments (I-CASE ).

MSI C328

3 0 0 3 M.Sornam

B.Lavanya

and

OOPs Fundamentals Programming Concepts Application Frame Work, Project Utility MFC Library

Bar Chart with Resources. Graph Applications Word Processor Applications OLE Features and

Specifications Continual Application, ActiveX Controls, Com DHTML ATL Vs ACTIVEX-Overview of

ActiveX Scripting-Java Scripting Standalone scripts-ActiveX Controls- Creating ActiveX Controls- ActiveX

Documents- ActiveX Document Architecture-URL Monikers- Hyper linking interface- Working with URL

Monikers- Overview of ISAPI- ISAPI Extension-ISAPI Filter-Designing IIS Application-Building IIS ApplicationBuilding Data Driven DHTML Application- ActiveX documents-Technology Migration Wizard-Modified CodeLaunching and Testing document-Testing the DLL. Beginning ASP.NET 1.1 with VB.NET 2003 -- Chris

Ullman,John Kauffman, Chris Hart, David Sussmann.--- Wiley Publishing Inc. , WROX.

Introduction Server Controls and variables Control structures Procedural Programming Subroutines and Functions Event

driven programming Objects Database Management ADO.NET ASP.NET Server Controls Web Controls - .NET Assemblies

Error Handling Web Services ASP.NET Security.

MSIC329

0 0 2 2 PL.Chithra , M.Sornam

and B.L

Shell script to solve quadratic equation menu driven user friendly changing modes simple script

for all control structures process scheduling authorized access using pipes to calculate NCR

inter process communication using message queues IPU using pipes implementation of wait and

signal using counting semaphores - automatic counter update problem signaling process

deadlock detection - producer, consumer problems. creating menus implementing keyboard

accelerators checking / un-checking and enabling / disabling menus inserting and removing

menus at runtime floating popup menus MDI with cascaded and tiled window creating model

and modeless dialog box - creating status bar using list box with Clist Box class - using edit box with

Cedit Box class working of spin button controls creating graphics editor etc. Network

programming working with java scripts creating ActiveX controls OLE server OLE container

working with URL monikers creating an ISAPI extension - creating an ISAPI editor building IIS

application data driven DHTML application ActiveX documents. Create a web form for an On-line

Library.-Password Checking-Display records from a Database-Web server controls implementationOn-line shopping site-Quiz application-Usage of range validator control-Palindrome Checking-Sensex

Application-Implementation of Cookies

MSIC338

0 2 2 All Faculty

Each student will take a specific problem for the Mini Project and solve it using any one of latest tool and

submit the report.

MSI C322

Multimedia Systems

3 0 1 4 B.Lavanya

Evaluation of Multimedia - Components of Multimedia system - Hardware - Multimedia PC-Memory and

Storage devices for multimedia - ODD and CD Technology and standards - Input devices - Output devices

- Communication devices and peripheral connections. Software components of multimedia - text, audio,

30

image and video processing - Elementary and Authoring tools - Interactive video and 3D Graphics in

Multimedia. Multimedia Information Systems - Extending RDBMS to Image Management Systems, and

voice Information Systems - MPEG, JPEG, DVI and UVC standards applied to multimedia and Distributed

Information Systems. Organizing, Deign, production and Testing of Multimedia projects. Case studies in

Education - Industrial Design - Presentation of software and concepts of virtual reality video

compression, audio compression, video conferencing and mobile multimedia.

MSIC339

Project Work

0 20

20

All Faculty

Each student will do a project work and submit report of their work carried.

MSIE301

Computer Architecture

0 0 3 Guest Faculty

Data representation - micro operations - Register transfer - micro programmed control - Central

processing unit - Pipe lining - Vector processing and Array processors. Computer Arithmetic. Input-output

organization - Memory organization - multi processors

MSIE302

0 0 3 P. Thangavel

Introduction - Finite Automata and lexical Analysis. Syntax Analysis - Context free grammars Derivations and parse trees - Basic parsing techniques - LR parsing - Syntax - directed translation symbol tables. Code optimization, generation - Error detection and recovery.

MSIE303

Guest Faculty

Servelet Overview, Java Webserver, Servelet Chaining, Session Management, Using JDBC in Servelets,

Applet to Servelet Communication, Java Beans EJB Architecture, Design and Implementation, EJB Session

Beans, EJB Entity Beans, Implementation and Entity Direction of EJB, JSP,J2EE

MSIE304

Programming in COBOL

Guest Faculty

Introduction to COBOL-IDENTIFICATION Division-PROCEDURE Division-Debugging and program testingKeyboard Input and screen Display-Output formatting Arithmetic Operations-Report design and codingConditional Operations-Designing and writing Control Break programs-Data Validation design and codingprocessing Arrays/Tables-Processing multidimensional Tables-Sorting-Master-Transaction File ProcessingIndexed File Processing-Program Management.

MSIE306

0 0 3 M.Sornam

Basics of ANN - Characterization of biological neural networks - Artificial intelligence Vs Neural networks

- Principles and Promises - Learning rules. Functional Units - Activation functions - Feed forward ANN single layer network Limitation - Need for Multi-layer network - Capabilities - Back propagation algorithm

- applications - limitations. Feedback ANN - Hopfield network - Architecture - Dynamics - energy function

- Applications - optimization - Traveling Salesman Problem - A/D converter. Feedback and feed forward

networks - Competitive learning algorithm - weight initialization issues solving convex combination

method - Noise addition and Neighborhood method - feature mapping - self organizing map Applications. Neural architectures for complex pattern recognition tasks - counter propagation network applications - image compression - function approximation look up table - Bi-directional Associative

Memory - Variations on BAM - Applications.

MSIE307

3 0 0 3 Guest Faculty

Evolution of Artificial Intelligence production systems - search strategies - Hill climbing, backtracking

graph search - algorithm A and A *, monotone restriction specialized production systems - AO*

algorithm. Searching game trees: Minimax Procedure alpha beta pruning - predicate calculus - Answer

extraction - knowledge based systems - knowledge processing, inference techniques. Expert system

Definition - stages in development - knowledge representation and acquisition techniques - building

expert systems - Forward and Backward Chaining - Tools - Explanation facilities - Meta Knowledge - fuzzy

reasoning - case study: Mycin. Applications of A.I - Natural language processing and understanding perception - Learning using Neural nets.

31

MSIE308

Distributed Computing

0 0 3 Guest Faculty

Prerequisite : MSIC313

Models for Distributed Computing - Remote procedure calls - Switched multiprocessor - Bus based multicomputer - Switched multi-computers - Network operating systems and NFS - Time distributed systems

- Transparency - Flexibility - Reliability - performance - scalability - The client - server model - Blocking

and un-buffered primitives - Implementation of client-server model. Synchronization in distributed

systems - Clock synchronization - Mutual exclusion - Election algorithms - Atomic transactions - Dead

locks in distributed system - Threads - Thread usage and implementation of thread packages - processor

allocation - Distributed File System - Implementation of new trends in distributed file systems Distributed databases.

MSIE309

0 0 3 Guest Faculty

Main operations: Clustering, Classification, Regression, Neural Networks, Feature Selection, Deviation,

Detection Context of Data mining Four approaches to Data mining Data mining Methodology Three

pillars of Data mining Data for Data mining Dirty Data Settling Data mining Environment Data

Warehouse Database Analyzing context of Data Warehouse, Basic Data Warehouse Architecture, Online

Analytical Processing Systems (OLAP). Success and failure stories of Data mining - Survey of existing

mining & OLAP Products. Applications in Web mining.

MSIE311

Software

Testing

Project

Management

&

0 0 3 Guest Faculty

Introduction to Software Project Management- Software project versus other types of project- problemsmanagement control- Stakeholders- Requirement Specification Information and control in organizations

Introduction to step wise project planning- Select-identify scope and objectives- waterfall model- vprocess model-spiral model- software prototyping- ways of categorizing prototypes- tools- incremental

delivery- selecting process model -Software effort estimation- introduction- where-problems with over

and under estimates- basis for software estimating- software effort estimation technique- expert

judgment-COCOMO -Activity Planning- Objectives- Project schedules- projects and activities- sequencing

and scheduling activities- sequencing and scheduling problem-job sequencing-n jobs through two

machines, two jobs through m-machines and n-jobs through m-machines, PERT and CPM techniquescritical path-Normal path and crash time-Resource allocation-Resource leveling and smoothing.

MSIE312

0 0 3 Guest Faculty

Introduction - Quality and the quality system - standards and procedures technical activities. Software

tasks - management responsibility - quality system - contract review - design control - document control

- purchasing - product identification and traceability. Process control - checking - identification of testing

tools - control of nonconforming product - Corrective action. Handling, storage, packing and delivery Quality records - Internal quality audits - Training - Servicing - statistical techniques. QA and new

technologies - QA and Human - Computer interface - process modeling - standards and procedures. ISO9001 - Elements of ISO 9001 - Improving quality system - Case study.

MSIE313

0 0 3 P.Thangavel/PL.Chithra

Introduction - Problems and Applications - Two dimensional systems and Mathematical preliminaries Linear Systems and

Shift invariance - Fourier Transform - Properties - Fourier Series - Matrix theory

results - Block Matrices and kronecker products. Image perception - light, luminance, Brightness and

Contrast - MTF of Visual systems - Monochrome vision models - image fidelity criteria - color

representation. Digital image sampling and quantization - 2D sampling theory - image reconstruction

from samples, Bandlimited images, sampling theorem, Nyquist rate, Aliasing and foldover frequencies image quantization - Optimum mean square Quantizer. Image

Enhancement - point operations contrast structuring, clipping & thresholding etc - Histogram modeling - spiral operations - special

averaging & low pass filtering,

Directional Smoothing, median filtering, Replication, Linear

interpolation, Magnification & interpolation (Zooming) - false color and pseudo color. Image restoration Image observation models - Inverse and Wiener filtering - Least square filters - Image Analysis - Edge

Detection - Boundary extraction Boundary representation - Region representation - Image

32

Segmentation - Classification Techniques - Image understandings. Image Data Compression - Pixel coding

- PCM, Entropy coding, Runlength, Bitplane extraction - Predictive techniques - Delta Modulation line by

line DCPM etc - Interface - Coding of two tone images.

MSIE314

3 0 0 3 P.Thangavel

Introduction to Simulation: types of system - Discrete and Continuous Systems Model of a

System - Types of Models - Discrete-Event System

Simulation - Steps in a Simulation Study;

Simulation Examples. Discrete and continuous simulation Languages -study and use of one language in

detail. Simulation of Manufacturing and Material Handling Systems - Simulation of Queuing Systems

- Random-Number

Generation- Tests for Random Numbers. Random Variate Generation: Inverse

Transformation Technique:Uniform Distribution - Exponential Distribution - Weibull Distribution Triangular Distribution - Empirical Continuous Distribution - Discrete Distribution - Direct Transformation

for the Normal Distribution - Convolution Method for Erlang Distribution - Acceptance - Rejection

Technique: Poisson Distribution - Gamma Distribution. Input

Data

Analysis: Data Collection

Identifying the Distribution with Data - Parameter Estimation - Goodness-of- Fit Tests:- Chi-Square Test Kolmogorov-Smirnov Test; Selecting Input Models without Data - Multivariate and Time-Series Input

Models. Verification and Validation of Simulation Models - Calibration and Validation of Models - Output

Data Analysis - Alternative System Designs

MSIE315

0 0 3 S.Gopinathan/M.Sornam

Introduction to CAD; Role of Computers in the design process. Hardware - Input devices, Display devices,

Output devices, Computation devices. Computer Graphics Software and

Data Base - Software

configuration of a Graphics System - Data Base Structure and content - Wire Frame Modeling, Surface

Modeling, Solid Modeling. Numerical Control, The beginning of CAM : Conventional Numerical Control Components of an NC system - NC procedure - Coordinate systems - Applications.

NC Part

Programming - Manual Part Programming. NC Programming with Interactive Graphics. Computer Controls

in NC - Computer and Direct Numerical Control - Adaptive Control Machining system. Applications: CAD

for LSI/VLSI applications: Device circuit and process modeling for IC technology: optimization techniques

in IC design: Design automation, Design for testability: Specific examples. Mechanical Drafting: Basic

CAD Two-dimensional drafting, mechanical CAD software, developing a mechanical database, solid

modeling. Electrical applications: Advantages of computer graphics systems for electrical design and

drafting, CAD as an aid to electrical designers and drafters, production of an electrical schematic or

wiring diagram, production of a printed-circuited board design, designing integrated circuits. Piping and

Instrumentation diagrams: Setting up the system, applying P and ID, creating the drawing, drawing

revisions, text drawing annotation, text revisions, drawing formats, report generation, documentation:

Plotters. Solid Modeling: Converging technologies of CAD, CAM and CAE, interacting with SM systems,

display requirements. Cartography: Mapping applications - uses and users, map production, automated

cartography. Case Studies: LPKF, Unigraphics CAD/CAM

Software, NISA Finite Element Analysis

Software, GOS CAD Package.

MSIE316

Pattern Recognition

0 0 3 Guest Faculty

Basic concepts, Fundamental Problems, Design concepts and examples. Decision Function: Role of

decision functions in Pattern recognition, Linear and Generalised decision functions, concepts of pattern

space and weight space. Geometrical properties. Implementation of decision functions, Multivariable

functions. Pattern Classification : Pattern Classification by distance functions, Likelihood function Minimum distance classification. Clusters and cluster seeking algorithms. Introduction to the problem of

feature selection and extraction. Binary feature selection, Statistical and Structural Feature Extraction.

Introduction to Tree languages and Syntactic Pattern Recognition. Syntactic Pattern Recognition on the

Basis of Functional approximation Syntactic pattern description, recognition grammars. Acquisition and

Utilisation of Access Patterns in Relational Data Base Implementation, Knowledge Acquisition Algorithms.

MSIE321

Mobile Computing

0 0 3 Guest Faculty

Introducing the mobile internet-Key Services for the mobile internet-making internet Mobile

challenges and pitfalls Overview of the wireless application protocol Implementing WAP services

33

WML Wireless binary extensible markup language enhances WML User interface design - Advanced

WAP Tailoring content to the Client Push Messaging.

MSIE317

Web Commerce

2 0 4 Guest Faculty

Environment - Opportunities - Modes - Security - E-Cash - E-Payment - E-Transaction - E-Mail

Technologies for E-Commerce - Web Site Establishment - Internet Resources - Advertising - Publishing

issues - Approaches - Legalities - Technologies.

MSIE318

2 0 4 Guest Faculty

Systems Development - Object Basics - Development Life Cycle - Methodologies - UML - Use-Case Models

- Object Analysis - Object Relations - Design Processes - Design Axioms - Class Design - Object Storage Object Interoperability - View Layer - Software Quality Assurance - System Usability - Measuring User

Satisfaction - Case Studies.

Elective Courses offered for other Departments/Schools

MSI E319

and Programming in C

Guest Faculty

Introduction to Computer Classification of Digital Computer System Computer Architecture Number System Memory Unit

InputOutput Device Logic Gates Truth Table. Introduction to Computer Software - Programming Language C Identifiers

Keywords Data Types Access Modifiers Data Type Conversions Operators Conditional Controls Loop Control

Input/Output Operations Function Prototypes Function Arguments Arrays Structures-Implementing some Problems Using

C Language. Introduction to MS-WORD, MS-ACCESS, MS-EXCEL Creating Recruitment Database and Create Application

Table - Creating Tables Using EXCEL - Creating Graphs MS-ACCESS Planning and Creating Tables and Using the feature of

Chart, Bar Chart, Pie Chart etc. Introduction to Internet Creating an E-Mail Account using E-mail Service.

MSI E320

2 0

Guest Faculty

Internet Concepts Internet Services Types of Accounts Media for Internet ISP TCP/IP and connection software Dial-Up

Networking - Setting up and Internet Connections. Introduction to Java Features of Java Object Oriented Concepts Lexical

Issues Data Types Variables Arrays Operators Control Statements, Packages Access Protection Importing Packages

Interfaces Exception Handling Throw and Throws Threads Applets Java Utilities Code Documentation.

