B.Sc. (Statistics) : Detailed Frame Work & Syllabus (For Candidates Admitted From 2013 - 14 Onwards) (CBCS Pattern)
B.Sc. (Statistics) : Detailed Frame Work & Syllabus (For Candidates Admitted From 2013 - 14 Onwards) (CBCS Pattern)
B.Sc. (Statistics) : Detailed Frame Work & Syllabus (For Candidates Admitted From 2013 - 14 Onwards) (CBCS Pattern)
(STATISTICS)
&
SYLLABUS
(For candidates admitted from 2013 –14 onwards)
(CBCS Pattern)
1
B.SC STATISTICS (CBCS – Pattern)
CURRICULUM FRAME WORK
Lecturer Max.Mark
S.N SE Study
Title of the paper Theory Practical In E Total Credit
o M Component
x
1 I Language Language – Paper I 6 - 25 75 100 3
2 English English – Paper I 6 - 25 75 100 3
3 Core I Descriptive Statistics 4 - 15 60 75 3
Core II Probability and Random
4 Variables 4 - 15 60 75 3
2
Lecturer Max.Mark
S.N SE
Study Component Title of the paper Credit
o M Theory Practical In E Total
x
21 V Core IX Statistical Inference - II 5 - 15 60 75 3
22 Core X Design of Experiments 5 - 15 60 75 3
23 Core XI Applied Statistics 5 - 15 60 75 3
24 Core XII Operations Research -II 6 - 15 60 75 3
25 Core Elective I Data Analysis using R 1 4 40 60 100 5
Core Core Practical - III
- 4 40 60 100 4
(Calculator Based)
Soft Skill - IV Computing Skill 3
Total 500 24
26 VI Core - XIII Sampling Techniques 4 - 15 60 75 3
27 Core -XIV SQC & Reliability 4 - 15 60 75 3
28 Core - XV Regression Analysis 4 - 15 60 75 3
29 Core -XVI Stochastic Processes 5 - 15 60 75 3
30 Core Elective II Data Analysis using SPSS 5 - 40 60 100 5
Core Elective III/ Actuarial Statistics
31 5 - 25 75 100 5
Project
Core Core Practical IV
- 4 40 60 100 4
(Calculator Based)
Value addition ***************
2
course
Total 600 28
Papers Marks
LANGUAGES 400
ENGLISH 400
ALLIED 400
CORE ELECTIVE 300
CORE (THEORY + PRACTICAL) 1500
Total 3000
3
CORE PAPER I
DESCRIPTIVE STATISTICS
Credits: 3 (4 hrs/week)
Objective: To introduce basic statistical concepts.
UNIT 1:
Definition- scope of statistical methods and their limitations - Collection of data -Primary
and secondary sources - nominal, ordinal, ratio and interval scale.
UNIT 2:
Classification and Tabulation – Diagrammatic and graphical representation - Bar diagrams
– Pie diagram – Histogram – Ogives, Lorenz curves.
UNIT 3:
Measures of location, dispersion, moments and measure of skewness and kurtosis for both
grouped and ungrouped data.
UNIT 4:
Simple correlation and regression : Introduction – Scatter diagram – Karl Pearson’s
coefficient of correlation – Properties of correlation coefficients - Spearman’s rank correlation –
Simple regression – Properties of regression coefficients
UNIT 5:
Fundamental set of frequencies, consistency of data, conditions for consistency, contingency
table, association of attributes - measures of associations – Yule’s coefficient of association –
coefficient of colligation.
Note: Simple numerical problems from Units 3, 4 & 5 may be asked in sections A & B only.
1. Goon, A.M., Gupta, M.K. and Dasgupta, B. (1991): Fundamentals of Statistics - Volume 1,
World press, Calcutta.
2. Kapoor, J.N. and Saxena, H.C. (2002): Mathematical Statistics, S. Chand & Sons Pvt. Ltd.,
New Delhi.
4
CORE PAPER II
PROBABILITY AND RANDOM VARIABLES
Credits: 3 (4 hrs/week)
Objective: To introduce the basic concepts in probability.
UNIT 1:
Random experiment, sample point, sample space, Classical and relative frequency
approach to probability, Axiomatic approach to probability. Addition theorem of probability –
simple problems. Boole’s inequality.
UNIT 2:
Conditional probability, independence of events, multiplication theorem. Baye’s
theorem and its applications - simple problems.
UNIT 3:
Random variable - discrete and continuous, distribution functions, probability mass
function, probability density function and their properties. Joint – marginal and conditional
distributions - conditional expectation - conditional variance - stochastic independence -
correlation coefficient- simple problems
UNIT 4:
Mathematical Expectation - addition theorem and multiplication theorem - Properties of
expectation - Variance of a random variable and its properties. Measures of location, dispersion,
skewness and kurtosis for discrete and continuous variables. Chebychev’s inequality-simple
problems
UNIT 5:
Moment generating function, characteristic function, Cumulant generating function – their
properties – simple problems. Statement of uniqueness theorem - Definition of convergence in
probability, convergence in distribution, and Weak Law of Large Numbers – Statement and
meaning of Central Limit theorem.
