MSc I Sem (Statistics)

1st Paper : Linear Algebra

Unit 1: Vector space; linear dependence, basis and dimension of a vector space finite dimensional
vector space, completion theorem, subspace

Unit-2: Inner product spaces, orthogonal basis and Gram- Schmidt process of Orthogonalization,
orthogonal projection of a vector linear simultaneous equations Cramer's rule

Unit-3: Linear transformation and their properties, partitioned matrices. Idempotent matrices,
Kronecker product, Hadamard product, Hermite canonical form, generalized inverse

Unit-4: Bilinear forms, equivalence of bilinear forms, quadratic forms, reduction of quadratic forms,
orthogonal reduction, index and signature of a quadratic form.

Unit-5: Eigen values, Eigen vectors and the characteristic equations of a matrix. Eigen value and
Eigen vectors of a linear transformation. Cayley- Hamilton Theorem, minimal polynomial, multiplicity
of Eigen values, Hermitian matrices.

Paper-II Distribution Theory-I

Unit-1: Random Variable and its mathematical expectation, conditional expectation, joint, marginal
and conditional p.m.fs, and p.d.fs.

Unit-2: Standard discrete distribution- the discrete uniform distribution, Binomial Truncated
Binomial, Hyper geometric, Poisson, Truncated Poisson, Geometric and Negative Binomial
distribution.

Unit-3: Continuous distribution- continuous Uniform, Exponential, Gamma, Beta and Cauchy
distribution.

Unit-4: Normal, Lognormal, Laplace, Pareto, Weibull, and Power series distribution.

Unit-5: Order Statistics- their distributions and properties, joint and marginal distribution of order
statistics. Extreme values and their asymptotic distributions (statement only).

PAPER-III: SAMPLING TECHNIQUES

Unit -1: Simple random sampling - definition, notations, properties of the estimates, variance of the
estimates, f. p. c. estimates of the standard error formula sample, confidence limits. (Art. 2.1 to 2.8).

Stratified random sampling - description, notations, properties of the estimates, estimated variance
and confidence limits, optimum allocation, relative precision of stratified random sampling and
simple random sampling. (Art.5.1 to 5.6, Cochran)
Unit -2: Stratified random sampling - estimation of sample size with continuous data, stratified
sampling for proportions, gains in precision in stratified sampling for proportions, estimation of
sample size with proportions. (Art.5.9 to 5.12, Cochran)

Ratio estimators - methods of estimation, the ratio estimator, approximate variance of the ratio
estimate, estimation of the variance from a sample, confidence limits, comparison of the ratio
estimate with mean per unit, conditions under which the ratio estimator is BLUE, bias of the ratio
estimate, accuracy of the formulas for the variance and estimated variance,ratio estimates in
stratified random sampling. (Art. 6.1 to 6.10, Cochran.)

Unit -3: Regression estimators the linear regression estimate, regression estimate with pre-assigned
b, regression estimate when b is computed from the sample, sample estimate of variance, large
sample comparison with the ratio estimate and the mean per unit, accuracy of the large sample
formula for V(yr) and v(yr), bias of the linear regression estimate, the linear regression estimator
under a linear regression model, regression estimates in stratified sampling. (Art.7.1 to 7.9,
Cochran).

Systematic sampling description, relation to cluster sampling, variance of the - estimated mean,
comparison of systematic with stratified random sampling, populations in " random" order,
Populations with linear trend method of populations with linear trends, population with periodic
variation. (Art. 8.1 to8.8, Cochron)

Unit -4: Single stage cluster sampling cluster of equal sizes reasons for cluster sampling, comparisons
of precision made from survey data, variance in terms of intracluster correlation. Variance functions,
cost function, cluster sampling for proportions. (Art. 9.1 to 9.7, Cochron). Cluster of unequal sizes -
cluster units of unequal sizes, sampling with probability proportional to size, selection with unequal
probabilities with replacement. Optimum measure of size, relative accuracies of three techniques,
sampling with unequal probabilities without replacement. The Horvitz - Thomson estimator. (Art. 9A.
1 to 9A.7, Cochron).

Unit -5: Subsampling with units of equal size: two-stage sampling, finding means and variance in
two-stage sampling, variance of the estimated mean in two-stage sampling, sample estimation of
the variance. Estimation of proportions, optimum sampling and subsampling fractions. (Art. 10.1 to
10.6, Cochron). Subsampling with units of unequal size introduction, sampling methods when n=1
and n>1, two useful - results. Unit selected with equal probabilities: unbiased estimator and ratio to
size estimate (Art. 11.1 to 11.8, Cochron).