Eligibility for Admission to Master of Science in Computer Science

Bachelor's degree in Computer Science or Computer Science & Technology or B.C.A. degree of

University of Madras or any other degree accepted as equivalent thereto by the Syndicate.

M.Sc. Degree Programme in Computer Science List of Core Courses

Core/

Course

Credits

Title of the Courses

Electi

Code

L-T-P-C

ve

MSIC401

Mathematics for Computer Science

C

3-1-0-4

MSIC402

Design and Analysis of Algorithms

C

3-0-1-4

MSIC414

Information Theory

C

3-1-0-4

MSIC404

Java and Operating Systems Lab.

C

0-0-2-2

Elective

E

3-0-0-3

Elective

E

3-0-0-3

UOMS001

Soft Skill*

S

2-0-0-2

MSIC405

Theory of Computation

C

3-1-0-4

MSIC406

Computer Networks

C

3-1-0-4

MSIC407

Advanced Database Systems

C

3-0-0-3

MSIC408

Advanced Database Systems Lab.

C

0-0-2-2

34

Course Faculty

Guest Faculty(G.F.)

P.Thangavel

P.Thangavel

GuestFaculty

Faculty Concerned

Faculty Concerned

Faculty Concerned

M.Sornam/G.F.

P.Thangavel

B.Lavanya/G.F.

B.Lavanya/G.F.

Elective

Elective

Soft Skill*

Artificial Intelligence

Digital Image Processing

E

E

S

C

C

3-0-0-3

3-0-0-3

2-0-0-2

3-0-0-3

3-1-0-4

Multimedia Systems

Mini Project

Elective

C

C

E

3-0-1-4

0-0-2-2

3-0-0-3

Faculty Concerned

Faculty Concerned

Faculty Concerned

M.Sornam/G.F.

P.Thangavel/

PL.Chithra

B.Lavanya

All Faculty

Faculty Concerned

Elective

3-0-0-3

Faculty Concerned

UOMS003

Soft Skill*

2-0-0-2

Faculty Concerned

UOMS004

Soft Skill*

2-0-0-2

Faculty Concerned

UOMI001

Internship-I

2-0-0-2

Faculty Concerned

MSIC416

Project Work

0-0-20-20

UOMS002

MSIC409

MSIC410

MSIC415

MSIC412

All Faculty

Course

Code

MSIE401

MSIE402

MSIE403

MSIE404

MSIC401

Electi

ve

E

E

E

E

Computer Graphics

Cryptography

Unix and Shell Programming

Network Programming and .NET

Credits

L-T-P-C

3-0-0-3

3-0-0-3

3-0-0-3

3-0-0-3

3 1 0

Course Faculty

S.Gopinathan

P.Thangavel/G.F.

Guest Faculty

Guest Faculty

Guest Faculty

Set theory: Operations on sets Basic set identities Relations and orderings Functions. Linear vector

spaces: Linear operators vectors in n-dimensions matrix representation of vectors and operators in a

basis linear independence, dimension inner product Schwarz inequality Orthonormal basis GramSchmidth process Eigen values and eigen functions of operators/matrices Hermitian and Unitary

operators/matrices Cayley Hamilton theorem Diagonalizing matrix. Linear differential equations:

Second order linear differential equations Strum-Liouville theory Orthogonality of eigen functions

Illustration with Legendre, Laguerre, Hermite, Chebyshev differential equations

- expansion of

polynomials location of zeros polynomials Wronskian, ordinary and singular points Dirac delta

function. Laplace and Fourier transforms: Laplace Transforms Solution of linear differential equations

with constant coefficients Fourier integral Fourier transform Fourier sine and cosine transforms

convolution theorems.

MSIC402

3 0 1

P. Thangavel

Introduction - asymptotic time analysis. Divide and conquer Method: binary search, finding maximum

and minimum, merge sort and quick sort. Greedy method: optimal storage on tapes, knapsack problem,

minimum spanning trees and single source shortest path problem. Dynamic programming: multistage

graphs, 0/1 knapsack and traveling salesman problem. Basic search and traversal techniques - Biconnected components, depth first search. Backtracking: 8 queens problem, sum of subsets, graph

coloring, Hamiltonian cycle and knapsack problem. Branch and bound: 0/1 knapsack problem, traveling

salesman problem.

MSIC414

Information Theory

1 0 4 P.Thangavel

Basics of Probability conditional and joint probability Bayes theorem. Models for Information channel:

Discrete Memoryless Channel, Binary Symmetric Channel (BSC), Burst Channel, Bit-error rates. Entropy

and Shannons measure of Information. Channel capacity theorem. Rate and Optimality of Information

transmission. Variable Length Codes: Prefix Codes, Huffmann Codes, Lempel-Zev (LZ) Codes. Optimality

of these codes, Information Content of these Codes. Error Correcting and Detecting Codes: Finite fields,

Hamming distance, Bounds of Codes, Linear (Parity Check) codes, Parity Check Matrix, Generator matrix,

Decoding of Linear codes, Hamming Codes.

35

MSIC404

0 22

Guest Faculty

Java Programming: HTML to Servlet Applications - Applet to Servlet Communication - Designing online

applications with JSP - Creating JSP program using JavaBeans - Working with Enterprise JavaBeans Performing Java Database Connectivity - Creating Web services with RMI - Creating and Sending Email

with Java - Building web applications. Operating systems: Inter Process Communication (IPC) using

Message Queues - IPC using pipes - Implementation of wait and signal using counting semaphores

-Implementation of wait and signal using binary semaphores - Atomic Counter update problem -Counting

Semaphores at the user level using binary semaphores- Signaling processes - Deadlock detection (for

processes passing messages) - Process Scheduling: FCFS , Least Frequently Used, Round Robin Producer-Consumer problem with limited buffers - Dining-Philosopher Problem - Reader-Writer problem

- Two Process Mutual Exclusion.

MSIC405

Theory of Computation

1 04

M.Sornam/G.F.

Introduction to finite Automata Regular expression and languages Algebraic Laws for regular

expressions Properties of regular languages Pumping Lemma for regular expressions Closure

properties of regular languages Decision properties of regular languages Equivalence and

minimization of Automata Parse trees Applications of context free grammars Parsers ambiguity in

grammars and languages Pushdown Automata Properties of Context free languages Introduction to

Turing Machines programming techniques for Turing Machines Undecidability Posts correspondence

problem other undecidable problems.

MSI C406

Computer Networks

1 0 4 P.Thangavel

Goals and Applications of networks - Network Architectures - OSI reference model and services - Network

topology - Physical layer - Transmission media - switching methods- Data link layer Design issues - error

detection and correction - elementary data link protocols - sliding window protocols. MAC sublayer

general protocols. Network layer-design issues- Routing algorithms - Shortest path, Multipath,

Centralized, Isolated, Flooding, Distance vector, link state, Hierarchical & Broadcasting - Congestion

control algorithms - pre allocation of buffer, packet discarding, flow control, choke packets. Transport

layer - design issues - Connection management - Addressing, Establishing & Releasing a connection,

Timer based Connection Management, Multiplexing, Crash Recovery.

MSIC407

0 0 3 B.Lavanya/Guest Faculty

algebra-DBA-Transaction

Mgmt-Entity

Relationship

Diagrams-Normalization-SQL-QBE-QUEL-Query

processing & interpretation-Query optimization-database recovery-security and integrity-object-based

databases and XML-database system architecture-distributed databases-parallel databases-Application

development and administration advanced querying and information retrieval advanced transaction

processing-Case studies-Oracle , Microsoft SQL Server.

MSIC408

0 2 2 B.Lavanya/Guest Faculty

Library management system - bank transactions inventory transaction system - question database and

conducting quiz creation of character animation designing web pages creation of image animation

applications to show the masking effect etc.

MSIC409

3 0 0 3 M.Sornam / G.F.

Artificial Intelligence

& A*- AO* algorithm. Adversarial search-Searching game trees-Minimax Procedure, alpha beta pruningReactive machines-Stimulus-Response Agents-Knowledge Representation & reasoning Predicate

Calculus-Knowledge based systems- Reasoning using Horn clauses- Maintenance in Dynamic Knowledge

bases- Rule learning- Knowledge representation by networks-Semantic Networks- non-monotonic

reasoning, frames, scripts-Natural Languages processing RTN,ATN,Parsing of CFGs-Probabilistic TheoryBayes Networks-Communication & Integration Multiple agents.

MSIC410

1 0 4 P.Thangavel/PL.Chithra

Introduction steps in image processing, Image acquisition, representation, sampling and quantization,

relationship between pixels. color models basics of color image processing.

36

Image enhancement in spatial domain some basic gray level transformations histogram processing

enhancement using arithmetic , logic operations basics of spatial filtering and smoothing. Image

enhancement in Frequency domain Introduction to Fourier transform: 1- D, 2 D DFT and its inverse

transform, smoothing and sharpening filters. Image restoration: Model of degradation and restoration

process noise models restoration in the presence of noise- periodic noise reduction.. Image

segmentation: Thresholding and region based segmentation. Image compression: Fundamentals

models information theory error free compression Lossy compression: predictive and transform

coding. JPEG standard.

MSI C415

Multimedia Systems

3 0 1 4 B.Lavanya

Storage devices for multimedia - ODD and CD Technology and standards - Input devices - Output devices

- Communication devices and peripheral connections. Software components of multimedia - text, audio,

image and video processing - Elementary and Authoring tools - Interactive video and 3D Graphics in

Multimedia. Multimedia Information Systems - Extending RDBMS to Image Management Systems, and

voice Information Systems - MPEG, JPEG, DVI and UVC standards applied to multimedia and Distributed

Information Systems. Organizing, Deign, production and Testing of Multimedia projects. Case studies in

Education - Industrial Design - Presentation of software and concepts of virtual reality video

compression, audio compression, video conferencing and mobile multimedia.

MSIC412

Mini Project

0

0 2

2

All Faculty

Each student will carry out a project on a selected problem and submit a report.

MSIC416

Project Work

0

0 20

20

All Faculty

Each student will do a project work and submit report of work carried out.

MSI E401

Computer Graphics

0 0 3 S.Gopinathan

Line Generation : Circle Generation - Graphics Primitives - Display devices - Display file co-ordinates Polygons : Polygon Filling - Scaling, Rotation & Translation Transformations - Display procedures Segments - Segment manipulation - Raster Techniques - Windowing and

Clipping - Device handling

algorithms - Simulating devices - Echoing - Interactive Techniques - 3D Fundamentals - Projections Clipping in 3D- 3D viewing transformation - Hidden surfaces and lines. Dimension - Binary space

partition- Light, color and shading - Transparency - Shadows - Ray tracing - Halftones - Color - Gamma

correction - Fractals - Splines.

MSI E402

Cryptography

0 0 3 P.Thangavel/G.F.

number generation. Number Theory: Modular arithmetic Eulers theorem Euclids algorithm Chinese

remainder theorem Primarily and factorization Discrete logarithms RSA algorithm - Public key

Cryptography: Principles RSA algorithm key management- Diff Hellman key exchange - Message

Authorization and Hash functions: Hash functions-Authentication requirements Authentication functionMessage authentication codes Secure Hash algorithms - Digital Signature and Authentication Protocols :

Digital Signature-Authentication Protocols Digital signature standard.

MSIE403

1 0 3 PL.Chithra

File and Common Commands - Shell Directories Devices Permission The Grep Family Filters Streams Concepts of

Shell Trapping Exit Codes- Shell Programming Standard Input/Output file Access System Calls-Interprocess

Communication-DeadLock

Detection-Scheduling

algorithmsInodes

Processes

MSI E404

3 0 0 3 M.Sornam

B.Lavanya

and

OOPs Fundamentals Programming Concepts Application Frame Work, Project Utility MFC Library

Bar Chart with Resources. Graph Applications Word Processor Applications OLE Features and

Specifications Continual Application, ActiveX Controls, Com DHTML ATL Vs ACTIVEX-Overview of

37

ActiveX Scripting-Java Scripting Standalone scripts-ActiveX Controls- Creating ActiveX Controls- ActiveX

Documents- ActiveX Document Architecture-URL Monikers- Hyper linking interface- Working with URL

Monikers- Overview of ISAPI- ISAPI Extension-ISAPI Filter-Designing IIS Application-Building IIS ApplicationBuilding Data Driven DHTML Application- ActiveX documents-Technology Migration Wizard-Modified CodeLaunching and Testing document-Testing the DLL. Beginning ASP.NET 1.1 with VB.NET 2003 -- Chris

Ullman,John Kauffman, Chris Hart, David Sussmann.--- Wiley Publishing Inc. , WROX.

Introduction Server Controls and variables Control structures Procedural Programming Subroutines and Functions Event

driven programming Objects Database Management ADO.NET ASP.NET Server Controls Web Controls - .NET Assemblies

Error Handling Web Services ASP.NET Security.

M.Phil in Computer Science (Full Time )

Duration of the course : One Year (Two Semester )

Eligibility for Admission :

A Masters Degree in Computer Science or Information Technology or M.C.A. Degree of the

University of Madras or any other University recognized by the Syndicate as equivalent thereto, provided

that those who have qualified for the Masters Degree prior to 1 st January 1991 must have secured a

minimum of 50 percent of marks and those who have qualified for the masters degree on or after 1 st

January 1991 must have secured a minimum of 55 percent of marks. For SC/ST candidates who have

qualified on or after 1st January 1991 a concession of 5 percent of marks shall be given in the minimum

eligibility marks

Course Code

Core/

Electi

ve

L-T-P-C

Faculty

Guest Faculty

P.Thangavel

P.Thangavel/G.

F.

P.Thangavel/G.

F

P.Thangavel/G.

F

P.Thangavel/G.

F

First Semester

MSI C101

MSI C102

MSI E101

Research Methodology

Advance course on Computing

Selected Topics in Algorithms

C

C

E

3-2-0-5

3-2-0-5

3-2-0-5

MSI E102

3-2-0-5

MSI E103

3-2-0-5

MSI E104

Wireless Networks

3-2-0-5

6+15=21

Second Semester

MSI C103

Dissertation and Viva-voce

38

P.Thangavel/G.

F.

Eligibility for Admission to Master of Science in Computer Science

Bachelor's degree in Computer Science or Computer Science & Technology or B.C.A. degree of

University of Madras or any other degree accepted as equivalent thereto by the Syndicate.

M.Sc. Degree Programme in Computer Science List of Core Courses

Core/

Course

Credits

Title of the Courses

Electi

Code

L-T-P-C

ve

MSIC401

Mathematics for Computer Science

C

3-1-0-4

MSIC402

Design and Analysis of Algorithms

C

3-0-1-4

MSIC414

Information Theory

C

3-1-0-4

MSIC404

Java and Operating Systems Lab.

C

0-0-2-2

Elective

E

3-0-0-3

Elective

E

3-0-0-3

UOMS001

Soft Skill*

S

2-0-0-2

MSIC405

Theory of Computation

C

3-1-0-4

MSIC406

Computer Networks

C

3-1-0-4

MSIC407

Advanced Database Systems

C

3-0-0-3

MSIC408

Advanced Database Systems Lab.

C

0-0-2-2

39

Course Faculty

Guest Faculty(G.F.)

P.Thangavel

P.Thangavel

GuestFaculty

Faculty Concerned

Faculty Concerned

Faculty Concerned

M.Sornam/G.F.

P.Thangavel

B.Lavanya/G.F.

B.Lavanya/G.F.

Elective

Elective

Soft Skill*

Artificial Intelligence

Digital Image Processing

E

E

S

C

C

3-0-0-3

3-0-0-3

2-0-0-2

3-0-0-3

3-1-0-4

Multimedia Systems

Mini Project

Elective

C

C

E

3-0-1-4

0-0-2-2

3-0-0-3

Faculty Concerned

Faculty Concerned

Faculty Concerned

M.Sornam/G.F.