1. Gupta, S.C and Kapoor, V.K. (2002): Fundamentals of Mathematical Statistics, Sultan
Chand & Sons Pvt. Ltd., New Delhi.
2. Hogg, R.V., McKean, J. W. and Craig, A.T. (2006): Introduction to Mathematical
Statistics, Sixth Edition, Pearson education, India.
3. Mood, A.M., Graybill, F.A. and Boes, D.C. (1974): Introduction to theory of Statistics,
McGraw Hill.
4. Parson, Modern Probability Theory
1. Rohatgi, V.K. and Saleh, A.K.Md.E. (2002): An introduction to probability and Statistics,
John Wiley and Sons.
2. Sanjay Arora & Bansilal (1989): New Mathematical statistics, Meerat Publications, New
Delhi.
5
CORE PAPER III
DISTRIBUTION THEORY I
Credits: 3 (4 hrs/week)
UNIT 1:
Discrete Uniform distribution – mean – Variance – First Four Moment – M.G.F – P.G.F;
Bernoulli distribution & Binomial distribution – Mean – Variance – Mode -M.G.F – P.G.F-
CGF; Characteristic Function- Recurrence formula – additive property.
UNIT 2:
Poisson distribution – Mean – Variance – Mode – M.G.F – P.G.F- CGF; Characteristic
function – Recurrence formula – Additive Property – approximation of Binomial distribution to
Poisson.
UNIT 3:
Geometric Distribution – Mean – Variance –Recurrence Formula – Memory less property
– M.G.F – P.G.F; Negative Binomial distribution – Mean – Variance – M.G.F – Recurrence
Formula – P.G.F – Reproductive Property.
UNIT 4:
Hyper-geometric distribution – Mean – Variance – approximation to binomial
distribution - Multinomial Distribution – M.G.F.- correlation.
UNIT 5:
Continuous Uniform - Mean – Variance – M.G.F – Characteristic function – Normal
Distribution – Mean – Variance – First Four Moments – Mode – Skewness – Kurtosis – M.G.F –
CGF-characteristic function – Linear Combination of Normal Variates – Reproductive Property.
6
CORE PAPER IV
MATRIX ALGEBRA
Credits : 3 (4 hrs/week)
Objective: To acquaint students with some fundamental notions and techniques that are required
for pursuing core areas of statistics.
UNIT 2 (Inversion):
Singular & Non – singular Matrices. Inverse of a Matrix and its properties. Rank of a
Matrix – Properties. Method of Matrix inversion.
Note: Simple numerical problems from all the units may be asked in sections A & B only.
1. Gupta, S. C (1978), An Introduction to Matrices, Sultan Chand and Sons, New Delhi.
2. Shanthi Naryanan (1993), A Text Book Matrices, Sultan and Chand and Sons, Delhi.
3. Vashishta Theory of Matrices
1. Aggarwal, R.S. (1987) : A text book on Matrices, 4th edition, S.Chand & Company (pvt) Ltd.
2. Hohn, F. E (1971), Elementary Matrix Algebra, Second Edition, Amerind Publishing
Company, New Delhi.
7
CORE PRACTICAL I
BASED ON CORE PAPERS – I & IV
Credits: 2 (3 hrs/week)
NOTE:
Internal Marks : 20 Marks,
External examination : 30 marks.
1. Construction of univariate and bivariate distributions with samples of size not exceeding
200.
2. Diagrammatic and graphical representation of data and frequency distribution.
3. Cumulative frequency distribution – Ogives – Lorenz curve.
4. Measure of location and dispersion. (Absolute and relative)
5. Curve fitting by the method of least squares.
(i) y=ax + b (ii) y=ax2 + bx + c (iii) y=aebx
6. Computation of correlation coefficient and regression lines for raw and grouped data.
Rank correlation coefficient.
7. Construction of contingency table and testing the consistency of data.
8. Computation of various measures of associations of attributes.
9. Rank of a matrix of order p x q (p, q<4).
10. Inverse of a non singular matrix – by
i. Sweepout method
ii. Cayley Hamilton theorem
11. Solution to system of linear equations.
12. Determination of characteristic roots and characteristic vectors of second and third order
square matrices.
8
CORE PAPER V
DISTRIBUTION THEORY - II
Credits: 3 (4 hrs/week)
UNIT 1:
Beta, Gamma, Cauchy, Exponential – Mean – Variance – M.G.F – distribution function –
Properties (Both one & two Parameter).
UNIT 2:
Log normal, Pareto, Weibull, Laplace, Logistic distributions: Definition, Mean, variance,
M.G.F – properties.
UNIT 3:
Sampling distributions – Sampling distributions of Chi-Square– derivation of its pdf,
mgf – first four moments- properties – applications. Distribution of sample mean and variance
from normal population.
UNIT 4:
Sampling distributions – Definition of t statistic - derivation of its pdf - first four moments
– applications.
Definition of F statistic - derivation of its pdf – mean and variance – applications.
Inter relationship between t, F and Chi-square, Properties and applications.
UNIT 5:
Order statistics – distribution of first, nth and ith order statistics – joint distribution of rth
th
and s order statistics - distribution of median and range –simple problems.
