IIT JAM Mathematical Statistics Syllabus

IIT JAM Mathematical Statistics Syllabus
The Mathematical Statistics (MS) Test Paper comprises following topics of Mathematics (about 30%
weight) and Statistics (about 70% weight).
Mathematics
 Sequences and Series of real numbers:
Sequences of real numbers, their convergence, and limits. Cauchy sequences and their convergence.
Monotonic sequences and their limits. Limits of standard sequences. Infinite series and its convergence,
and divergence. Convergence of series with non-negative terms. Tests for convergence and divergence of
a series. Comparison test, limit comparison test, D’Alembert’s ratio test, Cauchy’s �th root test, Cauchy’s
condensation test and integral test. Absolute convergence of series. Leibnitz’s test for the convergence of
alternating series. Conditional convergence. Convergence of power series and radius of convergence.
 Differential Calculus of one and two real variables:
Limits of functions of one real variable. Continuity and differentiability of functions of one real variable.
Properties of continuous and differentiable functions of one real variable. Rolle's theorem and Lagrange's
mean value theorems. Higher order derivatives, Lebnitz's rule and its applications. Taylor's theorem with
Lagrange's and Cauchy's form of remainders. Taylor's and Maclaurin's series of standard functions.
Indeterminate forms and L' Hospital's rule. Maxima and minima of functions of one real variable, critical
points, local maxima and minima, global maxima and minima, and point of inflection. Limits of functions
of two real variables. Continuity and differentiability of functions of two real variables. Properties of
continuous and differentiable functions of two real variables. Partial differentiation and total
differentiation. Lebnitz's rule for successive differentiation. Maxima and minima of functions of two real
variables. Critical points, Hessian matrix, and saddle points. Constrained optimization techniques (with
Lagrange multiplier).
 Integral Calculus:
Fundamental theorems of integral calculus (single integral). Lebnitz's rule and its applications.
Differentiation under integral sign. Improper integrals. Beta and Gamma integrals: properties and
relationship between them. Double integrals. Change of order of integration. Transformation of variables.
Applications of definite integrals. Arc lengths, areas and volumes.
 Matrices and Determinants:
Vector spaces with real field. Subspaces and sum of subspaces. Span of a set. Linear dependence and
independence. Dimension and basis. Algebra of matrices. Standard matrices (Symmetric and Skew
Symmetric matrices, Hermitian and Skew Hermitian matrices, Orthogonal and Unitary matrices,
Idempotent and Nilpotent matrices). Definition, properties and applications of determinants. Evaluation of
determinants using transformations. Determinant of product of matrices. Singular and nonsingular
matrices and their properties. Trace of a matrix. Adjoint and inverse of a matrix and related properties.
Rank of a matrix, row-rank, column-rank, standard theorems on ranks, rank of the sum and the product of
two matrices. Row reduction and echelon forms. Partitioning of matrices and simple properties.
Consistent and inconsistent system of linear equations. Properties of solutions of system of linear
equations. Use of determinants in solution to the system of linear equations. Cramer’s rule. Characteristic
roots and Characteristic vectors. Properties of characteristic roots and vectors. Cayley Hamilton theorem.
Statistics
 Probability:
Random Experiments. Sample Space and Algebra of Events (Event space). Relative frequency and
Axiomatic definitions of probability. Properties of probability function. Addition theorem of probability
function (inclusion exclusion principle). Geometric probability. Boole's and Bonferroni's inequalities.
Conditional probability and Multiplication rule. Theorem of total probability and Bayes’ theorem.
Pairwise and mutual independence of events.
 Univariate Distributions:
Definition of random variables. Cumulative distribution function (c.d.f.) of a random variable. Discrete
and Continuous random variables. Probability mass function (p.m.f.) and Probability density function
(p.d.f.) of a random variable. Distribution (c.d.f., p.m.f., p.d.f.) of a function of a random variable using
transformation of variable and Jacobian method. Mathematical expectation and moments. Mean, Median,
Mode, Variance, Standard deviation, Coefficient of variation, Quantiles, Quartiles, Coefficient of
Variation, and measures of Skewness and Kurtosis of a probability distribution. Moment generating
function (m.g.f.), its properties and uniqueness. Markov and Chebyshev inequalities and their applications.
 Standard Univariate Distributions:
Degenerate, Bernoulli, Binomial, Negative binomial, Geometric, Poisson, Hypergeometric, Uniform,