P.Thangavel/

PL.Chithra

B.Lavanya

All Faculty

Faculty Concerned

Elective

3-0-0-3

Faculty Concerned

UOMS003

Soft Skill*

2-0-0-2

Faculty Concerned

UOMI001

Internship-I

2-0-0-2

Faculty Concerned

MSIC416

Project Work#

0-0-22-22

UOMS004

Soft Skill**

2-0-0-2

UOMS002

MSIC409

MSIC410

MSIC415

MSIC412

All Faculty

Faculty Concerned

** Instead of UOMS004: Soft Skill , any other additional elective course may be opted by M.Sc.

Computer Science students, so as to earn 88 credits.

Additional list of Elective courses:

Course

Title of the Courses

Code

MSIE401

Computer Graphics

MSIE402

Cryptography

MSIE403

Unix and Shell Programming

MSIE404

Network Programming and .NET

MSIC414

Information Theory

Electi

ve

E

E

E

E

Credits

L-T-P-C

3-0-0-3

3-0-0-3

3-0-0-3

3-0-0-3

Course Faculty

S.Gopinathan

P.Thangavel/G.F.

Guest Faculty

Guest Faculty

1 0 4 Guest Faculty

Basics of Probability conditional and joint probability Bayes theorem. Models for Information channel:

Discrete Memoryless Channel, Binary Symmetric Channel (BSC), Burst Channel, Bit-error rates. Entropy

and Shannons measure of Information. Channel capacity theorem. Rate and Optimality of Information

transmission. Variable Length Codes: Prefix Codes, Huffmann Codes, Lempel-Zev (LZ) Codes. Optimality

of these codes, Information Content of these Codes. Error Correcting and Detecting Codes: Finite fields,

Hamming distance, Bounds of Codes, Linear (Parity Check) codes, Parity Check Matrix, Generator matrix,

Decoding of Linear codes, Hamming Codes.

MSI C415

Multimedia Systems

3 0 1 4 B.Lavanya

Storage devices for multimedia - ODD and CD Technology and standards - Input devices - Output devices

- Communication devices and peripheral connections. Software components of multimedia - text, audio,

image and video processing - Elementary and Authoring tools - Interactive video and 3D Graphics in

Multimedia. Multimedia Information Systems - Extending RDBMS to Image Management Systems, and

voice Information Systems - MPEG, JPEG, DVI and UVC standards applied to multimedia and Distributed

Information Systems. Organizing, Deign, production and Testing of Multimedia projects. Case studies in

Education - Industrial Design - Presentation of software and concepts of virtual reality video

compression, audio compression, video conferencing and mobile multimedia.

MSIC416

Project Work

0

0 22

22

All Faculty

Each student will do a project work and submit report of work carried out.

MSIE403

1 0 3 PL.Chithra

File and Common Commands - Shell Directories Devices Permission The Grep Family Filters Streams Concepts of

Shell Trapping Exit Codes- Shell Programming Standard Input/Output file Access System Calls-Interprocess

Communication-DeadLock

Detection-Scheduling

algorithmsInodes

Processes

40

MSI E404

3 0 0 3 M.Sornam

B.Lavanya

and

OOPs Fundamentals Programming Concepts Application Frame Work, Project Utility MFC Library

Bar Chart with Resources. Graph Applications Word Processor Applications OLE Features and

Specifications Continual Application, ActiveX Controls, Com DHTML ATL Vs ACTIVEX-Overview of

ActiveX Scripting-Java Scripting Standalone scripts-ActiveX Controls- Creating ActiveX Controls- ActiveX

Documents- ActiveX Document Architecture-URL Monikers- Hyper linking interface- Working with URL

Monikers- Overview of ISAPI- ISAPI Extension-ISAPI Filter-Designing IIS Application-Building IIS ApplicationBuilding Data Driven DHTML Application- ActiveX documents-Technology Migration Wizard-Modified CodeLaunching and Testing document-Testing the DLL. Beginning ASP.NET 1.1 with VB.NET 2003 -- Chris

Ullman,John Kauffman, Chris Hart, David Sussmann.--- Wiley Publishing Inc. , WROX.

Introduction Server Controls and variables Control structures Procedural Programming Subroutines and Functions Event

driven programming Objects Database Management ADO.NET ASP.NET Server Controls Web Controls - .NET Assemblies

Error Handling Web Services ASP.NET Security.

M.Phil in Computer Science (Full Time )

Duration of the course : One Year (Two Semester )

Eligibility for Admission :

A Masters Degree in Computer Science or Information Technology or M.C.A. Degree of the

University of Madras or any other University recognized by the Syndicate as equivalent thereto, provided

that those who have qualified for the Masters Degree prior to 1 st January 1991 must have secured a

minimum of 50 percent of marks and those who have qualified for the masters degree on or after 1 st

January 1991 must have secured a minimum of 55 percent of marks. For SC/ST candidates who have

qualified on or after 1st January 1991 a concession of 5 percent of marks shall be given in the minimum

eligibility marks

Course Code

Core/

Electi

ve

L-T-P-C

Faculty

Guest Faculty

P.Thangavel

P.Thangavel/G.

F.

P.Thangavel/G.

F

P.Thangavel/G.

F

P.Thangavel/G.

F

First Semester

MSI C101

MSI C102

MSI E101

Research Methodology

Advance course on Computing

Selected Topics in Algorithms

C

C

E

3-2-0-5

3-2-0-5

3-2-0-5

MSI E102

3-2-0-5

MSI E103

3-2-0-5

MSI E104

Wireless Networks

3-2-0-5

6+15=21

Second Semester

MSI C103

Dissertation and Viva-voce

P.Thangavel/G.

F.

Department of Statistics

M.Sc Actuarial Science (Proposed Syllabus for the academic year 2007 - 08)

41

A CORE COURSES

Title of the Course

Course

Code

C/E/S

I SEMESTER

MSI

MSI

MSI

MSI

C

C

C

C

201

202

203

215

UOM S001

Probability Theory

Financial Mathematics I

Probability Distributions

Principles and Practice of Insurance

Elective 1

C

C

C

C

E

3

3

3

2

2

1

1

1

0

1

0

0

0

0

0

4

4

4

2

3

Elective 2

Soft Skill

Survival Models

Statistical Inference

Financial Mathematics II

Life Contingencies I

Computational Laboratory - I

Elective 3

C

C

C

C

C

E

3

3

3

3

0

2

1

1

1

1

0

1

0

0

0

0

2

0

4

4

4

4

2

3

Elective 4

Soft Skill

Stochastic Modeling

Risk Models

Life Contingencies II

Financial Economics

C

C

C

C

3

3

3

2

1

1

1

1

0

0

0

0

4

4

4

3

Elective 5

Soft Skill

Internship

E

S

S

3

2

2

Corporate Financial Management

Computational Laboratory - II

Project & Viva voce

Elective 6

Soft Skill

C

C

C

C

E

S

3

2

0

3

2

1

1

0

1

1

0

0

2

0

0

4

3

2

4

3

2

3

3

3

3

3

1

0

0

0

0

0

0

0

0

0

0

0

2

3

3

3

3

3

3

II SEMESTER

MSI

MSI

MSI

MSI

MSI

C

C

C

C

C

204

205

206

216

207

UOM S002

III SEMESTER

MSI

MSI

MSI

MSI

C

C

C

C

209

210

217

218

UOM S003

UOM I001

IV Semester

MSI

MSI

MSI

MSI

C

C

C

C

219

212

213

214

UOM S004

B ELECTIVE COURSES :

Course

Title of the Course

Code

MSI E 201

Object oriented programming with C++

MSI E 202

Principles of Economics

MSI E 204

Numerical Methods

MSI E 205

Finance and Financial Reporting

MSI E 207

Resource optimization principles

MSI E 208

Data Analysis using R & SAS

42

MSI C201 PROBABILITY THEORY

UNIT 1 : Sample space events. Random variables distribution functions and its properties moments expectation variance

conditional probability Bayes theorem computational probabilities simple problems from Industrial and Actuary.

UNIT 2 : Moment generating function pgf cumulant generating functions evaluation of moment

using these functions functions of random variables simple applications.

UNIT 3 : Characteristic functions properties inversion formulae uniqueness theorem moments

problem Levy Cramer theorems simple problems.

UNIT 4 : Independence pairwise and complete independence - convolution - conditional expectation - smoothing

properties Martingales simple problems.

UNIT 5 : Laws of large numbers weak and strong law of large numbers simple applications central

limit theorems (iid and id) normal approximation simple applications.

Books for Study and Reference :

Bhat, B.R. (1999) : Modern Probability Theory, 3rd ed. New Age International Pvt.

Ltd., New Delhi.

Ash, R.B. (1972) : Real Analysis and Probability, Academic press, New York.

Ross,Sheldon,M.(1984): A First Course in Probability, 2nd ed. McMillan, New York.

Freund, JE (1998) : Mathematical Statistics, Prentice Hall International.

MSI C202 FINANCIAL MATHEMATICS - I

UNIT 1 : Rates of interest Simple and Compound interest rates Effective rate of interest - Accumulation and Present

value of a single payment Nominal rate of interest Constant force of interest - Relationships between these rates

of interest - Accumulation and Present value of single payment using these rates of interest accumulation and present

value of a single payment using these symbols - when the force of interest is a function of t, (t). Definition of A(t1, t2),

A(t), (t1, t2) and (t). Expressing accumulation and present value of a single payment using these symbols - when the

force of interest is a function of t, (t).

UNIT 2 : Series of Payments(even and uneven) - Definition of Annuity(Examples in real life situation) Accumulations and

Present values of Annuities with level payments and where the payments and interest rates have same frequencies n , sn , Definition of Perpetuity and derivation for a and a

Definition and Derivation of a n , s n , a

-Examples - Accumulations and Present values of Annuities where

( p)

( p)

n

, a

( p)

, sn

( p)

, sn

UNIT 3 : Increasing and Decreasing annuities Definition and derivation for ( Ia) n , ( Is) n

payable continuously - Definition and derivation of a n , ( I a ) n ,

s n , ( I s) n

UNIT 4 : Loan schedules Purchase price of annuities net of tax Consumer credit transactions

UNIT 5 : Fixed interest securities Evaluating the securities Calculating yields the effect of the term to

redemption on the yield optional redemption dates Index linked Bonds evaluation of annuities

subject to Income Tax and capital gains tax.

Books for Study and Reference :

Institute of Actuaries ActEd. Study Materials.

McCutcheon, J.J., Scott William, F. (1986) : An introduction to Mathematics of Finance,

London Heinemann

Butcher,M.V.,Nesbitt, Cecil,J. (1971) : Mathematics of compound interest, Ulrichs

Books.

Bowers, Newton L.et al (1997):Actuarial Mathematics, Society of Actuaries, 2nd ed.

43

MSI C203

PROBABILITY DISTRIBUTIONS

UNIT 1 : Discrete distributions Binomial Poisson Multinomial Hyper geometric Geometric discrete uniform

their characteristics and simple applications.

UNIT 2 : Continuous distributions Uniform - Normal exponential Gamma Weibull Pareto lognormal

Laplace logistic distributions their characteristics and applications.

UNIT 3 : Bivariate and Multivariate Normal Compound and truncated distributions convolutions of

distributions.

UNIT 4 : Sampling distributions t, 2 and F distributions and their interrelations and characteristics order

statistics and their distribution distribution of sample and mid range.

UNIT 5 : Applications of multivariate normal distributions principal components analysis discriminant

analysis factor analysis cluster analysis Canonical correlations.

Books for Study and Reference :

Fruend, John, E. (1992) : Mathematical Statistics, 5th ed., Prentice Hall International.

Forguson, T.S. (1967) : Mathematical Statistics, Academic Press, New York.

Gibbons, J.D. (1985) : Non parametric Statistical Inference, Marcel Dekker, New York.

Hogg,R.V. & Craig (1972): Introduction to Mathematical Statistics, 3rd ed., McGraw Hill

Johnson, R.A. and Wichern, D.W. (1982) : Applied Multivariate Statistical Analysis, 2nd ed., Prentice Hall,

Englewood Cliffs, New Jersey.

Mood, A.M., Graybill, F.A., and Boes, D.C. (1974) : An introduction to the theory of

Statistics, 3rd ed. McGraw Hill Book company

Rohatgi, V.K. and Ebsanes Saleh, A.K. Md. (2002) : An introduction to Probability and

Statistics, 2nd Ed., John Wiley & Sons, Inc., New York.

MSI C215

UNIT 1 : Concept of Risk- The concept of Insurance.Classification of Insurance- Types of Life Insurance,

Pure and Terms- Types of General Insurance, Insurance Act, Fire, Marine, Motor, Engineering, Aviation and

Agricultural - Alternative classification- Insurance of Property, Pecuniary interest, liability and person.

Distribution between Life and General Insurance.History of Insurance in general in India. Economic

Principles of Insurance Insurance regulatory and development Act.

UNIT 2 : Legal Principles of Insurance- The Indian Contract Act, 1872- insurable interest - Utmost Good faith- indemnitysubrogation Contribution- Proximate Cause - Representations- Warranties- Conditions. Theory of rating- Actuarial

principles- Mortality Tables- Physical and Moral Hazard. Risk appraisal- Risk Selection- Underwriting. ReinsuranceConcept and Methods.

UNIT 3 : Life insurance organisation : The Indian context. The distribution system, function of appointment and continuance of

agency, remuneration to aents, trends in Life insurance distribution channels.Plans of Life Insurance need levels, term life

insurance increasing / decreasing term policy, whole life insurance, endowment insurance, money back endowment plan, marriage

endowment plan, education annuity plan, children deferred assurance plans, annuities. Group insurance nature of group insurance,

types of group insurance, gratuity liability, group superannuating scheme, other group schemes, social security schemes. Other

special need plan industrial life insurance, salary saving scheme, disability plans critical illness plans.

UNIT 4 : Application and acceptance prospectus proposal forms and other related documents, age proof, special reports. Policy

document need and format preamble, operative clauses, proviso, schedule, attestation, conditions and privileges, alteration,

duplicate policy.

UNIT 5 : Premium, premium calculation, Days of grace, Non-Forfeiture options, lapse and revival schemes. Assignment

nominations loans surrenders, foreclosures, Married Womens property Act Policy, calculations. Policy claims, maturity

claims, survival benefit payments, death claims, waiver of evidence of title, early claims, claim concession, presumption

of death, Accident Benefit and Disability Benefit , settlement options, Valuations and Bonus, distribution of surplus.

Types of re-insurance, exchange control regulations, payment of premia, payment of claims etc.

Books for study and Reference :

Neill, Alistair, Heinemann, (1977) : Life contingencies.

Gerber, Hans, U. (1997) : Life insurance mathematics, Springer, Swiss Association of

Actuaries.

Booth,Philip,M.et al(1999):Modern Actuarial theory and practice, Chapman & Hall.

Daykin,Chris,D. et al(1994): Practical risk theory for Actuaries, Chapman and Hall.

44

Insurance and pensions. The Actuarial foundation.

MSI C204

SURVIVAL MODELS

UNIT 2 : Estimation procedures of Life time Distributions Cox Regression model Nelson and Aalen Estimates

UNIT 3 : Two state Markov Model

UNIT 4 : Multi state Markov Models - Statistical Models of transfers between multiple states, Derivation

of relationships between probabilities of transfer and transition intensities. Maximum Likelihood

Estimators(MLE) for the transition intensities in models of transfers between states with piecewise

constant transition intensities.

UNIT 5 : Binomial and Poisson models of mortality MLE for probability of death Comparison with Multi state models.

Books for Study and Reference:

Institute of Actuaries Acted. Study Materials.

Neill, Allistair (1977) : Life contingencies, Heinemann.

Elandt-Johnson, Regina C; Johnson, Norman L., 2nd ed. (1999) : Survival Models and

data analysis, John Wiley.