9
CORE PAPER VI
DEMOGRAPHY
Credits: 3 (4 hrs/week)
10
ALLIED II – PAPER I
PROGRAMMING IN C++
Credits: 4 (4 hrs/week)
UNIT 1:
Object-Oriented programming – advantages of OOP over procedure oriented
programming – OOP language. What is C++? – features and applications of C++ - Source code
and object code – C++ compilers – Features of iostream.h – Comments – Input/Output using
cin/cout, gets/puts , getchar/putchar and getc/putc.
UNIT2:
Character set – Tokens - Keywords – Variables (identifiers) - Declaration and initialization of
variables – Reference variables – Constants (string, numeric, character and symbolic constants).
Arithmetic operators – Relational operator – Logical operator – Assignment operator – Increment and
decrement operators – mathematical functions.
UNIT3:
If statement – if…else statement – switch statement – while statement – do…while
statement – for statement – break statement – continue statement – simple programs. Arrays –
one dimensional array – Two dimensional arrays – strings – simple problems. Defining a
function – Advantages of using a function – main function – return statement – Function
overloading. Structures.
UNIT 4:
Class- General form of a class declaration – Creating objects – Accessing class members
– Defining member functions outside/inside the class – Arrays within a class – Memory
allocation for objects – Arrays of objects. Constructors and Destructors.
UNIT-5:
Operator Overloading and Type conversions .Inheritance - Single Inheritance - Multilevel
Inheritance - Multiple Inheritance - Hierarchical Inheritance - Hybrid Inheritance.
NOTE: Students should be trained in writing Statistical Programs ( mean , Median , variance , skewness ,
kurtosis , correlation , regression – only for Raw data .Matrix manipulation – addition, multiplication, trace and
transpose). Programs can be asked in section C from the above list.
11
CORE PAPER VII
STATISTICAL INFERENCE - I
Credits: 3 (4 hrs/week)
UNIT1:
Point Estimation – Problem of Point Estimation – Properties of estimators – Consistency
and Efficiency of an estimator. Sufficiency of a statistic – Neyman factorization theorem –
simple problems.
UNIT 2:
Unbiasedness – Properties, MVUE, BLUE, Rao-Blackwell theorem – Sufficiency,
Cramer Rao inequality - simple problems.
UNIT 3:
Methods of estimation: Method of moments, Method of Maximum Likelihood, Method
of Minimum chi square, Method of modified minimum chi-square, Method of minimum variance
– properties of estimators obtained by these methods - simple problems.
UNIT 4:
Interval Estimation – Confidence Interval for proportions, mean(s), variance and variance
ratio based on chi square, student’s t, F and Normal distributions.
UNIT 5:
Tests of significance: concepts, tests based on normal, t, F and Chi Square.
12
CORE PAPER VIII
OPERATIONS RESEARCH - I
Credits: 3 (4 hrs/week)
UNIT 1:
Introduction to OR- Linear programming problem – Formulation of LPP – Solving the
LPP by graphical method – Solving the LPP by simplex method (degeneracy), Big M - Simple
problems.
UNIT 2:
Introduction- ingredients of decision making problem, process and environment,
decision under certainty, decision under uncertainty –Maximin, Minimax criterion, Maximax,
Minimin criterion, Laplace criterion and Horwicz criterion.
UNIT 3:
Decision under risk –Expected Monetary Value (EMV), Expected Opportunity Loss
(EOL) and Expected value of Perfect Information (EVPI).
Decision tree analysis- steps in decision tree analysis – advantages- simple problems.
UNIT 4:
Game Theory – Two person zero sum games, the maximin & minimax principle, Mixed
strategies, Graphical solution of 2xn and nx2 games, Dominance property.
UNIT 5:
Sequencing Problem –Introduction - ‘n’ jobs through 2 machines, ‘n’ jobs through 3
machines, ‘n’ jobs on m machines, two jobs on ‘m’ machines.
Note: Question paper can have 60% numerical problems and 40% theory questions.
13
CORE PRACTICAL II
BASED ON CORE PAPERS – V, VI & VII
Credits: 3 (3 hrs/week)
NOTE:
Internal Marks : 20 Marks,
External examination : 30 marks.
14
ALLIED II – PAPER II
NUMERICAL METHODS
Credits: 4 (4 hrs/week)
UNIT 1:
Finite differences – forward and backward differences operators E and delta, and their
basic properties – interpolation with equal intervals –Newton’s forward and backward
differences formulae - simple problems.
UNIT 2:
Interpolation with unequal intervals – divided differences and their properties – Newton’s
divided differences formula – Lagrange’s formula- simple problems.
UNIT 3:
Central difference interpolation formula – Gauss forward and backward differences
formulae – Stirling’s, Bessel’s, Everett’s central difference formula.
UNIT 4:
Inverse interpolation – Lagrange’s method – simple problems – Solution to
transcendental equations – bisection and Newton Raphson’s method, Horner’s method and
Stirling’s approximation. Solution to system of linear equations – Gauss elimination, Gauss
Seidel method and
UNIT 5:
Numerical differentiation – Numerical differentiation upto 2nd order only - simple
problems. Numerical integration – trapezoidal rule – Simpson’s one third and three eighth rule –-
simple problems.