Double sampling description of the technique, double sampling for stratification, optimum
allocation, estimated variance in double sampling for stratification (Art. 12.1 to 12.4 Cochron).

Paper-IV: Measure Theory and Probability

Unit - I: Classes of sets, fields, Sigma fields, minimal Sigma- field, limit superior and limit inferior of a
sequence. Measure, probability measure, properties of measure.
Unit-2: Lebesgue and Lebesgue- stieltjes measures. Measureable functions, random variable,
sequence of random variables, almost sure convergence, convergence in probability (and in
measure)

Unit-3: Integration of a measurable function with respect to a measure, monotone convergence

theorem.

Unit-4: Borel- Cantelli lemma, independence, Weak and Strong law of large number for i.i.d.
sequences (Definition and example of Markov dependence.

Unit-5: Convergence in distribution, characteristics function, uniqueness theorem. Statement of

Levy's continuity theorem. Central limit theorem for a sequence of independent variables under
Lindeberg's condition, Central limit theorem for i.i.d. random variables.)

STATISTICS SEMESTER-II

Paper I: Statistical Inference - I

Unit 1: Point Estimation : Unbiasedness, Consistency, sufficient conditions for consistent estimators,
Efficiency, most efficient estimators, minimum variance unbiased estimators, Sufficiency,
factorization theorem (discrete case only), properties of sufficient estimators, Minimal sufficient
statistic.

Unit 2: Cramer-Rao inequality, its alternative forms, conditions for the equality, Rao-Blackwell
_theorem, completeness, complete family of distributions, Lehman Scheffe theorem.

Unit 35 Methods of estimation: Method of maximun likelihood, properties of maximum likelihood

estimators (Statement only), Method of moments, properties of moment estimators. Interval
Estimation: confidence interval and confidence limits, construction of confidence interval using
pivots, shortest expected length confidence interval.

Unit 4: Testing of Hypothesis: Statistical hypothesis, simple and composite. Errors of first and second
kind, critical region, level of significance, power of the test, most powerfiil test, uniformly most
powerful (UMP) test, Neyman-Pearson lemma. Unbiased test and unbiased critical region.

Unit 5 Likelihood Ratio Test; properties of LR tests (No derivation), UMP tests for simple null
hypothesis against one sided alternatives, exponential family of densities, UMP tests for one sided
null against one sided alternatives in one parameter exponential family.
PAPER-II (REAL ANALYSIS)

Unit-1: Elements of set theory; introduction to real numbers, introduction to n-dimensional Euclidian
space, open and closed intervals, compact sets, Bolgano-Weirstrass and Heine-Borel theorems.

Unit-2: Sequences and series; their convergence. Real valued functions, continuous functions,
uniform continuity.

Unit-3: Sequences of functions, Uniform convergence. Power series and radius of convergence.

Unit-4: Differentiation, maxima -minima of functions; functions of several variables, constrained

maxima- minima of functions.

Unit-5: 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.

PAPER-III DISTRIBUTION THEORY II

it-1: Jointly distributed random variables, distribution function of joint distribution.marginal

distributions conditional distributions and Independence of X and Y. Discrete and continuous two
dimensional distributions, moments of conditional distributions.

nit-2: Simple correlation and regressionl non-linear regression, regression of the second kind,
correlation index and correlation ratio, Bivariate normal distribution.

Jnit-3: Sampling distribution of a function of random variables, case of discrete and continuous
variables. Three basic sampling distributions - Chi square, t and F-distributions. Sampling
distributions arising from univariate normal distribution (sample mean, sample variance).

Unit-4: Non central Chi squaret and F distributions, their properties and applications.

Unit-5: Distributions arising from the bivariate normal (linear functions of two jointly distributed
normal variables )/sampling distribution of sample means, variances and covariances in bivariate
normal situation, sampling distribution of 'r'..

Paper IV: Programming with C language

nit 1: Introduction and importance of C language, sample C programs, basic structure of C programs.
Character set, C tokens, Keywords and identifiers, Constants, Variables. Data types, declaration of
variables, assigning values to variables.
Init 2: Operators and Expression: Introduction, types of operators, arithmetic expressions, evaluation
of expressions, mathematical functions. Managing input and output operators, reading and writing a
character, formatted input and formatted output

Unit 3: Decision making and branching: Introduction, decision making with IF statement. simple IF
statement, the IF- ELSE statement, nesting of IF...ELSE statements, the ELSE IF ladder, switch
statement. Looping, the WHILE statement, DO statement and the FOR statement.