Marubini, Ettore, Valsecchi, Marai Grazia, Emmerson, M. (1995) : Analysis of Survival

data from Clinical Trials and observation of studies, John Wiley.

MSI C205

STATISTICAL INFERENCE

UNIT 1 : Estimation Methods : Properties of a good estimator unbiasedness efficiency Cramer Rao bound

sufficiency Methods of estimation Methods of moments Maximum likelihood method minimum chisquare

method of least squares and their properties.

UNIT 2 : Neyman Pearson theory of testing of hypothesis UMP and UMPU tests chisquare tests locally

most powerful tests large sample tests testing linear hypothesis.

UNIT 3 : Non parametric inference :

The Wilcoxon signed rank test The Mann-Whitney Wilcoxon Rank sum test the runs test chi-squire

test of goodness of fit test Kolmogorov-Smirnov goodness of fit test Kruskal Wallies test Friedman

test .

UNIT 4 : Confidence sets and intervals exact and large sample confidence intervals shortest

confidence intervals.

UNIT 5 : Elements of Bayesian inference Bayes theorem prior and posterior distribution conjugate

and Jeffreys priors Baysian point estimation minimax estimation loss function conflux loss

functions Bayesian interval estimation and testing of hypothesis.

Books for Study and Reference :

Rohatgi, V.K. and Ebsanes Saleh, A.K. Md. (2002) : An introduction to Probability and

Statistics, 2nd Ed., John Wiley & Sons, Inc.

Mood, A.M. Graybill, F.A. and Boes, D.C. (1974) : An introduction to the theory of

Statistics, 3rd Ed., McGraw Hill Book Company.

MSI C206

FINANCIAL MATHEMATICS II

UNIT 1 : Investment Project Appraisal Discounted Cash flow techniques.

UNIT 2 : Investment and Risk characteristics of different types of Assets for Investment for investment purposes

UNIT 3 : Delivery price and the value of a Forward contract using arbitrage free pricing methods

UNIT 4 : Term structures of interest rates

45

Books for Study and Reference :

Rohatgi, V.K. and Ebsanes Saleh, A.K. Md. (2002) : An introduction to Probability and

Statistics, 2nd Ed., John Wiley & Sons, Inc.

Mood, A.M. Graybill, F.A. and Boes, D.C. (1974) : An introduction to the theory of

Statistics, 3rd Ed., McGraw Hill Book Company.

MSI C216

LIFE CONTINGENCIES I

UNIT 2 : Assurance functions - Annuity functions

C++ Programming Exercises

Statistical Exercises

UNIT 4 : (i) Estimations of EPVs of Assurance and Annuity functions

(ii) Net premiums & provisions

UNIT 5 : Variable benefits & with profit policies

Books for Study and Reference:

Institute of Actuaries Acted. Study Materials.

Neill, Allistair (1977) : Life contingencies, Heinemann.

Gerber, Hans U. (1997) : Life insurance Mathematics, Springer, Swiss Association of

Actuaries, 3rd edition.

MSI C207 COMPUTATIONAL LABORATORY I

Objectives : The implementation of standard numerical algorithms are mastered and results are

calculated with precision. The strengths and limits of each algorithm are understood as well as which

technique is most suitable for a given problem. Lab time is used to master code writing in C++ .

Mathematical Exercises :

1.

Algebraic equations

1.1. Bisections method

1.2. Secant method

1.3. Newton-Raphson method

2.

2.1 Gaussian Elimination

2.2 Gauss-Seidal Iteration

2.3 Gauss- Jordan Iteration

2.4 Matrix operations

3.

1.1 Lagrange Interpolation

1.2 Newton polynomials

1.3 Straight line fitting

1.4 Curve fitting

4.

4.1 Differentiation

4.2 Trapezoidal and Simpsons 1/3 rule

5.

5.1 Euler method

5.2 Runge Kutta method of order 2

5.3 Runge Kutta method of order 3

5.4 Predictor corrector method

6.

Statistical Methods

46

6.1

6.2

6.3

6.4

6.5

6.6

7.

Calculation of moments mean and variance

Computation of correlations and regression coefficients

Fitting and probability distributions

ANOVA (one-way, two-way)

Tests of significance based on t, 2 and F.

Inference

7.1 Method of moments

7.2 Method of maximum likelihood

7.3 Confidence intervals based on t, 2 and F.

7.4 MP test.

MSI C209

STOCHASTIC MODELING

UNIT 1 : Stochastic process : Definitions and classification (based on state space and time) of Stochastic Processes various types

of stochastic processes.

Markov chains : n-step TPM classification states canonical representation of TPM finite MC with

transient states No Claim Discount policy Accident Proneness.

UNIT 2 : Irreducible Markov Chain with ergodic states : Transient and limiting behaviour first passage

and related results applied Markov chains industrial mobility of labor Educational advancement

Human resource management term structure income determination under uncertainty A Markov

decision process.

UNIT 3 : Simple Markov processes : Markov processes general properties Poisson processes Birth problem

death problem birth and death problem limiting distribution. Flexible manufacturing systems stochastic model for

social networks recovery, relapse and death due to disease Health, sickness and Death model Martial status.

UNIT 4 : Stationary processes and time series Stochastic models for time series the auto regressive process

moving average process mixed auto regressive moving average processes time series analysis in the time domain

Box-Jenkins model for forcasting.

UNIT 5 : Brownian motion and other Markov processes Hitting times maximum variable arc sine laws variations

of Brownian motion stochastic integral Ito and Levy processes applications to Actuarial Science.

Books for Study and Reference :

Bhat, U.N. and Miller, G.K. (2002) : Elements of applied stochastic processes 3rd ed.

Wiley Inter, New York.

Brzezniak, Z and Zastawniak, T. (1998) : Basic Stochastic Processes : A course through

Exercises, Springer, New York.

Grimmett, G., Stirzaker, D. (1992) : Probability and Random Processes, Oxford

University Press.

Kulkarni, V.G. (1995) : Modelling and Analysis of Stochastic Systems, Thomson Science

and Professional.

Ross, S.M.(1996): Stochastic processes, John Wiley & Sons, Inc., New York

Institute of Actuaries : ActEd Study materials

MSI C210

RISK MODELS

UNIT 1 : Concept of Decision theory and its applications Concepts of Bayesian statistics Calculation of Bayesian

Estimators.

47

UNIT 2 : Calculate probabilities and moments of loss distributions both with and without simple reinsurance arrangements

Construct risk models appropriate to short term insurance contracts and calculate MGFs and moments for the risk

models both with and without simple reinsurance arrangements. - Calculate and approximate the aggregate claim

distribution for short term insurance contracts.

UNIT 3 : Explain the concept of ruin for a risk model Calculate the adjustment coefficients and state Lundbergs

inequality Describe the effect on the probability of ruin of changing parameter values and of simple reinsurance

arrangements.

UNIT 4 : Describe and apply the fundamental concepts of credibility theory Describe and apply the fundamental concepts

of simple experience rating systems Describe and apply techniques for analyzing a delay(or run-off) triangle and

projecting the ultimate position

UNIT 5 : Explain the fundamental concepts of a generalized linear model(GLM), and describe how a GLM may be applied.

Books for Study and Reference :

Institute of Actuaries Acted. Study Materials.

Hossack, Ian B; Pollard, John H; Zenhwirth, Benjamin (1999) : Introductory Statistics

with applications in General Insurance, Cambridge University Press. 2nd ed.

Klugman, Stuart A. et al. (1998) : Loss Models: from data to decisions, John Wiley

Daykin Chris, D; Pentikainen, Teivo; Pesonen, Martti (1994) : Practical Risk theory for

Actuaries, Chapman & Hall.

MSI C217

LIFE CONTINGENCIES II

UNIT 2 : Profit Testing

UNIT 3 : Determining provisions using profit testing

UNIT 4 : Factor affecting mortality & selections

UNIT 5 : Single figure indices

Books for Study and Reference:

Institute of Actuaries ActEd. Study Materials.

Benjamin, B. Pollard, J.H. (1993) : The analysis of mortality and other actuarial

statistics, Faculty and Institute of Actuaries, 3rd ed.

Gerber, Hans U. (1997) : Life insurance Mathematics, Springer, Swiss Association of

Actuaries, 3rd ed.

Booth, Philip M et al., (1999) : Modern Actuarial Theory and Practice, Chapman &

Hall.

Bowers, Newton L.et al (1997):Actuarial Mathematics, Society of Actuaries, 2nd ed.

MSI C218

FINANCIAL ECONOMICS

UNIT 1: Introduction to Financial Economics: - Recap of Utility Theory. The Efficient Markets Hypothesis: The three forms of

EMH - The Evidence for or against each form of EMH.

UNIT 2: Measures of Investment Risk: - Measures of Risk - Relationship between Risk measures and Utility Functions.

UNIT 3: Portfolio Theory: - Portfolio Theory - Benefits of Diversification.

UNIT 4: Models of Asset Returns: - Multifactor Models - The Single Index Model.

UNIT 5: Asset Pricing Models: - The Capital Asset Pricing Models (CAPM) Limitations of CAPM Arbitrage Pricing Theory

(APT).

Books for Study and Reference :

48

Panjer, Harry, H. (1998) : Financial economics : with applications to investments,

insurance and pensions. The Actuarial foundations.

UNIT 1 : Simple annuities and assurances involving two lives.

UNIT 2 : Contingent and reversionary benefits

UNIT 3 : Competing risks

UNIT 4 : Multiple decrement tables

UNIT 5 : Pension benefits

Books for Study and Reference:

Institute of Actuaries ActEd. Study Materials.

Benjamin, B. Pollard, J.H. (1993) : The analysis of mortality and other actuarial

statistics, Faculty and Institute of Actuaries, 3rd ed.

Booth, Philip M et al., (1999) : Modern Actuarial Theory and Practice, Chapman &

Hall.

Gerber, Hans U. (1997) : Life insurance Mathematics, Springer, Swiss Association of

Actuaries, 3rd edition

MSI C212

UNIT 1 : Foundations of Finance : Time value of Money NPV, IRR, and other Measures Valuation of

Common Stocks and Bonds.

UNIT 2 : Investment Analysis : Modern theory of Finance Capital Budgeting Decision Rule Capital

Budgeting and Cash Flow Analysis Capital Budgeting and Risk.

UNIT 3 : Variance Analysis Importance of variance analysis Material variance, labour variance,

overhead variance. Working capital management Factors determining working capital Calculation of

working capital.

UNIT 4 : Financial Planning : Financial Statements and Ratio Analysis Short-term Financial Decisions

Long-term Financial Decisions.

UNIT 5 : Special Topics : Mergers and Acquisitions and Corporate Governance Options and Corporate

Finance.

Books for Study and Reference :

Brealey, Myers and Marcus : Fundamentals of Corporate Finance, McGraw Hill.

Ross, Westerfield and Jordan : Fundamentals of Corporate Finance, Tata McGraw Hill.

Van Home and Wachowicz : Fundamentals of Financial Management, Prentice Hall

India.

MSI C213 COMPUTATIONAL LABORATORY II

Objectives :

codes.

Mathematical and Statistical Packages Exercises. S Plus/ SAS/ MAPLE/

MATHEMATICA/ MATLAB

1.

2.

3.

Data Analysis : Identifying the statistical tool and analysing the data using the appropriate tools.(S

PLUS/ SAS)

Symbolic manipulation using MAPLE/ MATHEMATICA

Exercises based on the subjects taught in III & IV semesters.

(ie. Survival Analysis Stochastic Models etc.)

Simulation study depending upon the requirement of the problem. (MATLAB)

49

MSI C214

Objectives :

Course Outline : Based on the interest of the students, they can choose their team and seminar topic.

It can also an individual work. During the term, students will meet periodically the faculty to discuss

different stages of the seminar. They are required to give three seminar presentations.

Project Work/ Internship :

Objectives : To develop students abilities to solve applied industrial and actuarial problems in a longer

time frame than in usual in other courses. Students will learn how to search for known results and

techniques related the project work. The students will present their project results as a written document

and verbally.

Prerequisite : Completion of the course duration of first two semesters.

Course Outline :

The faculty will propose an array of problems in industrial / actuarial studies. Students may

choose a problem from this list or propose of their own provided a faculty member / Guide approves it.

This work may also be carried out as an internship programme.

On completion of the project work, each student is expected to

background material, bibliographical search etc.

Present orally in a seminar setting of the work done in the thesis

Submit the software (if relevant) with appropriate documentation.

The students will meet regularly with the project guide / adviser to work out problems that appear

and adjust the goals and time frame accordingly.

UNIT 1 : Principles of object oriented programming beginning with C++ - Token, Expressions and Control structures.

UNIT 2 : Functions in C++ - Classes and objects.

UNIT 3 : Constructors and Destructors operator overloading and type conversions

UNIT 4 : Inheritance : Extending classes Pointers, Virtual Functions and Polymorphism.

UNIT 5 : Console I/O operations working with files object oriented systems development Templates

and Exception handling.

Books for Study and Reference :

Balagurusamy (1999) : Object oriented programming with C++, Tata McGraw Hill

Company Ltd., New Delhi, 16th reprinting.

Hubbard, J.R. (2000) : Programming with C++ 2nd ed., McGraw Hill, New York.

MSI E202

PRINCIPLES OF ECONOMICS

UNIT 1 : Market Mechanism Supply and Demand interaction Determination of equilibrium Elasticity of demand and

Supply Rational utility and consumption choice Insurance system and its impact on Welfare.

50

UNIT 2 : Costs Revenue and output Market structure short and long run equilibrium in different

markets perfect competition, Monopoly, Monopolistic competition.

UNIT 3 : Macro Economics Concepts of GDP, GNP, NNP methods of calculating National Income

problems difficulties and uses of National Income Analysis. Propensity to consume multiplier

determinants of consumption.

UNIT 4 : Monetary and Fiscal policy Government intervention financial markets exchange rates

International trade Balance of payments.

UNIT 5 : Inflation types interest rate and exchange rate types of unemployment public sector

finances in an industrial economy.

Books for study and Reference :

Stonier and Hague : Economic Theory

Kovtsoyiannis : Modern micro economics ELBS publications.

Samuelson Paul & Norhaus William (1998) : Economics, McGraw Hill.

Allen, R.G.D. : Mathematical analysis for Economics, Macmillan.

Panjer, Harry, H.(ed)(1998) : Financial Economics with applications to investments,

Insurance and pension. The Actuarial foundation

MSI E204

NUMERICAL METHODS

UNIT 2 : Solving set of equations.

UNIT 3 : Interpolation and curve fitting.

UNIT 4 : Numerical differentiation and Numerical integration.

UNIT 5 : Numerical solution of ordinary differential equations.

Books for Study and Reference :

Gerald, C.F. and Wheatley, P.O. (1994) : Applied Numerical Analysis, Addison Wesley,

New York, 5th Ed.

Press, W.B., Flannery, S. Teuddsky and Vetterling, W. (1989) : Numerical Recipes in C :

The art of Scientific computing. Rev. 1st ed., Cambridge University Press.

Rice, John, R. (1983) : Numerical Methods, Software and Analysis, McGraw Hill,

New York.

Atkinson, K.E. (1978) : An introduction to Numerical Analysis, Wiley & Sons,

New York.

Sastry, S.S. (1987) : Introductory methods of numerical analysis, Prentice Hall of India,

New Delhi, (10th printing).

MSI E205

UNIT 1 : Introduction to Finance Functions of Financial Management Scope Organisation Sources of funds Long term

Medium term and Short term Financial risks.

UNIT 2 : Company Management Types of business entity pros and cons of limited company legal

documentation corporate and personal taxation.

UNIT 3 : Capital structure Net Income approach Net operating Income approach M M approach

Traditional approach average and personal tax of the investors concept of cost of capital factors

affecting cost of capital specific and overall cost of capital.