1. Gupta, P.P. and Malik, G.S. (2006): Calculus of finite differences and numerical analysis,
34th edition, Krishna publishers.
2. Kandasamy, P. (2009) : Numerical Methods, 4th edition S. Chand & Sons.
3. Sastry, S.S. (2007): Introductory method of numerical analysis, 4th edition, Prentice Hall
of India.
15
ALLIED II – PRACTICAL
(Based on Allied II papers I and II)
Credits: 2 (2 hrs/week)
Write and test run the program in C++ for the following problems.
UNIT : I
UNIT: 2
16
CORE PAPER IX
STATISTICAL INFERENCE II
Credits: 3 (5 hrs/week)
Objective: To explain the parametric and non-parametric tests with illustrative examples.
UNIT 1:
Testing of Hypothesis – Statistical Hypothesis – Simple and composite hypothesis, Null
and alternative Hypothesis, Two types of errors, critical region, power of a test, Most powerful
test – Neymann-Pearson lemma – Simple problems based on Binomial, Poisson, Uniform,
Normal & exponential distributions.
UNIT 2:
Uniformly Most Powerful Tests – Power function and power curve – one
parameter exponential family, Monotone likelihood Ratio property, UMP tests for the
parameters of univariate Normal and Exponential distributions.
UNIT 3:
Likelihood Ratio Test (LRT) : Definition of LRT - Properties of LRT tests
(Statements only) – LRT for the mean and LRT of the variance of univariate normal
population – Test for equality of means of 2 independent univariate normal populations
with common unknown variance – Test for equality of variances of 2 independent
univariate normal populations.
UNIT 4:
Non-Parametric tests – sign test, Wilcoxon signed rank test, Median test, Mann-Whitney
U test, Runs test- for randomness, Kolmogorov-Smirnov one sample and two sample tests and
Kruskal-Wallis test.
UNIT 5:
Basic ideas on decision theory – Loss functions – Risk functions–Prior distributions –
Bayes’ Risk - simple problems based on Bayes’ estimation.
Sequential Probability Ratio Test – Definition and properties of SPRT without proof, OC
and ASN for Binomial, Poisson & Normal distributions – simple problems.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
1. Daniel, W.W. (2005): A foundation for Analysis in health Sciences, John Wiley and Sons.
2. Gupta, S.C and Kapoor, V.K. (2002): Fundamentals of Mathematical Statistics, Sultan
Chand & Sons Pvt. Ltd. New Delhi.
17
3. Hogg, R.V. and Craig, A.T. (1972): Introduction to Mathematical Statistics, third edition,
Academic Press, USA.
4. Rohatagi, V.K. (1976): An Introduction to Probability and Statistics, John Wiley & Sons.
(for unit 5- Section 8.8 only)
1. Beaumont, G.P. (1980): Intermediate mathematical Statistics, Chapman and Hall, New
York.
2. Gibbons, J. D. (1971): Nonparametric Statistical inference, McGraw- Hill Kogakusha
ltd., New Delhi.
3. Goon, A.M., Gupta, M.K. and Dasgupta, B.(1980): An outline of Statistical theory,
Volume I, 6th revised edition, World Press limited, Calcutta.
4. Mood, A.M., Graybill, F.A. and Boes, D.C. (1974): Introduction to the theory of
statistics, International student edition, McGraw Hill.
18
CORE PAPER X
DESIGN OF EXPERIMENTS
Credits: 3 (5 hrs/week)
Objective: To enable students to understand the principles of design and analysis of
experiments.
UNIT 1:
Principles of Experimentation: Replication, Randomization and Local Control; Size of
experimental unit; Methods of determination of experimental units – Maximum curvature
methods - Fairfield Smith’s variance law.
UNIT 2:
Analysis of Variance – Cochran’s Theorem (Statement only), one-way, two-way
classification (without interaction); Multiple range tests – Newman-Keuls test, Least significance
difference test, Duncan’s multiple range test & Tukey’s test; Transformations – Square root,
angular and log transformations.
UNIT 3:
Completely Randomized design (CRD) and its analysis; Randomized Block Design
(RBD) and its analysis; analysis of RBD with more than one but equal number of observations
per cell; Latin Square Design (LSD) and its analysis.
UNIT 4:
Missing plot technique – Meaning, Least square method of estimating (one /two) missing
observations in RBD and LSD; Analysis of covariance technique in CRD and in RBD with least
square estimates only.
UNIT 5:
Factorial experiments – Definition of 22, 23 and 32 factorial experiments and their
analysis; Principles of confounding – Partial and Complete confounding in 23 design; Split plot
design in RBD layout and its analysis.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
1. Dass, M.N. and Giri, N.C. (1986): Design and Analysis of Experiments, Wiley Eastern,
New Delhi.
2. Gupta, S.C. and Kapoor, V.K. (2008): Fundamentals of Applied Statistics, Sultan Chand
& Sons Pvt. Ltd., New Delhi.
BOOKS FOR REFERENCE:
1. Federer, W.T. (1955): Experimental Design, Oxford & IBH publishing Co., New Delhi
2. Montgomery, D.C. (2005): Design and Analysis of Experiments, 5th edition, John Wiley
and Sons inc.