Exponential, Double exponential, Gamma, Beta (of first and second type), Normal and Cauchy
distributions, their properties, interrelations, and limiting (approximation) cases.
 Multivariate Distributions:
Definition of random vectors. Joint and marginal c.d.f.s of a random vector. Discrete and continuous type
random vectors. Joint and marginal p.m.f., joint and marginal p.d.f.. Conditional c.d.f., conditional p.m.f.
and conditional p.d.f.. Independence of random variables. Distribution of functions of random vectors
using transformation of variables and Jacobian method. Mathematical expectation of functions of random
vectors. Joint moments, Covariance and Correlation. Joint moment generating function and its properties.
Uniqueness of joint m.g.f. and its applications. Conditional moments, conditional expectations and
conditional variance. Additive properties of Binomial, Poisson, Negative Binomial, Gamma and Normal
Distributions using their m.g.f..
 Standard Multivariate Distributions:

Multinomial distribution as a generalization of binomial distribution and its properties (moments,
correlation, marginal distributions, additive property). Bivariate normal distribution, its marginal and
conditional distributions and related properties.
 Limit Theorems:
Convergence in probability, convergence in distribution and their inter relations. Weak law of large
numbers and Central Limit Theorem (i.i.d. case) and their applications.
 Sampling Distributions:
Definitions of random sample, parameter and statistic. Sampling distribution of a statistic.
 Order Statistics:
Definition and distribution of the �th order statistic (d.f. and p.d.f. for i.i.d. case for
continuous distributions). Distribution (c.d.f., p.m.f., p.d.f.) of smallest and largest order
statistics (i.i.d. case for discrete as well as continuous distributions).
 Central Chi-square distribution:
Definition and derivation of p.d.f. of central �2 distribution with � degrees of freedom

(d.f.) using m.g.f.. Properties of central �2 distribution, additive property and limiting
form of central �2 distribution.
 Central Student's �-distribution:
Definition and derivation of p.d.f. of Central Student's �-distribution with � d.f.,

Properties and limiting form of central �-distribution.
 Snedecor's Central �-distribution:
Definition and derivation of p.d.f. of Snedecor's Central �-distribution with (�, �) d.f..
Properties of Central �-distribution, distribution of the reciprocal of �- distribution.
Relationship between �, � and �2 distributions.
 Estimation:
Unbiasedness. Sufficiency of a statistic. Factorization theorem. Complete statistic. Consistency and

relative efficiency of estimators. Uniformly Minimum variance unbiased estimator (UMVUE).
RaoBlackwell and Lehmann-Scheffe theorems and their applications. Cramer-Rao inequality and
UMVUEs.
 Methods of Estimation:
Method of moments, method of maximum likelihood, invariance of maximum likelihood estimators.

Least squares estimation and its applications in simple linear regression models. Confidence intervals and
confidence coefficient. Confidence intervals for the parameters of univariate normal, two independent
normal, and exponential distributions.
 Testing of Hypotheses:
Null and alternative hypotheses (simple and composite), Type-I and Type-II errors. Critical region. Level
of significance, size and power of a test, p-value. Most powerful critical regions and most powerful (MP)
tests. Uniformly most powerful (UMP) tests. Neyman Pearson Lemma (without proof) and its
applications to construction of MP and UMP tests for parameter of single parameter parametric families.
Likelihood ratio tests for parameters of univariate normal distribution.

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IIT JAM Mathematical Statistics Syllabus

 Differential Calculus of one and two real variables:

 Matrices and Determinants:

 Standard Univariate Distributions:

Degenerate, Bernoulli, Binomial, Negative binomial, Geometric, Poisson, Hypergeometric, Uniform,

 Standard Multivariate Distributions:

Definitions of random sample, parameter and statistic. Sampling distribution of a statistic.

 Central Chi-square distribution:

Definition and derivation of p.d.f. of central �2 distribution with � degrees of freedom

 Central Student's �-distribution:

Definition and derivation of p.d.f. of Central Student's �-distribution with � d.f.,

 Snedecor's Central �-distribution:

Unbiasedness. Sufficiency of a statistic. Factorization theorem. Complete statistic. Consistency and

Method of moments, method of maximum likelihood, invariance of maximum likelihood estimators.

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