UNIT 4 : Dividend decision and valuation of the firm Determinants and constraints of a dividend policy

Financial Institution IDBI, ICICI, IFCI, UTI, Commercial Banks, Insurance companies etc.

UNIT 5 : Financial reporting Accounting principles types basic financial statement kinds of reports

Nature of reports guiding principles of reporting necessary steps for good reporting.

Books for Study and Reference :

Samuels, J.M., Wilkes, F.M., Brayshaw, R.E. (1995) : Management of company finance,

International Thomson, 6th ed.

Brealey, Richard, A. (1999) : Principles of Corporate finance, McGraw Hill, 6th ed.

Holmes, Geoffrey, Sugden, Alan (1999) : Interpreting company reports and accounts,

51

Pandey, I.M. : Financial Management.

Prasannachandra : Financial Management

Kuchhal : Financial Management

Moshal : Management Accounting

Institute of Actuaries ActEd , Study Material :

MSI E207 RESOURCE OPTIMIZATION PRINCIPLES

UNIT 1 : Linear programming problems - model formulation and graphical solution various types of solutions simplex

method of solving linear programming duality principles dual simplex method.

UNIT 2 : Artificial variable techniques Big M method two phase method assignment problem

transportation problem MODI method of finding optimal solutions.

UNIT 3 : Sequencing problem replacement problems game theory zero sum games graphical

method solution of games by LPP.

UNIT 4 : Decision analysis components of decision making decision making without probabilities

maximum minimax regret Hurwicz and equal likelihood criterion decision making with probabilities

expected value expected opportunity loss criterion.

UNIT 5 : Network flow models shortest route problem project management the CPM and PERT

Networks.

Books for Study and Reference :

Sharma, J.K. (1997) : Operations Research, Theory and applications, Macmillan.

Taha, H.A. (1996) : Operations Research, 5th edition, Prentice Hall of India, New York.

Prerequisite: compulsory knowledge in Advanced Statistical Inference and Survival Analysis

UNIT 1 : Graphs, Diagrams , Descriptive Statistics and Data Exploration Techniques

UNIT 2 : Bivariate Data Analysis, Multivariate Data Analysis

UNIT 3 : Non parametric Tests

UNIT 4 : Statistical Models ,Time series Analysis

UNIT 5 : Simulation Techniques

*****

52

53

Department of Statistics

M.Sc Actuarial Science (Proposed Syllabus for the academic year 2007 - 08)

A CORE COURSES

Title of the Course

Course

Code

C/E/S

I SEMESTER

MSI

MSI

MSI

MSI

C

C

C

C

201

202

203

215

UOM S001

Probability Theory

Financial Mathematics I

Probability Distributions

Principles and Practice of Insurance

Elective 1

C

C

C

C

E

3

3

3

2

2

1

1

1

0

1

0

0

0

0

0

4

4

4

2

3

Elective 2

Soft Skill

Survival Models

Statistical Inference

Financial Mathematics II

Life Contingencies I

Computational Laboratory - I

Elective 3

C

C

C

C

C

E

3

3

3

3

0

2

1

1

1

1

0

1

0

0

0

0

2

0

4

4

4

4

2

3

Elective 4

Soft Skill

Stochastic Modeling

Risk Models

Life Contingencies II

Financial Economics

C

C

C

C

3

3

3

2

1

1

1

1

0

0

0

0

4

4

4

3

Elective 5

Soft Skill

Internship

E

S

S

3

2

2

Corporate Financial Management

Computational Laboratory - II

Project & Viva voce

Elective 6

Soft Skill

C

C

C

C

E

S

3

2

0

3

2

1

1

0

1

1

0

0

2

0

0

4

3

2

4

3

2

II SEMESTER

MSI

MSI

MSI

MSI

MSI

C

C

C

C

C

204

205

206

216

207

UOM S002

III SEMESTER

MSI

MSI

MSI

MSI

C

C

C

C

209

210

217

218

UOM S003

UOM I001

IV Semester

MSI

MSI

MSI

MSI

C

C

C

C

219

212

213

214

UOM S004

B ELECTIVE COURSES :

Course

Code

MSI E 201

MSI E 202

MSI E 204

MSI E 205

Principles of Economics

Numerical Methods

Finance and Financial Reporting

3

3

3

3

0

0

0

0

0

0

0

0

3

3

3

3

54

MSI E 207

Resource optimization principles

MSI E 208

Data Analysis using R & SAS

55

3

1

0

0

0

2

3

3

MSI C201 PROBABILITY THEORY

UNIT 1 : Sample space events. Random variables distribution functions and its properties moments expectation variance

conditional probability Bayes theorem computational probabilities simple problems from Industrial and Actuary.

UNIT 2 : Moment generating function pgf cumulant generating functions evaluation of moment

using these functions functions of random variables simple applications.

UNIT 3 : Characteristic functions properties inversion formulae uniqueness theorem moments

problem Levy Cramer theorems simple problems.

UNIT 4 : Independence pairwise and complete independence - convolution - conditional expectation - smoothing

properties Martingales simple problems.

UNIT 5 : Laws of large numbers weak and strong law of large numbers simple applications central

limit theorems (iid and id) normal approximation simple applications.

Books for Study and Reference :

Bhat, B.R. (1999) : Modern Probability Theory, 3rd ed. New Age International Pvt.

Ltd., New Delhi.

Ash, R.B. (1972) : Real Analysis and Probability, Academic press, New York.

Ross,Sheldon,M.(1984): A First Course in Probability, 2nd ed. McMillan, New York.

Freund, JE (1998) : Mathematical Statistics, Prentice Hall International.

MSI C202 FINANCIAL MATHEMATICS - I

UNIT 1 : Rates of interest Simple and Compound interest rates Effective rate of interest - Accumulation and Present

value of a single payment Nominal rate of interest Constant force of interest - Relationships between these rates

of interest - Accumulation and Present value of single payment using these rates of interest accumulation and present

value of a single payment using these symbols - when the force of interest is a function of t, (t). Definition of A(t1, t2),

A(t), (t1, t2) and (t). Expressing accumulation and present value of a single payment using these symbols - when the

force of interest is a function of t, (t).

UNIT 2 : Series of Payments(even and uneven) - Definition of Annuity(Examples in real life situation) Accumulations and

Present values of Annuities with level payments and where the payments and interest rates have same frequencies n , sn , Definition of Perpetuity and derivation for a and a

Definition and Derivation of a n , s n , a

-Examples - Accumulations and Present values of Annuities where

( p)

( p)

n

, a

( p)

, sn

( p)

, sn

UNIT 3 : Increasing and Decreasing annuities Definition and derivation for ( Ia) n , ( Is) n

payable continuously - Definition and derivation of a n , ( I a ) n ,

s n , ( I s) n

UNIT 4 : Loan schedules Purchase price of annuities net of tax Consumer credit transactions

UNIT 5 : Fixed interest securities Evaluating the securities Calculating yields the effect of the term to

redemption on the yield optional redemption dates Index linked Bonds evaluation of annuities

subject to Income Tax and capital gains tax.

Books for Study and Reference :

Institute of Actuaries ActEd. Study Materials.

McCutcheon, J.J., Scott William, F. (1986) : An introduction to Mathematics of Finance,

London Heinemann

Butcher,M.V.,Nesbitt, Cecil,J. (1971) : Mathematics of compound interest, Ulrichs

Books.

Bowers, Newton L.et al (1997):Actuarial Mathematics, Society of Actuaries, 2nd ed.

56

MSI C203

PROBABILITY DISTRIBUTIONS

UNIT 1 : Discrete distributions Binomial Poisson Multinomial Hyper geometric Geometric discrete uniform

their characteristics and simple applications.

UNIT 2 : Continuous distributions Uniform - Normal exponential Gamma Weibull Pareto lognormal

Laplace logistic distributions their characteristics and applications.

UNIT 3 : Bivariate and Multivariate Normal Compound and truncated distributions convolutions of

distributions.

UNIT 4 : Sampling distributions t, 2 and F distributions and their interrelations and characteristics order

statistics and their distribution distribution of sample and mid range.

UNIT 5 : Applications of multivariate normal distributions principal components analysis discriminant

analysis factor analysis cluster analysis Canonical correlations.

Books for Study and Reference :

Fruend, John, E. (1992) : Mathematical Statistics, 5th ed., Prentice Hall International.

Forguson, T.S. (1967) : Mathematical Statistics, Academic Press, New York.

Gibbons, J.D. (1985) : Non parametric Statistical Inference, Marcel Dekker, New York.

Hogg,R.V. & Craig (1972): Introduction to Mathematical Statistics, 3rd ed., McGraw Hill

Johnson, R.A. and Wichern, D.W. (1982) : Applied Multivariate Statistical Analysis, 2nd ed., Prentice Hall,

Englewood Cliffs, New Jersey.

Mood, A.M., Graybill, F.A., and Boes, D.C. (1974) : An introduction to the theory of

Statistics, 3rd ed. McGraw Hill Book company

Rohatgi, V.K. and Ebsanes Saleh, A.K. Md. (2002) : An introduction to Probability and

Statistics, 2nd Ed., John Wiley & Sons, Inc., New York.

MSI C215

UNIT 1 : Concept of Risk- The concept of Insurance.Classification of Insurance- Types of Life Insurance,

Pure and Terms- Types of General Insurance, Insurance Act, Fire, Marine, Motor, Engineering, Aviation and

Agricultural - Alternative classification- Insurance of Property, Pecuniary interest, liability and person.

Distribution between Life and General Insurance.History of Insurance in general in India. Economic

Principles of Insurance Insurance regulatory and development Act.

UNIT 2 : Legal Principles of Insurance- The Indian Contract Act, 1872- insurable interest - Utmost Good faith- indemnitysubrogation Contribution- Proximate Cause - Representations- Warranties- Conditions. Theory of rating- Actuarial

principles- Mortality Tables- Physical and Moral Hazard. Risk appraisal- Risk Selection- Underwriting. ReinsuranceConcept and Methods.

UNIT 3 : Life insurance organisation : The Indian context. The distribution system, function of appointment and continuance of

agency, remuneration to aents, trends in Life insurance distribution channels.Plans of Life Insurance need levels, term life

insurance increasing / decreasing term policy, whole life insurance, endowment insurance, money back endowment plan, marriage

endowment plan, education annuity plan, children deferred assurance plans, annuities. Group insurance nature of group insurance,

types of group insurance, gratuity liability, group superannuating scheme, other group schemes, social security schemes. Other

special need plan industrial life insurance, salary saving scheme, disability plans critical illness plans.

UNIT 4 : Application and acceptance prospectus proposal forms and other related documents, age proof, special reports. Policy

document need and format preamble, operative clauses, proviso, schedule, attestation, conditions and privileges, alteration,

duplicate policy.

UNIT 5 : Premium, premium calculation, Days of grace, Non-Forfeiture options, lapse and revival schemes. Assignment

nominations loans surrenders, foreclosures, Married Womens property Act Policy, calculations. Policy claims, maturity

claims, survival benefit payments, death claims, waiver of evidence of title, early claims, claim concession, presumption

of death, Accident Benefit and Disability Benefit , settlement options, Valuations and Bonus, distribution of surplus.

Types of re-insurance, exchange control regulations, payment of premia, payment of claims etc.

Books for study and Reference :

Neill, Alistair, Heinemann, (1977) : Life contingencies.

Gerber, Hans, U. (1997) : Life insurance mathematics, Springer, Swiss Association of

Actuaries.

Booth,Philip,M.et al(1999):Modern Actuarial theory and practice, Chapman & Hall.

Daykin,Chris,D. et al(1994): Practical risk theory for Actuaries, Chapman and Hall.

57

Insurance and pensions. The Actuarial foundation.

MSI C204

SURVIVAL MODELS

UNIT 2 : Estimation procedures of Life time Distributions Cox Regression model Nelson and Aalen Estimates

UNIT 3 : Two state Markov Model

UNIT 4 : Multi state Markov Models - Statistical Models of transfers between multiple states, Derivation

of relationships between probabilities of transfer and transition intensities. Maximum Likelihood

Estimators(MLE) for the transition intensities in models of transfers between states with piecewise

constant transition intensities.

UNIT 5 : Binomial and Poisson models of mortality MLE for probability of death Comparison with Multi state models.

Books for Study and Reference:

Institute of Actuaries Acted. Study Materials.

Neill, Allistair (1977) : Life contingencies, Heinemann.

Elandt-Johnson, Regina C; Johnson, Norman L., 2nd ed. (1999) : Survival Models and

data analysis, John Wiley.

Marubini, Ettore, Valsecchi, Marai Grazia, Emmerson, M. (1995) : Analysis of Survival

data from Clinical Trials and observation of studies, John Wiley.

MSI C205

STATISTICAL INFERENCE

UNIT 1 : Estimation Methods : Properties of a good estimator unbiasedness efficiency Cramer Rao bound

sufficiency Methods of estimation Methods of moments Maximum likelihood method minimum chisquare

method of least squares and their properties.

UNIT 2 : Neyman Pearson theory of testing of hypothesis UMP and UMPU tests chisquare tests locally

most powerful tests large sample tests testing linear hypothesis.

UNIT 3 : Non parametric inference :

The Wilcoxon signed rank test The Mann-Whitney Wilcoxon Rank sum test the runs test chi-squire

test of goodness of fit test Kolmogorov-Smirnov goodness of fit test Kruskal Wallies test Friedman

test .

UNIT 4 : Confidence sets and intervals exact and large sample confidence intervals shortest

confidence intervals.

UNIT 5 : Elements of Bayesian inference Bayes theorem prior and posterior distribution conjugate

and Jeffreys priors Baysian point estimation minimax estimation loss function conflux loss

functions Bayesian interval estimation and testing of hypothesis.

Books for Study and Reference :

Rohatgi, V.K. and Ebsanes Saleh, A.K. Md. (2002) : An introduction to Probability and

Statistics, 2nd Ed., John Wiley & Sons, Inc.

Mood, A.M. Graybill, F.A. and Boes, D.C. (1974) : An introduction to the theory of

Statistics, 3rd Ed., McGraw Hill Book Company.

MSI C206

FINANCIAL MATHEMATICS II

UNIT 1 : Investment Project Appraisal Discounted Cash flow techniques.

UNIT 2 : Investment and Risk characteristics of different types of Assets for Investment for investment purposes

UNIT 3 : Delivery price and the value of a Forward contract using arbitrage free pricing methods

UNIT 4 : Term structures of interest rates

58

Books for Study and Reference :

Rohatgi, V.K. and Ebsanes Saleh, A.K. Md. (2002) : An introduction to Probability and

Statistics, 2nd Ed., John Wiley & Sons, Inc.

Mood, A.M. Graybill, F.A. and Boes, D.C. (1974) : An introduction to the theory of

Statistics, 3rd Ed., McGraw Hill Book Company.

MSI C216

LIFE CONTINGENCIES I

UNIT 2 : Assurance functions - Annuity functions

C++ Programming Exercises

Statistical Exercises

UNIT 4 : (i) Estimations of EPVs of Assurance and Annuity functions

(ii) Net premiums & provisions

UNIT 5 : Variable benefits & with profit policies

Books for Study and Reference:

Institute of Actuaries Acted. Study Materials.

Neill, Allistair (1977) : Life contingencies, Heinemann.

Gerber, Hans U. (1997) : Life insurance Mathematics, Springer, Swiss Association of

Actuaries, 3rd edition.

MSI C207 COMPUTATIONAL LABORATORY I

Objectives : The implementation of standard numerical algorithms are mastered and results are

calculated with precision. The strengths and limits of each algorithm are understood as well as which

technique is most suitable for a given problem. Lab time is used to master code writing in C++ .

Mathematical Exercises :

8.

Algebraic equations

8.1. Bisections method

8.2. Secant method

8.3. Newton-Raphson method

9.