19
3. Mukhopadhyay, P. (2005): Applied Statistics, Books and allied pvt ltd., Kolkata.
4. Snedecor, G.W. and Cochran, W.G. ( 1989): Statistical Methods, 8th edition, Iowa State
University Press.
20
CORE PAPER XI
APPLIED STATISTICS
Credits : 3 (5 hrs/week)
UNIT 1:
Time series – Concept – Components of time Series – Additive and multiplicative models
– Measurement of trend – Moving average method – Least square method.
UNIT 2:
Measurement of seasonal variations – Simple average method – Ratio to trend method –
Ratio to moving average method – Link relative method – Variate Difference method
UNIT 3:
Business forecasting – role of forecasting in Business – steps in forecasting – methods of
forecasting – exponential smoothing, regression with time series data. Box-Jenkins methodology
– steps only.
UNIT 4:
Index Numbers – uses, classification of index numbers – Problems in the construction of
index numbers – Methods of constructing index numbers – Unweighted index numbers –
weighted index numbers, quantity index numbers and cost of living index numbers.
Fixed and chain base index numbers- base shifting, splicing and deflating of index
numbers – Optimum test for index numbers – Time reversal test – factor reversal test.
UNIT 5:
Official Statistics: Statistical System in India CSO, NSSO and National Statistical
Commission (NSC) and its functions – Present structure of the Indian statistical system –
Functions of a statistical system – Agricultural statistics – Industrial statistics – Trade statistics –
Labour statistics – transport and Communication statistics.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
BOOKS FOR STUDY:
21
CORE PAPER XII
OPERATIONS RESEARCH - II
Credits : 3 (6 hrs/week)
Objective: Training the students to use optimization techniques for solving decision making
problems.
UNIT 1:
LPP - Duality theory, writing a dual of a primal problem, solution of a LPP using its dual
problem. Dual Simplex.
UNIT 2:
Transportation problem - obtaining initial basic feasible solutions by North west corner
rule, least cost method, Vogel’s approximation method - optimal solution by MODI method,
degeneracy(concept only), maximization in transportation - Unbalanced transportation problem.
UNIT 3:
Assignment problem – - balanced & unbalanced assignment problem- optimal solution by
Hungarian method – maximization in assignment - prohibited assignments -Traveling salesman
problem.
UNIT 4:
Network analysis by CPM / PERT: Basic concepts – constraints in Network –
construction of the network – Time calculations – Concepts of slack and float in network –
Finding optimum project duration and minimum project cost
UNIT 5:
Replacement – Introduction – Replacement of equipment/asset that deteriorates gradually
– Replacement policy when value of money does not change with time – Replacement policy
when value of money changes with time – Replacement of equipment that fails suddenly –
Individual replacement policy – group replacement policy.
Note: Question paper can have 60% numerical problems and 40% theory questions.
22
CORE ELECTIVE I
DATA ANALYSIS USING R
(COMPUTER BASED)
Credits: 5 (5 hrs/week)
1. Sudha G. Purohit, Sharad D. Gore and Shilaja R. Desmukh (2009), Statistics Using R
Language, Narosa, Chennai.
2. Brian S Everitt, Torsten Hothorn (2009), A Handbook of Statistical Analyses Using
R, Chapman & Hall/CRC, Second edition, England.
3. John Verzani (2009), Using R for Introductory Statistics, Chapman & Hall/CRC,
Ebook/pdf., UK.
23
CORE PRACTICAL III
(CALCULATOR BASED)
Credits : 4 (4 hrs/week)
Objective : To enhance computing skills.
NOTE:
Maximum: 100 marks
Internal marks: 40 & External Marks: 60
Duration of Examination: Three Hours.
Five Questions are to be set without omitting any topic
Candidates are to answer any three questions without omitting any
topic.
All questions carry equal marks.
Design of Experiments:
5. ANOVA – one & two way classification,
6. Analysis of CRD, RBD, LSD, their efficiencies, Missing plot techniques in RBD & LSD.
7. Analysis of covariance - one way classification with one concomitant variable.
8. Analysis of factorial experiments – 22, 23 ,with and without confounding and 32 factorial
experiments.
Applied Statistics:
9. Fitting of trend polynomials by method of least squares – linear,
quadratic, exponential.
10. Methods of measuring trend – semi averages, moving average.
11. Measurement of seasonal variation – simple average, ratio to trend ,
ratio to moving average and link relative methods.
12. Measurement of random component – variate difference method.
13. Construction of Index numbers - Laspeyre’s, Paasche’s, Bowley’s,
Fisher’s and Marshall-Edgeworth index numbers.
14. Fixed and Chain base index numbers, Cost of living numbers.
15. Base shifting, splicing and deflating of index numbers.
24
CORE PAPER XIII
SAMPLING TECHNIQUES
Credits : 3 (4 hrs/week)
Objective : To introduce various sampling Designs and develop problem solving Skills for
comparing the efficiencies of different sampling designs.
UNIT 1:
Design – Organization and execution of sample surveys – principal steps in sample
survey – Pilot survey – principles of sample survey – sampling and non-sampling errors –
advantages of sampling over complete census – limitations of sampling.
