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ST: Statistics: Calculus

The document discusses topics in statistics including calculus, linear algebra, probability, stochastic processes, inference, regression analysis, multivariate analysis, and design of experiments. It provides an overview of key concepts and methods within each topic.

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Vishak H Pillai
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16 views

ST: Statistics: Calculus

The document discusses topics in statistics including calculus, linear algebra, probability, stochastic processes, inference, regression analysis, multivariate analysis, and design of experiments. It provides an overview of key concepts and methods within each topic.

Uploaded by

Vishak H Pillai
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ST: Statistics

Calculus: Finite, countable and uncountable sets, Real number system as a complete ordered field,
Archimedean property; Sequences and series, convergence; Limits, continuity, uniform continuity,
differentiability, mean value theorems; Riemann integration, Improper integrals; Functions of two or
three variables, continuity, directional derivatives, partial derivatives, total derivative, maxima and
minima, saddle point, method of Lagrange’s multipliers; Double and Triple integrals and their
applications; Line integrals and Surface integrals, Green’s theorem, Stokes’ theorem, and Gauss
divergence theorem.
Linear Algebra: Finite dimensional vector spaces over real or complex fields; Linear transformations and
their matrix representations, rank; systems of linear equations, eigenvalues and eigenvectors, minimal
polynomial, Cayley-Hamilton Theorem, diagonalization, Jordan canonical form, symmetric, skew-
symmetric, Hermitian, skew- Hermitian, orthogonal and unitary matrices; Finite dimensional inner
product spaces, Gram-Schmidt orthonormalization process, definite forms.
Probability: Classical, relative frequency and axiomatic definitions of probability, conditional
probability, Bayes’ theorem, independent events; Random variables and probability distributions,
moments and moment generating functions, quantiles; Standard discrete and continuous univariate
distributions; Probability inequalities (Chebyshev, Markov, Jensen); Function of a random variable;
Jointly distributed random variables, marginal and conditional distributions, product moments, joint
moment generating functions, independence of random variables; Transformations of random variables,
sampling distributions, distribution of order statistics and range; Characteristic functions; Modes of
convergence; Weak and strong laws of large numbers; Central limit theorem for i.i.d. random variables
with existence of higher ordermoments.
Stochastic Processes: Markov chains with finite and countable state space, classification of states,
limiting behaviour of n-step transition probabilities, stationary distribution, Poisson and birth-and-
deathprocesses.
Inference: Unbiasedness, consistency, sufficiency, completeness, uniformly minimum variance unbiased
estimation, method of moments and maximum likelihood estimations; Confidence intervals; Tests of
hypotheses, most powerful and uniformly most powerful tests, likelihood ratio tests, large sample test,
Sign test, Wilcoxon signed rank test, Mann- Whitney U test, test for independence and Chi-square test
for goodness of fit.
Regression Analysis: Simple and multiple linear regression, polynomial regression, estimation,
confidence intervals and testing for regression coefficients; Partial and multiple correlationcoefficients.
Multivariate Analysis: Basic properties of multivariate normal distribution; Multinomial distribution;
Wishart distribution; Hotellings T 2 and related tests; Principal component analysis; Discriminant
analysis; Clustering.
Design of Experiments: One and two-way ANOVA, CRD, RBD, LSD, 22 and 23 Factorial experiments.

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