2.1 Gaussian Elimination

2.2 Gauss-Seidal Iteration

2.5 Gauss- Jordan Iteration

2.6 Matrix operations

3.1 Lagrange Interpolation

3.2 Newton polynomials

3.3 Straight line fitting

3.4 Curve fitting

11. Numerical differentiation and integration

4.3 Differentiation

4.4 Trapezoidal and Simpsons 1/3 rule

12. Solution to differential equations

5.5 Euler method

5.6 Runge Kutta method of order 2

5.7 Runge Kutta method of order 3

5.8 Predictor corrector method

13. Statistical Methods

59

6.8 Calculation of moments mean and variance

6.9 Computation of correlations and regression coefficients

6.10 Fitting and probability distributions

6.11 ANOVA (one-way, two-way)

6.12 Tests of significance based on t, 2 and F.

14. Inference

7.5 Method of moments

7.6 Method of maximum likelihood

7.7 Confidence intervals based on t, 2 and F.

7.8 MP test.

MSI C209

STOCHASTIC MODELING

UNIT 1 : Stochastic process : Definitions and classification (based on state space and time) of Stochastic Processes various types

of stochastic processes.

Markov chains : n-step TPM classification states canonical representation of TPM finite MC with

transient states No Claim Discount policy Accident Proneness.

UNIT 2 : Irreducible Markov Chain with ergodic states : Transient and limiting behaviour first passage

and related results applied Markov chains industrial mobility of labor Educational advancement

Human resource management term structure income determination under uncertainty A Markov

decision process.

UNIT 3 : Simple Markov processes : Markov processes general properties Poisson processes Birth problem

death problem birth and death problem limiting distribution. Flexible manufacturing systems stochastic model for

social networks recovery, relapse and death due to disease Health, sickness and Death model Martial status.

UNIT 4 : Stationary processes and time series Stochastic models for time series the auto regressive process

moving average process mixed auto regressive moving average processes time series analysis in the time domain

Box-Jenkins model for forcasting.

UNIT 5 : Brownian motion and other Markov processes Hitting times maximum variable arc sine laws variations

of Brownian motion stochastic integral Ito and Levy processes applications to Actuarial Science.

Books for Study and Reference :

Bhat, U.N. and Miller, G.K. (2002) : Elements of applied stochastic processes 3rd ed.

Wiley Inter, New York.

Brzezniak, Z and Zastawniak, T. (1998) : Basic Stochastic Processes : A course through

Exercises, Springer, New York.

Grimmett, G., Stirzaker, D. (1992) : Probability and Random Processes, Oxford

University Press.

Kulkarni, V.G. (1995) : Modelling and Analysis of Stochastic Systems, Thomson Science

and Professional.

Ross, S.M.(1996): Stochastic processes, John Wiley & Sons, Inc., New York

Institute of Actuaries : ActEd Study materials

MSI C210

RISK MODELS

UNIT 1 : Concept of Decision theory and its applications Concepts of Bayesian statistics Calculation of Bayesian

Estimators.

UNIT 2 : Calculate probabilities and moments of loss distributions both with and without simple reinsurance arrangements

Construct risk models appropriate to short term insurance contracts and calculate MGFs and moments for the risk

models both with and without simple reinsurance arrangements. - Calculate and approximate the aggregate claim

distribution for short term insurance contracts.

UNIT 3 : Explain the concept of ruin for a risk model Calculate the adjustment coefficients and state Lundbergs

inequality Describe the effect on the probability of ruin of changing parameter values and of simple reinsurance

arrangements.

60

UNIT 4 : Describe and apply the fundamental concepts of credibility theory Describe and apply the fundamental concepts

of simple experience rating systems Describe and apply techniques for analyzing a delay(or run-off) triangle and

projecting the ultimate position

UNIT 5 : Explain the fundamental concepts of a generalized linear model(GLM), and describe how a GLM may be applied.

Books for Study and Reference :

Institute of Actuaries Acted. Study Materials.

Hossack, Ian B; Pollard, John H; Zenhwirth, Benjamin (1999) : Introductory Statistics

with applications in General Insurance, Cambridge University Press. 2nd ed.

Klugman, Stuart A. et al. (1998) : Loss Models: from data to decisions, John Wiley

Daykin Chris, D; Pentikainen, Teivo; Pesonen, Martti (1994) : Practical Risk theory for

Actuaries, Chapman & Hall.

MSI C217

LIFE CONTINGENCIES II

UNIT 2 : Profit Testing

UNIT 3 : Determining provisions using profit testing

UNIT 4 : Factor affecting mortality & selections

UNIT 5 : Single figure indices

Books for Study and Reference:

Institute of Actuaries ActEd. Study Materials.

Benjamin, B. Pollard, J.H. (1993) : The analysis of mortality and other actuarial

statistics, Faculty and Institute of Actuaries, 3rd ed.

Gerber, Hans U. (1997) : Life insurance Mathematics, Springer, Swiss Association of

Actuaries, 3rd ed.

Booth, Philip M et al., (1999) : Modern Actuarial Theory and Practice, Chapman &

Hall.

Bowers, Newton L.et al (1997):Actuarial Mathematics, Society of Actuaries, 2nd ed.

MSI C218

FINANCIAL ECONOMICS

UNIT 1: Introduction to Financial Economics: - Recap of Utility Theory. The Efficient Markets Hypothesis: The three forms of

EMH - The Evidence for or against each form of EMH.

UNIT 2: Measures of Investment Risk: - Measures of Risk - Relationship between Risk measures and Utility Functions.

UNIT 3: Portfolio Theory: - Portfolio Theory - Benefits of Diversification.

UNIT 4: Models of Asset Returns: - Multifactor Models - The Single Index Model.

UNIT 5: Asset Pricing Models: - The Capital Asset Pricing Models (CAPM) Limitations of CAPM Arbitrage Pricing Theory

(APT).

Books for Study and Reference :

Institute of Actuaries ActEd , CT8 Study material.

Panjer, Harry, H. (1998) : Financial economics : with applications to investments,

insurance and pensions. The Actuarial foundations.

UNIT 1 : Simple annuities and assurances involving two lives.

61

UNIT 3 : Competing risks

UNIT 4 : Multiple decrement tables

UNIT 5 : Pension benefits

Books for Study and Reference:

Institute of Actuaries ActEd. Study Materials.

Benjamin, B. Pollard, J.H. (1993) : The analysis of mortality and other actuarial

statistics, Faculty and Institute of Actuaries, 3rd ed.

Booth, Philip M et al., (1999) : Modern Actuarial Theory and Practice, Chapman &

Hall.

Gerber, Hans U. (1997) : Life insurance Mathematics, Springer, Swiss Association of

Actuaries, 3rd edition

MSI C212

UNIT 1 : Foundations of Finance : Time value of Money NPV, IRR, and other Measures Valuation of

Common Stocks and Bonds.

UNIT 2 : Investment Analysis : Modern theory of Finance Capital Budgeting Decision Rule Capital

Budgeting and Cash Flow Analysis Capital Budgeting and Risk.

UNIT 3 : Variance Analysis Importance of variance analysis Material variance, labour variance,

overhead variance. Working capital management Factors determining working capital Calculation of

working capital.

UNIT 4 : Financial Planning : Financial Statements and Ratio Analysis Short-term Financial Decisions

Long-term Financial Decisions.

UNIT 5 : Special Topics : Mergers and Acquisitions and Corporate Governance Options and Corporate

Finance.

Books for Study and Reference :

Brealey, Myers and Marcus : Fundamentals of Corporate Finance, McGraw Hill.

Ross, Westerfield and Jordan : Fundamentals of Corporate Finance, Tata McGraw Hill.

Van Home and Wachowicz : Fundamentals of Financial Management, Prentice Hall

India.

MSI C213 COMPUTATIONAL LABORATORY II

Objectives :

codes.

Mathematical and Statistical Packages Exercises. S Plus/ SAS/ MAPLE/

MATHEMATICA/ MATLAB

2.

4.

5.

Data Analysis : Identifying the statistical tool and analysing the data using the appropriate tools.(S

PLUS/ SAS)

Symbolic manipulation using MAPLE/ MATHEMATICA

Exercises based on the subjects taught in III & IV semesters.

(ie. Survival Analysis Stochastic Models etc.)

Simulation study depending upon the requirement of the problem. (MATLAB)

MSI C214

Objectives :

62

Course Outline : Based on the interest of the students, they can choose their team and seminar topic.

It can also an individual work. During the term, students will meet periodically the faculty to discuss

different stages of the seminar. They are required to give three seminar presentations.

Project Work/ Internship :

Objectives : To develop students abilities to solve applied industrial and actuarial problems in a longer

time frame than in usual in other courses. Students will learn how to search for known results and

techniques related the project work. The students will present their project results as a written document

and verbally.

Prerequisite : Completion of the course duration of first two semesters.

Course Outline :

The faculty will propose an array of problems in industrial / actuarial studies. Students may

choose a problem from this list or propose of their own provided a faculty member / Guide approves it.

This work may also be carried out as an internship programme.

On completion of the project work, each student is expected to

background material, bibliographical search etc.

Present orally in a seminar setting of the work done in the thesis

Submit the software (if relevant) with appropriate documentation.

The students will meet regularly with the project guide / adviser to work out problems that appear

and adjust the goals and time frame accordingly.

UNIT 1 : Principles of object oriented programming beginning with C++ - Token, Expressions and Control structures.

UNIT 2 : Functions in C++ - Classes and objects.

UNIT 3 : Constructors and Destructors operator overloading and type conversions

UNIT 4 : Inheritance : Extending classes Pointers, Virtual Functions and Polymorphism.

UNIT 5 : Console I/O operations working with files object oriented systems development Templates

and Exception handling.

Books for Study and Reference :

Balagurusamy (1999) : Object oriented programming with C++, Tata McGraw Hill

Company Ltd., New Delhi, 16th reprinting.

Hubbard, J.R. (2000) : Programming with C++ 2nd ed., McGraw Hill, New York.

MSI E202

PRINCIPLES OF ECONOMICS

UNIT 1 : Market Mechanism Supply and Demand interaction Determination of equilibrium Elasticity of demand and

Supply Rational utility and consumption choice Insurance system and its impact on Welfare.

UNIT 2 : Costs Revenue and output Market structure short and long run equilibrium in different

markets perfect competition, Monopoly, Monopolistic competition.

UNIT 3 : Macro Economics Concepts of GDP, GNP, NNP methods of calculating National Income

problems difficulties and uses of National Income Analysis. Propensity to consume multiplier

determinants of consumption.

UNIT 4 : Monetary and Fiscal policy Government intervention financial markets exchange rates

International trade Balance of payments.

63

UNIT 5 : Inflation types interest rate and exchange rate types of unemployment public sector

finances in an industrial economy.

Books for study and Reference :

Stonier and Hague : Economic Theory

Kovtsoyiannis : Modern micro economics ELBS publications.

Samuelson Paul & Norhaus William (1998) : Economics, McGraw Hill.

Allen, R.G.D. : Mathematical analysis for Economics, Macmillan.

Panjer, Harry, H.(ed)(1998) : Financial Economics with applications to investments,

Insurance and pension. The Actuarial foundation

MSI E204

NUMERICAL METHODS

UNIT 2 : Solving set of equations.

UNIT 3 : Interpolation and curve fitting.

UNIT 4 : Numerical differentiation and Numerical integration.

UNIT 5 : Numerical solution of ordinary differential equations.

Books for Study and Reference :

Gerald, C.F. and Wheatley, P.O. (1994) : Applied Numerical Analysis, Addison Wesley,

New York, 5th Ed.

Press, W.B., Flannery, S. Teuddsky and Vetterling, W. (1989) : Numerical Recipes in C :

The art of Scientific computing. Rev. 1st ed., Cambridge University Press.

Rice, John, R. (1983) : Numerical Methods, Software and Analysis, McGraw Hill,

New York.

Atkinson, K.E. (1978) : An introduction to Numerical Analysis, Wiley & Sons,

New York.

Sastry, S.S. (1987) : Introductory methods of numerical analysis, Prentice Hall of India,

New Delhi, (10th printing).

MSI E205

UNIT 1 : Introduction to Finance Functions of Financial Management Scope Organisation Sources of funds Long term

Medium term and Short term Financial risks.

UNIT 2 : Company Management Types of business entity pros and cons of limited company legal

documentation corporate and personal taxation.

UNIT 3 : Capital structure Net Income approach Net operating Income approach M M approach

Traditional approach average and personal tax of the investors concept of cost of capital factors

affecting cost of capital specific and overall cost of capital.

UNIT 4 : Dividend decision and valuation of the firm Determinants and constraints of a dividend policy

Financial Institution IDBI, ICICI, IFCI, UTI, Commercial Banks, Insurance companies etc.

UNIT 5 : Financial reporting Accounting principles types basic financial statement kinds of reports

Nature of reports guiding principles of reporting necessary steps for good reporting.

Books for Study and Reference :

Samuels, J.M., Wilkes, F.M., Brayshaw, R.E. (1995) : Management of company finance,

International Thomson, 6th ed.

Brealey, Richard, A. (1999) : Principles of Corporate finance, McGraw Hill, 6th ed.

Holmes, Geoffrey, Sugden, Alan (1999) : Interpreting company reports and accounts,

Prentice Hall, 7th ed.

Pandey, I.M. : Financial Management.

Prasannachandra : Financial Management

Kuchhal : Financial Management

Moshal : Management Accounting

Institute of Actuaries ActEd , Study Material :

MSI E207 RESOURCE OPTIMIZATION PRINCIPLES

64

UNIT 1 : Linear programming problems - model formulation and graphical solution various types of solutions simplex

method of solving linear programming duality principles dual simplex method.

UNIT 2 : Artificial variable techniques Big M method two phase method assignment problem

transportation problem MODI method of finding optimal solutions.

UNIT 3 : Sequencing problem replacement problems game theory zero sum games graphical

method solution of games by LPP.

UNIT 4 : Decision analysis components of decision making decision making without probabilities

maximum minimax regret Hurwicz and equal likelihood criterion decision making with probabilities

expected value expected opportunity loss criterion.

UNIT 5 : Network flow models shortest route problem project management the CPM and PERT

Networks.

Books for Study and Reference :

Sharma, J.K. (1997) : Operations Research, Theory and applications, Macmillan.

Taha, H.A. (1996) : Operations Research, 5th edition, Prentice Hall of India, New York.

Prerequisite: compulsory knowledge in Advanced Statistical Inference and Survival Analysis

UNIT 1 : Graphs, Diagrams , Descriptive Statistics and Data Exploration Techniques

UNIT 2 : Bivariate Data Analysis, Multivariate Data Analysis

UNIT 3 : Non parametric Tests

UNIT 4 : Statistical Models ,Time series Analysis

UNIT 5 : Simulation Techniques

*****

STATISTICS

An independent Department of Statistics started functioning in 1941 and became a full fledged

Department of study and research from 1975 under the leadership of

Department offers Masters M.Phil. and Ph.D. programmes. The Department also offers P.G. Course in

Actuarial Science, a self-supportive course under University Industry Community Interaction Centre

(UICIC) of the University .