UNIT 2:
Sampling from finite population – simple random sampling with and without replacement
– unbiased estimate of the mean, variance of the estimate of the mean, finite population
correction – estimation of standard error from a sample – determination of sample size
UNIT 3:
Stratified random sampling – properties of the estimates - unbiased estimates of the mean
and variance of the estimates of the mean-optimum and proportional allocations – relative
precision of a stratified sampling and simple random sampling – estimation of gain in precision
in stratified sampling.
UNIT 4:
Systematic sampling – estimate of mean and variance of the estimated mean – comparison
of simple and stratified with systematic random sampling
UNIT 5:
Ratio estimators: Definition – bias – variance of the ratio estimator – Comparison with
mean per unit. Difference estimator – Regression estimator: Comparison with mean per unit.
PPS sampling – concept only – cumulative method and Lahiri method.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
25
CORE PAPER XIV
STATISTICAL QUALITY CONTROL AND RELIABILITY
Credits : 3 (4 hrs/week)
Objective : To provide the basic knowledge of quality control techniques and reliability
concepts.
UNIT 1:
Need for Statistical Quality Control techniques in Industry – Causes of Quality variation –
seven dimensions of quality - control charts – Use of the Shewhart – control chart – Specification
and tolerance limits – 3sigma limits – warning limits –application of theory of runs in quality
control – Introduction to 6σ concepts.
UNIT 2:
Control chart for variables: X chart – R chart – purpose, construction and their
interpretation. Control chart for attributes: p chart – np chart – c chart – Construction and their
interpretation.
UNIT 3:
Acceptance sampling plans for attributes: Producer’s risk and consumer’s risk –concepts
of AQL, LTPD, AOQ, AOQL, ATI and ASN –single sampling plan and double sampling plans –
OC, ASN, AOQ, ATI curves for single and double sampling plans.
UNIT 4:
Variable sampling plans- Sigma known and sigma unknown - determination of n and k for
one-sided specification – OC curve.
Sequential sampling plan – Sequential Probability Ratio Test – OC, ASN function-
working rule – binomial population only.
UNIT 5:
Reliability: Concepts of reliability – hazard rate – MTTF – Bath tub curve – Failure time
distribution – Exponential and Wiebull distributions – Reliability of series , parallel and standby
systems.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
26
CORE PAPER XV
REGRESSION ANALYSIS
Credits : 3 (4 hrs/week)
UNIT 1:
Partial and multiple correlation coefficients, relationships among simple, multiple and
partial correlation coefficients – biserial correlation coefficients.
UNIT 2:
Simple linear regression model: Description of the data model – estimation of
parameters by least square method and test of hypothesis – index of fit – predicted values and
standard errors – evaluation of fit – analysis of residuals.
UNIT 3:
Effect of outliers in simple regression – model, adequacy and residual plots – deletion of
data points – transformation of variables – transformation to achieve linearity – transformation to
stabilize variance – removal of heterogeneity – principles of weighted least squares.
UNIT 4:
Multiple linear regression: Description of the Data model – properties of least squares
estimators – predicted values and standard errors in multiple regression – generalized least
squares.
UNIT 5:
Inference on GLM: Test of hypothesis on the linear model – Assumption about the
explanatory variable – testing a subset of regression coefficient equals to zero – testing of
equality of regression coefficients.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
1. Kapoor, V.K. & Gupta, S.C. (2007): Fundamentals of mathematical statistics, Sultan
Chand and Sons
2. Montgomery, D. C., Peck, E. A. and Vining, G. G. (2003): Introduction to linear
regression analysis, third edition, John Wiley and Sons, Inc.
1. Draper, N.R. and Smith, H. (2003): Applied Regression Analysis, third edition, John
Wiley and Sons, Inc.
2. Johnston, J. (1984): Econometric methods, third edition, McGraw-Hill International.
27
CORE PAPER XVI
STOCHASTIC PROCESSES
Credits : 3 (5 hrs/week)
UNIT 2:
Markov chain – definitions and examples – higher transition probabilities – Chapman –
Kolmogorov equations (discrete) - simple problems only.
UNIT 3:
Poisson Process – Postulates – Properties – Related distributions – exponential,
uniform, geometric and negative binomial distributions.
UNIT 4:
Pure Birth Process – Yule-Fury process – Birth and Death Process – Immigration -
Emigration processes.
UNIT 5:
Queuing Theory – Introduction – elements of a queuing system –operating characteristics
of a queuing system- classification of queuing models – definitions of transient state and steady
state. Poisson models – detailed study of the M/M/1:∞/FIFO, and M/M/1:N/FIFO.
1. Medhi, J. (2009): Stochastic Process, New age International, 3rd edition chapter 1(1.5,)
Chapter 2(2.1, 2.2), chapter 3(3.1, 3.2, 3.3.3, 3.4), chapter10(10.1,10.2).
2. Veerarajan, T. (2003): Probability, Statistics and Random Processes, Second edition, Tata
McGraw-Hill Publishing Company Ltd. , New Delhi.
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CORE ELECTIVE II
DATA ANALYSIS USING SPSS
Credits : 5 (5 hrs/week)
1. George, D. and Mallery, P. (2006): SPSS for windows step by step 6th edition. Version
13.0, Pearson Education.