Unit 4: Introduction to Arrays and Pointers, One and Two dimensional arrays. Initializing two
dimensional arrays, Multidimensional arrays. Understanding pointers, decling and initializing
pointers, pointer expression, pointer increments and scale factor, pointers and functions, pointers
and structures.

Unit 5: User defined functions, need for user defined functions return value and their types, calling a
function, category of functions, nesting of functions, Recursion, function with arrays, scope and
lifetime of variables in function.

M.A./ M.Sc. (STATISTICS) SEMESTER III

Paper I: Statistical Inference -II

Jnit I: Elements of Decision Theory - Some basic concepts, loss function; risk function, Minimax
approach, Bayes approach; Point estimation as a decision problem, Hypothesis testing is a decision
problem, interval estimation as a decision problem, Bayes and minimax estimators, Admissibility of
estimators.

Unit II: Sequential Analysis- Walds Sequential probability Ratio Test (SPRT), Determination of
constants, Walds fundamental identity (no derivation), OC function of SPRT, ASN function of SPRT.

Unit III: Non-parametric methods- Parametric v/s non-parametric methods, Order statistics and their
distribution. Ranks, Correlation between Ranks and variate values.Treatment of ties in ranks.

Unit IV: Tests for one sample problems -Run test, Kolmogorov- Smimov test, Sign test, Wilcoxon
signed rank test.

Paper II: MULTIVARIATE ANALYSIS

Unit I: The multivariate normal distribution, the distribution of linear combination of normally
distributed variates; Independence of variates, marginal distribution, The multiple correlation
coefficient, Some formulas for practical correlations, The Characteristic function.
Unit II: Estimation of the mean vector and the covariance matrix: The maximum likelihood estimates
of the mean vector and the covariance matrix, The distribution of the sample mean vector, The
Generalized T²- statistics: Derivation of the T2- statistics as a function of the likelihood ratio criterion.

Unit III: The distribution of T², uses of T- statistics, Mahalnobis D² - statistics, its distribution and uses,
Wishart distribution, Its derivation and properties.

Unit IV: Definition of Principal components in the population, Maximum likelihood estimates of the
principal components and their variances, Canonical correlation and variates in the population.

Unit V: The problem of classification, Standards of good classification, Procedures of classification

into one of the two populations with known probability distributions, Classification into one of the
two known multivariate normal populations, Classification into one of the two multivariate normal
populations when the parameters are estimated.

Paper III: OPERATION RESEARCH

Unit 1: Definition and Scope of O.R., Phases of O.R., Linear Programming: Graphical solution of two
variable problems, Formation of linear programming (LPP), Slack and Surplus variables, Standard and
Matrix forms of LPP. Important definitions, assumptions of LPP, simplex method of solution.

Unit II: Two-phase simplex method, Big-M method, problem of degeneracy. Special cases:
Alternative solutions, unbounded solutions and non-existing solutions. Duality in LPP. Duality
theorems: Fundamental duality theorem and existence theorems.

Unit III: Assignment problem: Fundamental theorems, Hungarian method for assignment problems,
unbiased assignment problems. Travelling salesmen problem. Transportation problem, method for
initial basic feasible solution, method for optimal solution, degeneracy in transportation problems.

Unit IV: Theory of games: Basic definitions minimax (maximin) criterion, saddle point, optimal
strategies and the value of the game, solution of games with saddle point, minimax-maximin
principle for mixed stratigy games, 2 x 2 games without saddle point, principle of dominance
graphical method for 2 x n games.
Unit V: Job Sequencing: Terminology and notations, processing n jobs through 2 machines,
processing two jobs through m machines and n jobs through m machines. Project Management by
PERT-CPM: Basic steps in PERT/ CPM techniques, Rules for drawing network diagram, time estimates
and critical path in network analysis. Project evaluation and review technique (PERT): Optimistic,
most likely, pessimistic and expected time (PERT).

Paper-IV: Demography

Unit 1: Census and vital statistics data, vital rates and ratio, standardization of rates, Measurement
of moratlity; Standard death rates, Neo- natal, peri-natal and infant mortality rates, causes of death
rates Construction of life table and their uses, Abrideged life tables

Unit II: Measures of fertility; period and cohort measures, use of birth order statistics, Child-woman
ratio, standard fertility rates, Gross and Net reproduction rates, length of generation, Stationary and
stable population, Probability models for times for first birth.