65

66

STATISTICS

(Course Proposals for the academic year 2007 2008)

A CORE COURSES

Title of the Course

C/E/S

L

Subject

Code

I SEMESTER

MSI

MSI

MSI

MSI

C101

C102

C103

C104

UOM S001

Real Analysis

Linear Algebra

Distribution Theory

Measure Theory

Elective 1

Elective 2

Soft Skill

C

C

C

C

E

E

S

3

3

3

3

2

2

1

1

1

1

1

1

0

0

0

0

0

0

4

4

4

4

3

3

2

Probability Theory

Sampling Theory

Statistical Estimation Theory

Practical I (Calculator Based)

Elective 3

Elective 4

Soft Skill

C

C

C

C

E

E

S

3

3

3

2

2

2

1

1

1

0

1

1

0

0

0

0

0

0

4

4

4

2

3

3

2

Multivariate Analysis

Testing Statistical Hypotheses

Design & Analysis of Experiments

Elective 5

Soft Skill

Internship

C

C

C

E

S

S

3

3

3

2

1

1

1

1

0

0

0

0

4

4

4

3

2

2

Practical II (Calculator Based)

Practical III (Software Based)

Project Work / Dissertation

Reliability and Survival Analysis

Elective 6

Soft Skill

C

C

C

C

C

E

S

3

0

0

0

3

2

1

0

0

6

1

1

0

2

2

0

0

0

4

2

2

6

4

3

2

II SEMESTER

MSI

MSI

MSI

MSI

C105

C106

C107

C108

UOM S002

III SEMESTER

MSI C109

MSI C110

MSI C111

UOM S003

UOM I001

IV SEMESTER

MSI

MSI

MSI

MSI

MSI

C112

C113

C114

C115

C116

UOM S004

B ELECTIVE COURSES :

Subject

Code

MSI E101

MSI E102

MSI E103

MSI E104

MSI E106

MSI E107

MSI E108

MSI E109

MSI E110

MSI S111 *

MSI S112 *

Operations Research

Actuarial Statistics

Statistical Genetics

Markov Chain and its Applications

Statistical Methods for Epidemiology

Stochastic Modeling

Non parametric inference

Data Mining Tools

Bayesian Inference

Statistics for Social Sciences

Bio-Statistics

3

3

3

3

3

3

3

3

3

3

3

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

3

3

3

3

3

3

3

3

3

3

3

67

Pre-requisite : Undergraduate level Mathematics.

3 1

Guest Faculty

n-dimensional Euclidian space;

open and closed intervals (rectangles), compact sets, Bolzano Weirstrass theorem, Heine Borel theorem.

Unit II : Sequences and series; their convergence. Real valued functions, continuous functions; uniform continuity,

sequences of functions, uniform convergence ; power series and radius of convergence.

Unit III : Differentiation, maxima minima of functions; functions of several variables, constrained maxima minima of functions.

Unit IV : Riemann integral & Riemann Stieltjes integral with respect

properties of R.S. integral integrators of bounded variation.

an increasing integrator

Unit V : Multiple integrals and their evaluation by repeated integration, change of variables in multiple

integration. Uniform convergence in improper integrals, differentiation under the sign of integral

Leibnitz rule.

REFERENCES :

Apostol, T.M. (1985) : Mathematical Analysis, Narosa, Indian Ed.

Bartle,R.G., Sherbert, D.R.(1982) : introduction to Real analysis.

Malik, S.C.(1985) : Mathematical analysis, Wiley Eastern Ltd.

Royden, H.L.(1995) : Real analysis, 3ed., Prentice Hall of India.

Rudin, Walter (1976) : Principles of Mathematical Analysis, McGraw Hill.

Rangachari,M.S.(1996) : Real Analysis, Part 1, New Century Book House.

MSI C102

Linear Algebra

Pre-requisite : Undergraduate level Mathematics.

3 1

Unit 1 : Vector spaces, Linear dependence, linear independence, basis and diversion of vector space, inner product Gram Schmidt

orthogonalization, linear transformations, projection operators, null space and nullity.

Unit II : Matrix algebra, rank and inverse of a matrix, determinants, characteristic roots, characteristic polynomial, Cayley Hamilton

theorem, multiplicity of characteristic roots, idempotent matrix.

Unit III : Reduction of matrices, Echelon form, Hermite canonical form, diagonal reduction, rank factorization, triangular reduction

Jordan form, pairs of symmetric matrices, singular value decomposition, spectral decomposition.

Unit IV : Kronecker product of matrices matrix differentiation, generalized inverse, Moore-Penrose inverse and properties of ginverse, Application of g-inverse.

Unit V : Quadratic forms, classification, definiteness, index and signature, extremum of quadratic forms, reduction of quadratic

form, transformation, applications of quadratic forms.

REFERENCES :

Bellman, R. (1970) : Introduction to Matrix Analysis, 2nd ed. McGraw Hill.

Biswas, S. (1984) : Topics in Algebra of Matrices, Academic Publications.

David, A.Harville(1997) : Matrix algebra from a statisticians perspective, Springer.

Hadley, G. (1987) : Linear Algebra, Narosa Publishing House.

Hoffman, K. and Kunze, R. (1971) : Linear Algebra, 2nd ed. Prentice Hall, Inc.

Graybill, F.A. (1983) : Matrices with application in Statistics, 2nd ed. Wadsworth.

Rao, C.R. & Bhimasankaran, P.(1992) : Linear algebra, Tata McGraw Hill Pub. Co. Ltd.

Searle, S.R. (1982) : Matrix Algebra useful for Statistics, John Wiley and Sons, Inc.

MSI C103 Distribution Theory

Pre-requisite : Undergraduate level Mathematics.

3 1

Guest Faculty

Unit I : Brief review of distribution theory, functions of random variables and their distributions using Jacobian of transformation,

Laplace and Caushy distribution, lognormal distribution, gamma, logarithmic series.

Unit II : Bivariate normal, Bivariate exponential, Bivariate Poisson, Compound, truncated and mixture of

distributions, concepts of convolution.

68

Unit III : Sampling distributions, non-central chi-square distribution, t and F distributions and their properties,

distributions of quadratic forms under normality and related distribution theory Cochrans and James theory.

Unit IV : Order statistics their distributions and properties, Joint and marginal distributions of order statistics, extreme value and

their asymptotic distributions, approximating distributions of sample moment, delta method.

Unit V : Kolmogorov Smirnov distributions, life distributions, exponential, Weibull and extreme value distributions Mills ratio,

distributions classified by hazard rate.

REFERENCES :

Gibbons(1971) : Non-parametric inference, Tata McGraw Hill.

Rohatgi, V.K. and Md. Whsanes Saleh, A.K.(2002) : An introduction to probability & Statistics, John Wiley

and Sons.

Rao, C.R. (1973) : Linear statistical inference and its applications, 2ed, Wiley Eastern.

Mood,A.M. & Graybill, F.A. and Boes, D.C. : Introduction to the theory of statistics, McGraw Hill.

Johnson,S. & Kotz,(1972): Distributions in Statistics, Vol. I, II & III, Hougton & Miffin.

Dudewicz, E.J., Mishra, S.N.(1988) : Modern mathematical statistics, John Wiley.

Searle, S.R.(1971) : Linear models, John Wiley.

MSI C104 Measure Theory

C

Pre-requisite : Undergraduate level Mathematics.

3 1

Unit I : Sets and set functions, Algebra of sets, limits of sequence of sets, classes of sets : Ring, Field, Field and monotone classes,

Generated classes.

Unit II : Measure functions, properties of measure functions, Outer measure, extension and completion

of measures signed measures, Hahn Decomposion theorem.

Unit III : Lebesgue, Stieltjes measures, examples, measurable functions, approximation theorems.

Unit IV : Measure integration, properties of measure integrals, Monotone convergence theorem and dominated convergence

theorem, Fatous lemma.

Unit V : Absolute continuity, Radon Nikodymn theorem, singularity, Lebesgue Decomposion theorem, Fubinis theorem,

convergence types for measurable functions (almost everywhere, in mean and their inter-relationships).

REFERENCES :

Munroe, M.E. (1971) : Measure and integration, 2nd ed. Addision Wesley.

Ash, R.B. (1972) : Real analysis and probability, Academic press.

Kingman, J.F.C. and Taylor, J. (1973) : Introduction to measure and probability, Cambridge University

Press.

Royden, H.L. (1968) : Real analysis, 2nd ed. Macmillan.

Loeve, M. (1960) : Probability theory, Van Nostrand.

Halmos, P.R. (1974) : Measure theory, East-West.

De Barr, G. (1987) : Measure theory and integration, Wiley Eastern.

MSI C105 Probability Theory

Pre-requisite : Measure Theory.

3 1

Unit I : Events, sample space, different approaches to probability, random variables and random vector,

Distribution functions of random variables and random vector, Expectation and moments, basic, Markov,

Chebyshevs, Holders, Minkowskis and Jensens inequalities.

Unit II : Independence of sequence of events and random variables, conditional probability, conditional expectation,

smoothing properties, Tail-sigma field, 0-1 law of Borel and Kolmogorov, Hew itt-Savage 0-1 law.

Unit III : Characteristic functions and their properties, inversion formula, convergence of random variables, convergence

in probability, almost surely, in the r-th mean and in distribution, their relationships, convergence of moments, Helly-Bray

theorem, continuity theorem and convolution of distributions.

Unit IV : Convergence of series of random variables, three-series theorem, Khintchines weak law of large numbers,

Kolmogorov inequality, strong law of large numbers.

69

Unit V : Central limit theorem, statement of CLT, Lindeberg, Levy and Liapounov forms with proof and

Lindeberg Fellers form examples.

REFERENCES :

Bhat, B.R. (1985) : Modern probability theory, 2nd ed. Wiley Eastern.

Chow, Y.S. and Teicher, H. (1979) : Probability theory, Springer Verlag.

Ash Robert, B. (1972) : Real analysis and probability, Academic Press. 3 rd ed.

Chung, K.L. et al : A course in probability theory, Academic press.

V.K.Rohatgi etal(2002) : An introduction to probability and statistics, John Wiley.

Parthasarthy, K.R. (1977) : Introduction to probability and measure, MacMillan Co., Breiman, L. (1968) :

Probability, Addison Wesley.

MSI C106 Sampling theory

C

Pre-requisite : Undergraduate level Mathematics.

3 1

Dr.M.R.Srinivasan

Unit I : Review of basic finite population sampling techniques SRS, Stratified, Systematic sampling, related results on

estimation, allocation problem in stratification sampling, efficiency of systematic over stratified and SRS.

Unit II : Varying probabilities, PPS WR/WOR ordered and un-ordered estimator, selection of samples Horowitz Thompson, Desraj,

Rao Hartley-Cochran estimators.

Unit III : Sampling with supplementary information, Ratio and regression estimators and related results.

Unit IV : Multi stage and multiphase sampling, two stage sampling with equal number of second stage

under-double sampling cluster sampling.

Unit V : Non sampling errors, errors in surveys (Types of Errors), Observational errors (Measurement and related results,

Incomplete samples (Non-response Politz and summary randomized response technique, Introduction to Jackknife and bootstrap

techniques.

REFERENCES :

Cochran, W.G. (1977) : Sampling Techniques 3rd ed., Wiley.

Des Raj and Chandak (1988) : Sampling Theory, Narosa.

Murthy, M.N. (1977) : Sampling theory and methods. Statistical publishing society, Calcutta.

Sukhatme & Sukhatme (1984) : Sampling theory of surveys with applications. ISAS.

Singh, D. and Chaudhary, F.S. (1986) : Theory and Analysis of Sample Survey Designs, New Age

International Publishers.

Pre-requisite : Probability Theory.

3 1

Dr.G.Gopal

Unit I : Sufficient statistics, Neyman, Fisher Factorisation theorem, the existence and construction of minimal sufficient statistics,

Minimal sufficient statistics and exponential family, sufficiency and completeness, sufficiency and invariance.

Unit II : Unbiased estimation : Minimum variance unbiased estimation, locally minimum variance unbiased estimators,

Rao Blackwell theorem.Completeness- Lehmann Scheffe theorems, Necessary and sufficient condition for unbiased

estimators

Unit III : Cramer- Rao lower bound, Bhattacharya system of lower bounds in the 1-parameter regular case. Chapman

-Robbins inequality.

Unit IV : Maximum likelihood estimation, computational routines, strong consistency of maximum likelihood estimators,

Asymptotic Efficiency of maximum likelihood estimators, Best Asymptotically Normal estimators, Method of moments.

Unit V : Bayes and minimax estimation : The structure of Bayes rules, Bayes estimators for quadratic and convex loss functions,

minimax estimation, interval estimation.

REFERENCES :

70

Lehmann, E.L. (1983) : Theory of point estimation, John Wiley.

Zacks, S. (1971) : The theory of statistical inference, John Wiley.

Rao, C.R. (1973) : Linear statistical inference and its applications, Wiley Eastern, 2 nd ed.

Ferguson, T.S. (1967) : Mathematical statistics, A decision theoretic approach, Academic press, New York

and London.

Lindley, D.V. (1965) : Introduction to probability and statistics, Part 2, Inference, Cambridge University

Press.

MSI C108

2 0

All Faculty

Practical Exercises based on MSI C102, MSI C103, MSI C106 and MSI C107

MSI C109 Multivariate Analysis

Pre-requisite : Distribution theory.

3 1

Guest Faculty

Unit I : Random sampling from a multivariate normal distribution. Maximum likelihood estimators of parameters. Distribution of

sample mean vector. Wishart matrix its distribution and properties. Distribution of sample generalized variance.

Unit II : Null and non-null distribution of simple correlation coefficient. Null distribution of partial and

multiple correlation coefficient. Distribution of sample regression coefficients. Application in testing and

interval estimation. Distribution of sample intra class correlation coefficient in a random sample from

a symmetric multivariate normal distribution. Application in testing and interval estimation.

Unit III : Null distribution of Hotellings T2 statistics. Application in tests on mean vector for one and more multivariate

normal populations and also on equality of the components of a mean vector in a multivariate normal population.

Unit IV : Multivariate linear regression model estimation of parameters, tests of linear hypotheses about regression coefficients.

Likelihood ratio test criterion. Multivariate Analysis of variance (MANOVA) of one-and two-way classified data.

Unit V : Classification and discrimination procedures for discrimination between two multivariate normal populations

sample Discriminant function, tests associated with Discriminant functions, probabilities of misclassification and their

estimation, classification into more than two multivariate normal populations.

Principal components, Dimension reduction, Canonical variables and canonical correlation definition,

use, estimation and computation.

REFERENCES :

Anderson, T.W. (1983) : An introduction to multivariate statistical analysis. 2nd ed.Wiley. (study)

Giri, N.C. (1977) : Multivariate statistical inference, Academic press.

Kshirsagar, A.M. (1972) : Multivariate analysis, Marcel Dekker.

Morrison, D.F. (1976) : Multivariate statistical methods, 2nd ed. McGraw Hill.(study)

Muirhead, R.J. (1982) : Aspects of multivariate statistical theory, Wiley.

Rao, C.R. (1973) : Linear Statistical Inference and its applications, 2nd ed. Wiley.

Seber, G.A. (1984) : Multivariate observations, Wiley.

Sharma, S. (1996) : Applied multivariate techniques, Wiley.

Srivastava, M.S. and Khatri, C.G. (1979) : An introduction to multivariate statistics. North Holland.

Johnson,R.& Wichern(1992) : Applied multivariate statistical analysis, Prentice Hall, 3ed.(study).

MSI C110 Testing Statistical Hypotheses

Pre-requisite : Probability Theory .

3 1

Dr.G.Gopal

Unit I : Uniformly most powerful tests, the Neyman-Pearson fundamental Lemma, Distributions with monotone likelihood

ratio.Problems

Unit II : Generalization of the fundamental lemma, two sided hypotheses, testing the mean and variance

of a normal distribution.

Unit III : Unbiased ness for hypotheses testing, similarly and completeness, UMP unbiased tests for multi parameter

exponential families, comparing two Poisson or Binomial populations, testing the parameters of a normal distribution

(unbiased tests), comparing the mean and variance of two normal distributions.

Unit IV : Symmetry and invariance, maximal invariance, most powerful invariant tests.

71

Unit V : SPRT procedures, likelihood ratio tests, locally most powerful tests, the concept of confidence sets, non parametric tests.

REFERENCES :

V.K.Rohatgi etal(2002) : An introduction to probability and statistics, John Wiley.

Lehmann, E.L. (1986) : Testing of statistical hypothesis, John Wiley.

Ferguson, T.S. (1967) : Mathematical statistics, A decision theoretic approach, Academic press.

Rao, C.R. (1973) : Linear statistical inference and its applications, Wiley Eastern, 2 nd ed.

Gibbons, J.D. (1971) : Non-parametric statistical inference, McGraw Hill.