2. Pal, N. and Sarkar, S. (2005): Statistics- Concepts and applications, Prentice Hall India.
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CORE ELECTIVE III
ACTUARIAL STATISTICS
Credits : 5 (5 hrs/week)
Objective : To familiarize students with the concepts of Vital statistics. To enable students to
understand the Actuarial concepts.
UNIT 1:
Elements of simple & compound interest - nominal rate of interest i(m) and effective rate
of interest i – Force of interest δ - relationship between different rates of interest- expression for
δ by use of calculus - relationship between nominal and effective rates of interest - present value
– varying rates of interest – equation of value – equated time – simple discount – discount &
discounted value.
UNIT 2:
Annuities – immediate annuity – annuity due – perpetuity - deferred annuities - present
values, accumulated amounts of annuities. Increasing and decreasing annuities.
UNIT 3:
Redemption of Loans – Amortization and Sinking Funds - Average Yield of interest on
the Life Fund of an insurance office. Simple Problems.
UNIT 4:
Premiums; general principles, natural premiums, office & net premiums, loading for
expenses with and without profit premiums, adequacy of premiums, relative consistency. Simple
Problems.
UNIT 5:
Policy values - retrospective and prospective policies; Surplus – sources of surplus,
distribution of surplus.
Note: Question paper can have 50% numerical problems and 50% theory questions.
1. Dixit, S.P. , Modi, C.S., Joshi, R.V.(2000): Mathematical Basis of life Assurance, IC-81
(Published by Insurance Institute of India, Bombay - 400001).
2. Frank Ayers, J.R. (1983): Theory and problems of mathematics of finance, Schaum’s
outline series, McGraw-Hill book company, Singapore.
1. Donald, D.W.A. (1975): Compound Interest and Annuities certain, Heinemann, London.
2. Zima, P. and Brown, R.L. (2005): Theory and problems of mathematics of finance, 2nd
edition, Tata McGraw - Hill.
30
CORE PRACTICAL V
(Calculator based)
Credits : 3 (3 hrs/week)
Objective: To enhance computing skills.
NOTE:
Maximum : 75 marks
Internal marks : 15
External Marks : 60
Duration of Examination : Three Hours.
1. Control charts for attributes and variables-x-bar, R-chart, p, np, and C- charts.
2. OC, AOQ, ATI curves for single sampling plan.
SAMPLING:
1. Drawing random samples of size not exceeding 25 from Binomial, Poisson, Uniform,
Cauchy, Normal and Exponential distribution with known mean and variance using
random number tables.
REGRESSION ANALYSIS:
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ALLIED II – PAPER I
MATHEMATICAL STATISTICS – I
Credits: 4 (4 hrs/week)
UNIT 1:
Concept of sample space – Events, definition of Probability (classical, statistical &
axiomatic) – addition and multiplication law of probability ( for two events only) –independence
– conditional probability – Bayes’ theorem - simple problems.
UNIT 2:
Random variables – discrete and continuous – distribution function – joint probability
function – marginal and conditional distributions – independent random variables - simple
problems.
UNIT 3:
Mathematical Expectation – addition and multiplication theorem – moments – Moment
generating function – their properties. Chebychev’s inequality - simple problems.
UNIT 4:
Correlation and regression – Rank correlation coefficient - simple problems.
UNIT 5:
Standard Distributions – Binomial, Poisson, Normal – mean, variance and mgf.
Note: Numerical problems from unit 4 should not be asked in the question paper as this
paper has a practical component.
1. Gupta, S.C. and Kapoor, V.K. (2002): Fundamentals of Mathematical Statistics, Sultan
Chand and Sons Pvt. Ltd. New Delhi.
1. Arora, S. and Bansilal, (1989): New mathematical Statistics , Meerat Publications, Satya
Prakashan , New Delhi
2. Hogg, R.V., McKean, J.W. and Craig, A.T. (2006): Introduction to Mathematical
Statistics, Sixth Edition, Pearson education, India.
32
ALLIED II – PAPER II
MATHEMATICAL STATISTICS – II
Credits: 4 (4 hrs/week)
UNIT 1:
Exact sampling distribution: Chi square – definition – derivation of pdf, mgf, additive
property. t and F – definition – derivation of pdf’s – mean and variance.
UNIT 2:
Point estimation – properties of estimators – Neyman Fisher Factorization theorem, Rao-
Blackwell theorem – Cramer-Rao inequality.
UNIT 3:
Methods of estimation – maximum likelihood, moments. Interval estimation – Confidence
Interval for mean(s) , variance and ratio of variance based on Normal, t , Chi-square and F.
UNIT 4:
Test of significance – null and alternative hypothesis – type I and type II errors, power of
the test, critical region - Standard Error – Large sample tests.
UNIT 5:
Exact test based on t, Chi-square and F distribution with respect to population mean(s)
and variance(s). Test of independence of attributes based on contingency table – Goodness of fit
tests based on Chi-square.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
1. Gupta, S.C. and Kapoor, V.K. (2002). Fundamentals of Mathematical Statistics, Sultan
Chand and Sons Pvt. Ltd. New Delhi.