Unit III: Population estimation, Logistic curve, fitting of Logistic curve by method of Perl, Reed and
Rhode, Makehan's graduation formula and its fitting.

Unit IV: Population projection and their matrix presentation, method of solution. Migration and
distribution of population. Different methods of estimation of migration.

Unit V: Poisson process, linear birth and death process, Birth, death and migration model, Extinction
of population.

SEMESTER-IV

Paper I: Linear Model and Design of Experiments

Unit 1 The General linear model, Normal equation and least squares estimates, Estamability of a
linear parametric function, Definition of a BLUE, The Guass- Markoff theorm, Variance and
covariance of BLUES, Estimation space, Error space.

Unit II Analysis of variance with one-way, two-way and three-way classifications. Analysis of
covariance.

Unit III Fundamental priniciples of experimental design. Completely randomized, randomized blocks
and Latin square design. Missing plot technique in RBD and LSD.

Unit IV Simple factorial experiments. Total and partial confounding in factorial experiments.

32 factorial experiments.

Unit V Split plot Design, Balanced and Partially Balanced Incomplete Block Design. Lattice Design.
Youden's Square and Cross Over

PAPER-II: Statistical Quality Control and Reliability Theory.

Unit 1 The general theory of control charts, control charts for variables and attributes including
fraction defective (when sample sizes vary). Applications of the theory of runs and related patterns.

Unit - II OC and ARL of control charts, CUSUM charts for Binomial, Poisson and Normal distributions
and derivations of d and 0 for V-mask of these distributions General notion of acceptance sampling
plans. Properties and determination of parameters of single and double attributes sampling plans for
LTPD, AOQL and AQL requirements.

Unit III Sequential sampling plans for attributes. Sampling inspection by variables Single Sampling
Plan with known and unknown process standard deviation when the lot quality is described by the
process mean (specifications being given), Unit-IV Problems in life festing. Hazard rate Reliability,
Failure modals. Exponential failure modal with one and two parameters. Properties of exponential
distribution. Estimation of mean or life with complete samples.

Unit - V Introduction of series and parallel systems. Reliability of series system with identical

components. Reliability of parallel system with identical components. Reliability of series and

parallel system.

Paper-III: Mathematical Economics

UNIT-1 Supply and Demand Function, Elasticity of Supply and Demand, graphical method of
determination of elasticity of demand.

Unit-II Theory of consumer behavior, utility function, marginal utility and indifference curve,
maximization of utility function, Liontier inter industry model.

Unit-III National Income, Pareto's and lognormal distributions. Concentration curve, Gini's
concentration ratio.

Unit-IV Production function, elasticity of substitution, Cobb- Douglas production function, marginal
rate of substitution, C.E.S. production function.Theory of growth; multiplier accelerator model of
Harrod-Domar, Phillips and Samuelson-Hicks,

Unit-V Perfect and imperfect competitions, monopoly, average and marginal revenue, profit

maximization, application of monopoly, Duopoly and oligopoly, Cournot and Collusion solution.
Paper-IV: Econometrics

Unit I Nature and scope of Econometrics. Linear model (Two variabic case)

Unit II General linear model, Estimation under exact linear restrictions multicollinearity,

Specification error.

Unit III Heteroscedastic disturbances, Stochastic regressors, errors in variables.

Unit IV Auto-correlation, test of Auto-Correlation. Use of prinicipal components. canonical

correlations in econometrics.

Unit V Simultaneous linear equation model, identification problem, restriction on structural

parameters, rank and order conditions. Restrictions on variances and co-variances.

Paper-VI: Research Methodology

Unit-1 Nature and Scope of Research Methodology. Problem Formulation and Statement of
Research Objectives.

Unit-2 Value and cost of information- Bayesian Decision Theory, Organization structure of Research;
Research Process, Research Design; Exploratory, Descriptive and Experimental Research.

Unit-3 Different methods of data collection- Observational, survey (interview) methods.

Questionnaire Design Schedule and Case Study Method, Attitude measurement techniques;
Motivational Research techniques.

Unit-4 Administration of surveys, Sample design; selecting an Appropriate Statistical Technique,

Tabulation and presentation of data; Writing report of investigation.

sUnit-5 Advanced Techniques for data analysis ANOVA, Discriminant Analysis, Factor Analysis,
Multidimensional scaling and clustering methods.