MSI C111

C

Experiments

Pre-requisite : Matrix algebra & Linear models.

3 1

Dr.M.R.Srinivasan

Unit I : Linear models, classification, linear estimators, Gauss-Markov theorem, BLUE, test of general linear hypothesis, fixed,

mixed and random effects models.

Unit II : Review of basic designs: CRD, RBD, LSD, Orthogonal latin squares, Hyper Graeco Latin squares analysis of variance

analysis of covariance multiple comparisons multiple range tests - Missing plot technique general theory and applications.

Unit III : General factorial experiments, factorial effects; best estimates and testing the significance of

factorial effects ; study of 2 and 3 factorial experiments in randomized blocks; complete and partial

confounding. Fractional replication for symmetric factorials. Sprip plot and split block experiments.

Unit IV : General block design and its information matrix (C), criteria for connectedness, balanced and orthogonality; intrablock

analysis (estimability, best point estimates / interval estimates of estimable linear parametric functions and testing of linear

hypotheses) : BIBD recovery of interblock information; Youden design intrablock analysis.

Unit V : Response surface methodology - first order and second order rotatable designs, applications: clinical trials.

REFERENCES :

Das, M.N. and Giri, N. (1979) : Design and analysis of experiments, Wiley Eastern.

John, P.W.M. (1971) : Statistical design and analysis of experiments, Macmillan.

Montgomery, C.D. (2001) : Design and analysis of experiments, John Wiley, New York.

Friedman, L.M., Furberg, C.D., Demets, D.L.(1998) : Fundamentals of clinical trials, Springer.

Robert, O., Kuelhl(2000) : Design of experiments. Statistical principles of research design and analysis,

Duxbury.

Federer, W.T.(1963) : Experimental design; Theory and application, Oxford & IBH publishing Co.

Doshi, D.D. (1987) : Linear estimation and design of experiments, Wiley Eastern Ltd.

MSI C112 Statistical Quality Management

Pre-requisite : Undergraduate level Statistics.

3 1

Ms.M.R.Sindhumol

Unit I : Concept of quality definition and standardization of quality Functional elements of TQM, quality movements

in India, quality circle, quality audit, Direct and indirect quality costs, measurement and analysis Pareto and Ishikawa

diagrams, ISO 9000 series.

Unit II : General theory and review of control charts for attribute and variable data; O.C. and A.R.L. of control charts; Moving

average and exponentially weighted moving average charts; Cu-sum charts using V-masks and Economic design of X-bar chart.

Unit III : Acceptance sampling plans for attribute inspection ; single, double and sequential sampling plans and their properties.

Plans for inspection by variables for one-sided and two-sided specifications; Mil-Std and IS plans.

Unit IV : continuous sampling plans for Dodge type and Wald-Wolfiwitz type and their properties, chain sampling plan..

Unit V : Capability indices Cp, Cpk and Cpm; estimation, confidence intervals and tests of hypotheses relating to

capability indices for Normally distributed characteristics. Use of Design of Experiments in SPC, factorial experiments.

REFERENCES :

72

Ott,E.R. (1975) : Process quality control, McGraw Hill.

Grant, L. and Leavenworth, S. (1996) : Statistical quality control, McGraw Hill.

Murthy, M.N. (1989) : Excellence through quality & reliability, Applied statistical centre.

Thomas P.Ryan(2000) : Statistical methods for quality improvement 2ed., John Wiley.

MSI C113

0 0

Practical Exercises based on MSI C109, MSI C110, MSI C111, MSI C112 and MSI C113

MSI C114

0 0

Use Statistical packages like SPSS, MINITAB / S-PLUS for solving statistical problems in Core and Electives.

Exercises will be prepared by the faculty in-charge.

MSI C115

Pre-requisite : Probability Theory.

0 6

All Faculty

3 1

Dr. G.Gopal

Unit I : Introduction to Survival concepts, Survival functions and hazard rates, concepts of Type I, Type II, Random and other types of

censoring, likelihood in these cases.

Unit II : Life distributions-exponential Weibull, Gamma, Lognormal, Pareto, Linear failure rate, estimation / testing under censoring setup.

Unit III : Life tables, failure rate, mean residual life and their elementary properties.

Unit IV : Estimation of survival functions-actuarial estimator, Product limit (Kaplan-Meier) estimator, properties.

Unit V : Cox proportional hazards regression models with one and several covariates, exponential, Weibull, lognormal regression.

REFERENCES :

Miller,R.G.(1981) : Survival analysis, John Wiley.

Collet, D.(1984) : Statistical analysis of life time data.

Despande,J.V., Gore, A.P. and Shanbhogue, A.(1995) : Statistical analysis of non normal data, Wiley Eastern.

Cox, D.R. and Oakes, D.(1984) : Analysis of survival data, Chapman & Hall, New York.

Gross, A.J. and Clark, V.A.(1975) : Survival distribution: Reliability applications in the Biomedical sciences, John Wiley and Sons.

Elandt-Johnson,R.E. Johnson, N.L. : Survival models and data analysis, John Wiley & sons.

Kalbfleish, J.D. and Prentice R.L.(1980) : The statistical analysis of failure time data, John Wiley.

ELECTIVES

MSI E101

Operations Research

Guest Faculty

Unit I : Linear programming Simplex and Revised simplex method. Duality in LPP sensitivity Analysis Bounded variable Techniques

parametric and integer programming problems Game theory different methods of solving game problems.

Unit II : Application of LPP Transportation problem Assignment problem characteristic of queuing model M/M/1 and M/M/C

queuing model.

Unit III : Network analysis- PERT and CPM-Simulation- Monte-Carlo Techniques.

REFERENCES :

Handy Taha (1992) : Operations Research, An Introduction, Prentice Hall.

Hiller Lieberman (1995) : Introduction to Opearations Research, McGraw Hill.

J.K.Sharma(1997) : Operations Research. Theory and Applications, Macmillan.

MSI E102

Actuarial Statistics

73

Guest Faculty

Unit I : Mortality : Gompertz - Makeham laws of mortality - life tables.

Annuities : Endowments, Annuities, Accumulations, Assurances, Family income benefits.

Unit II : Policy Values : Surrender values and paid up policies, industrial assurances, Joint life and last survivorship, premiums.

Unit III : Contingent Functions : Contingent probabilities, assurances. Decrement tables.

Pension funds : Capital sums on retirement and death, widows pensions, benefits dependent on marriage.

REFERENCES :

Study Material, 104-Survival Models, Actuarial Society of India.

Hooker,P.F., Longley, L.H.-Cook (1957) : Life and other contingencies, Cambridge.

Alistair Neill(1977) : Life contingencies, Heinemann professional publishing.

Hosack,I.B., Pollard, J.H. and Zehnwirth, B.(1999) : introductory statistics with applications in general insurance, Cambridge University.

MSI E103

Statistical Genetics

Dr.M.R.Srinivasa

n

Unit I : Bio-assays - response relationship - Transformation - probit and logits - Feller's theorem. Symmetric and Asymmetric assays.

Unit II : Mating designs - random mating - Hardy and Weinberg equilibrium. Inbreeding - segregation and linkage analysis.

Unit III : Estimation of gene frequencies - inheritance - heritability- repeatability - selection index - diallel and triallel crosses.

REFERENCES :

Falconer, D.S.(1981) : Introduction to quantitative genetics, Longman.

Bruce, S.Wein(1990) : Genetic data analysis, Sinauer associates.

Keneth Lange(1997): Mathematical and statistical methods for genetic analysis, Springer.

MSI E104

Guest Faculty

Unit I : Markov Chains - classification of states, Determination of higher order transition probabilities,

stability of a Markov system, limiting behavior.

Unit II : Kolmogorov forward and backward differential equations. Poisson processes - birth and

death processes and applications.

REFERENCES :

J.Medhi(1982) : Stochastic processes, Wiley Eastern.

Cinlar, E.(1975) : Introduction to stochastic processes, Prentice Hall.

Samuel Karlin and Howard M.Taylor(1975) : A first course in Stochastic processes Vol.I, Academic Press

Bhat,B.R.(2000) : Stochastic models : Analysis and Applications, New Age International.

MSI E106

Dr.M.R.Srinivasa

n

Unit I : Measures of disease frequency : Mortality / morbidity rates, incidence rates, prevalence rates. Source of mortality / morbidity

statistics hospital records, vital statistics records. Measures of secrecy or validity : sensitivity index, specificity index. Measure of reliability.

Epidemiologic concepts of diseases : Factors which determine the occurrence of diseases, models of transmission of infection, incubation

period, disease spectrum and herd immunity.

74

Unit II : Observational studies in Epidemiology : Retrospective (case control) & prospective (cohort or longitudinal) studies. Measures of

association : Relative risk, attributable risk. Statistical techniques used in analysis : Cornfield and Garts method, Mantel Haenszel method.

Conditional and unconditional matching. Analysis of data from matched samples, logistic regression approach.

Experimental Epidemiology : Clinical and community trials Statistical techniques: Methods for comparison of two treatments. Crossover

design with Garts and McNemars test. Randomization in a clinical trials, sequential methods in clinical trials, clinical life tables, assessment

of survivability in clinical trials.

Unit III : Mathematical modeling in Epidemiology : (deterministic and stochastic) simple epidemic model, generalized epidemic model,

Read-Frost and Green-wood models, models for carrier borne and host vector diseases. Estimation of latent and infectious periods,

geographical spread of the disease, simulation of an epidemic.

REFERENCES :

Kahn, H.A., Sempose, C.T.(1989) : Statistical methods in Epidemiology, Oxford University press.

Daley, D.J., Gani, J.(1999) : Epidemic modeling an introduction, Cambridge.

MSI E107

Stochastic Modelling

Dr.G.Gopal

Unit I : Basic concepts of Stochastic Processes and their classifications - Markov chain and its applications - Markov processes and

applications.

Unit II : Time Series models : Concepts, analysis and applications.

Gauss Weiner processes - Levy processes. Brownian Motion.

Unit III : Monte Carlo simulations of stochastic processes.

REFERENCES :

J.Medhi(1982) : Stochastic processes, Wiley Eastern.

Cinlar, E.(1975) : Introduction to stochastic processes, Prentice Hall.

Samuel Karlin and Howard M.Taylor(1975) : A first course in Stochastic processes Vol.I, Academic Press

Bhat,B.R.(2000) : Stochastic models : Analysis and Applications, New Age International.

MSI E108

Dr.M.R.Srinivasa

n

Unit I : Rank tests for comparing two treatments, Wilcoxon ranksum tests, Asymptotic null distribution of Wilcoxon statistics, Siegel-Tukey

and Smirnov tests, power of Wilcoxon rank, sum tests, Asymptotic power, comparison with students t-test, estimating the treatment effect.

Unit II : Block comparison for two treatments, sign test for paired comparisons, Wilcoxon signed rank test, a balanced design for paired

comparisons, power of sign and Wilcoxon signed rank tests and their comparisons.

Comparison of more than two treatments, the Kruskal, Wallis test, 2 x t contingency table, comparing several treatments with a control,

ranking several treatments.

Unit III : Randomised complete blocks, Friedman, Cochran, McNemar tests, Aligned ranks. Tests of randomness and independence, testing

against, trend, testing for independence, zxt contingency tables.

REFERENCES :

Lehmann, E.L.(1975) : Non parameteric: Statistical methods based on Ranks, McGraw Hill.

Gibbons, J.D.(1971) : Non parametric Statistical inference, McGraw Hill.

Hajek, J. and Sidak, Z.(1967) : The theory of rank tests, Academic press.

Hollandar, M. and Wolfe, D.A.(1973) : Non parametric statistical methods, John Wiley.

Walsh, J.F.(1962) : Handbook of non parametric statistics, Van Nostrand.

Puri,M.L.(Ed.) (Bloomington1969)n (1972) : First international symposium on non parametric inference, Cambridge University press.

MSI E109

Unit II : Introduction to databases, data warehouse, online analytical processing.

75

Ms.M.R.Sindhumo

l

Unit III : Association rules, neural networks, regression models and trees.

REFERENCES :

Han,J and Kamber,M(2001) : Data mining: Concepts and techniques, Morgan Kautamann publishers.

Brieman, L. Friedman, J.H.,Olshen, R.A. and Stone,C.J.(1984) : Classification and regression trees; Wardsworth and Brooks.

Hestie, T.,Tibshirani,R. and Friedman,J.(2001) : The elements of statistical learning, Springer.

Johnston,R.R. & Wichern (1992):Applied multivariate Statistical analysis, Prentice Hall.

MSI E110

Bayesian Inference

Guest Faculty

Unit I : Bayesian point estimation : as a prediction problem from posterior distribution. Bayes estimators for (i) absolute error loss (ii) squared

error loss (iii) 0-1 loss. Generalization to convex loss functios. Evaluation of the estimate in terms of the posterior risk. theorem prior and

posterior distributions. Conjugate priors and Jeffreys priors, examples.

Unit II : Bayesian interval estimation : Credible intervals. Highest posterior density regions. Interpretation of the confidence coefficient of an

interval and its comparison with the interpretation of the confidence coefficient for a classical confidence interval.

Unit III : Bayesian testing of hypotheses : Specification of the appropirate form of the prior distribution for a Bayesian testing of hypothesis

problem. Prior odd,s Posterior odds, Bayes factor for various types of testing hypothesis problems depending upon whether the null

hypothesis and the alternative hypothesis are simple or composite.

REFERENCES :

Berger,J.O. : Statistical decision theory and Bayesian analysis, Springler Verlag.

Robert, C.P. and Casella, G.Monte Carlo : Statistical methods, Springer Verlag.

Leonard, T. and Hsu, J.S.J. : Bayesian methods, Cambridge University press.

Degroot, M.H. : Optimal statistical decisions, McGraw Hill.

Bernando, J.M. and Smith, A.F.M. : Baysian theory, John Wiley and sons.

Robert, C.P. : The Bayesian choice : A decision theoretic motivation, Springer.

MSI S111

Dr.G.Gopal /

Guest Faculty

Unit I : Measures of central tendency and dispersion - coefficient of variation. Elements of probability theory Bayes theorem. Random variables - standard distributions and their properties, Binomial, Poisson, Uniform, Normal

Distributions.

Unit II : Elements of sampling theory - Simple and stratified and systematic sampling schemes. Multiple correlation

and Regression, Partial linear and Regression, Correlation and regression - Rank Correlation.

Unit III : Tests of significance based on Normal t, Chi square and F distributions. ANOVA - one-way and

two-way classifications.

REFERENCES :

John E.Freund(1999) : Mathematical statistics, Pearson education.

Rohatgi, V.K. (2001) : An introduction to probability and statistics, John Wiley.

Bhat,B.R. Srivenkataraman,T. and Rao Madheva K.S.(1997) : Statistics:A beginners text, Vol.II, New age international Pvt. LTd.

MSI S112

Bio-Statistics

Dr.M.R.Srinivasan

/

Ms.M.R.Sindhumo

l

Unit I : Frequency distribution - Diagrammatic representation - Measures of Central tendency - Dispersion - Probability

- Probability distribution - Binomial, Poisson & Normal Distribution.

Unit II : Elements of sampling theory Simple, stratified and systematic sampling schemes. Applications in Biology

Correlation and Regression, Rank Correlation. Multiple correlation and Regression, Partial correlation.

Unit III : Large Sample test - Small sample test - Student t, F tests - Chi-Square test for independence and Goodness

of fit - Analysis of Variance. Non parametric Tests - Sign test, Run test, Median test, Two Sample Rank test.

76

REFERENCES :

Wayne,W.David(1987) : A foundation for analysis in Health Sciences 4 th ed., John Wiley and Sons.

Jerrold H.Zar ( 1984) : Bio statistical analysis, Prentice hall 2 nd ed.

Susan Milton, J.(1992) : Statistical methods in the biological and health sciences, McGraw Hill.

Jain,J.R.(1982) : Statistical techniques in quantitative genetics, Tata McGraw Hill.

77

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