33
PRACTICALS FOR ALLIED
MATHEMATICAL STATISTICS I & II
Credits : 2 (3 hrs/week)
34
ALLIED II – PAPER I
STATISTICAL METHODS AND THEIR APPLICATIONS – I
Credits: 4 (4 hrs/week)
UNIT 1:
Nature and scope of statistical methods and their limitations – Classification, tabulation
and diagrammatic representation of various type of statistical data – Frequency curve and Ogives
– graphical determination of median and mode.
UNIT 2 :
Measures of location – arithmetic mean, median, mode – merits and demerits - simple
problems.
UNIT 3:
Measures of dispersion-Range, mean deviation, quartile deviation, standard deviation,
coefficient of variation, skewness and kurtosis - simple problems.
UNIT 4:
Probability of an event – addition and multiplication theorem for two events –
Independence of events – conditional probability – Bayes’ theorem - simple problems.
UNIT 5:
Concept of random variable – mathematical expectation – mean and variance – Moment
generating function - simple problems. Standard distributions: Binomial, Poisson – mean and
variance, Normal distribution – properties only - simple problems.
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
35
ALLIED PAPER II
STATISTICAL METHODS AND THEIR APPLICATIONS – II
Credits: 4 (4 hrs/week)
Objective: The emphasis is solely upon the application understanding and practice of statistical
methods.
UNIT 1:
Correlation – Scatter diagram – Rank correlation coefficient – Regression lines – linear
prediction – simple problems.
UNIT 2:
Concept of Sampling Distribution – standard error – type I and type II errors- level of
significance - critical region.
UNIT 3:
Large sample tests – mean(s) and proportion(s) - simple problems.
UNIT 4:
Test of significance based on t, Chi-square and F distributions with respect to mean(s)
and variance(s) – Test of independence in contingency table – Test of goodness of fit - simple
problems.
UNIT 5:
Principle of scientific experiments – Randomization, replication and local control. Basic
designs – CRD, RBD, LSD (layout and ANOVA table).
Note: Numerical problems should not be asked in the question paper as this paper has a
practical component.
36
PRACTICALS FOR ALLIED
STATISTICAL METHODS AND THEIR APPLICATIONS I & II
Credits: 2 (3 hrs/week)
Objective: To enhance computing skills by analyzing data using various statistical techniques.
NOTE : Use of scientific calculators may be permitted for Statistical methods and their
applications practical examination. Statistical and Mathematical tables are to be provided to the
students at the examination hall.
1. Construction of univariate and bivariate frequency distributions with samples of size not
exceeding 200.
2. Diagrammatic and graphical representation of various statistical data and frequency
distributions.
3. Cumulative frequency distribution – Ogives.
4. Computation of various measures of location, dispersion (absolute and relative), moments,
skewness and kurtosis.
5. Computation of correlation coefficient and regression lines for raw and grouped data.
Rank correlation coefficient.
6. Fitting of Binomial, Poisson and Normal distributions and tests of goodness of fit.
7. Large sample tests - mean(s) and proportion(s)
8. Exact tests of significance based on t, Chi-square and F distributions with regard to
population proportion(s), mean(s), variance and coefficient of correlation.
9. Analysis of CRD, RBD and LSD.
37
NON – MAJOR ELECTIVE – I
FIRST SEMESTER
DATA ANALYSIS –I
Credits: 2 2 hrs/week
Objective:
1. To highlight the application of statistics in various fields.
2. To impact knowledge of basic concepts of statistics.
3. To bring out the importance of statistical data analysis for better decision making.
UNIT 1:
Definition of statistics, application and limitations. Types of variables –
qualitative and quantitative.
UNIT 2:
Collection of data – Primary and secondary data. Methods of collecting primary
data – direct and indirect interview method, mailed questionnaire method. Methods of
collecting secondary data – Published and Unpublished sources.
UNIT 3:
Classification of data – types – chronological, geographical, qualitative and
quantitative. Presentation of data , Tabulation of data – rules of tabulation, types and
parts of table. Diagrams – Types of diagrams – Simple Bar chart – Multiple bar charts –
Pie diagram.
38
NON – MAJOR ELECTIVE – II
FIRST SEMESTER
DATA ANALYSIS –II
Credits: 2 2 hrs/week
UNIT 1:
Nature and scope of marketing research: market research process – problem
identification – two case studies, marketing research frame work – two case studies.
UNIT 2:
Questionnaire construction, Scale of measurement – Methods of Scale
construction, Paired comparison, Ranking, Ordered category sorting – Rating technique.
UNIT 3:
Mini project – market survey and data collection (of sample size 50) – Univariate
data analysis and report preparation and communicating the research finding.
39
QUESTION PAPER PATTERN FOR UNDER GRADUATE COURSE
(BOTH MAJOR AND ALLIED)
PART A
(10x1 = 10 marks)
Answer any TEN questions out of TWELVE.
Atleast two questions from each unit.
PART B
(5x4 = 20 marks)
Answer any FIVE questions out of SEVEN
Atleast one questions from each unit.
PART C
(3x10 = 30 marks)
Answer any THREE questions out of FIVE.
Atleast one questions from each unit.
40