NATIONAL UNIVERSITY

Fourth Year Syllabus

Department of Statistics

Four Year B.Sc Honours Course

Effective from the Session : 2013–2014
 National University
Subject: Statistics
Syllabus for Four Year B. Sc Honours Course
Effective from the Session: 2013-2014

Year wise Papers and marks distribution

FOURTH YEAR

Paper Code Paper Title Marks Credits

243601 Multivariate Analysis 100 4
243603 Advance Sampling Technique 100 4
243605 Demography 100 4
243607 Computer Programming (FORTRAN & R) 100 4
243609 Stochastic Process 100 4
Optional Papers (Any two)
243611 Econometrics 100 4
243613 Operational Research and Research
100 4
Methodology
243615 Epidemiology & Biostatistics 100 4

243616 Lab: 9 Multivariate Analysis 50 2

243618 Lab: 10 Advance Sampling Technique 50 2
Optional Practical Papers (Any two)
243620 Lab: 11 Econometrics 50 2
243622 Lab: 12 Operational Research & Demography 50 2
243624 Lab: 13 Epidemiology & Biostatistics 50 2

243626 Viva-voce 100 4

Total = 1000 40
 Detailed Syllabus
Paper Code 243601 Marks:100 Credits: 4 Class Hours: 60 hrs.
Paper Title: Multivariate Analysis
Distribution of quadratic forms in normally distributed random variables. The Fisher-Cochran’s theorems.
The idea of multivariate data and multidimensional scaling, Multivariate normal distribution-importance
and properties, the distribution of linear combinations of normally distributed variables. Estimation of
mean vector of multivariate normal distribution (MND), Marginal and conditional distribution of MND,
Distribution of partial and multiple correlation coefficients, the characteristic function, moments,
maximum likelihood estimates of the mean vector and the co-variance matrix in MND, Multinomial
distribution, Hotelling T2, its distribution, properties & uses. Wishart’s distribution and its properties.

Discriminant function & analysis, Mahalanabis D 2, Classification-general classification problem, optimal

classification rules for two populations, classification with several populations.
Population principal components, summarizing sample variation by principal components, estimates of
the principal components and their variances, large sample properties applications, Testing for the equal
correlation structures.
Latent variable models, the orthogonal factor models, method of estimation MLE of factor loading and
specific variances, adequacy of the model and choice of the number of factors, Factor rotation, factor
scores, applications.

Books Recommended:

1 Johnson, R.A. : Applied Multivariate Analysis

2 Anderson, T.W. : Introduction to Multivariate Analysis
3 Mardia, K.V, J.I. Kent and J.M. Bibby : Multivariate Analysis
4 Dillon, W.R. and Gold Stien, M. : Multivariate Analysis; Methods and
Application
5 Srivestava, M.S. : An Introduction to Applied Multivariate Carter

Paper Code 243603 Marks:100 Credits: 4 Class Hours: 60 hrs.

Paper Title: Advance Sampling Technique

Ratio Estimation: Definition, examples, properties, Bias Mean square error, approximate variance,
condition for unbiased ratio estimation, Unbiased ratio type estimate.
Regression Estimation: properties and limitations, bias and approximate variance, estimate of the
variance, Bias of the linear regression estimate. Comparative merits and demerits of ratio and regression
estimate.
Simple cluster sampling with unequal sized, clusters-estimates, bias, standard error and efficiency.
Comparison with simple random sampling and systematic sampling. Determination of optimum cluster
size.
Stratified cluster sampling, its advantage, estimate, bias , standard error and efficiency. Comparison with
simple random sampling, Systematic sampling and usual stratified random sampling.
Sampling of unequal clusters with unequal probability with replacement. The Horvitz-Thompson
estimator and its properties. The Hansen-Hurwitz estimator and its properties. Selection of samples with
probability proportional to size (PPS) with replacement –use, application, estimate and standard error.
Sampling of unequal clusters with unequal probability without replacement-different selection methods.
Brewer’s. Durbin’s. Stamford’s. PPS systematic. Raj’s. Murthy’s and Rao-Hartley-Cochdran methods of
selection. Detailed study on the related formulae estimates, variances, estimates of variances for these
methods.
Sub-sampling, Reasons for adopting this technique. Two-stage sampling with equal and unequal sized
clusters-estimates and standard errors. Estimation for proportions. Optimum sampling fractions and sub-
sampling fractions. Stratified two-stage sampling.

Books Recommended:

1 Cochran, W.G : Sampling Technique. 4th Edition

2 Hansen, Hurwitz, Madow : Sample Survey Methods and Theory
3 Barrett, V. : Sample Survey
4 Sukhatne, P.V. : Sampling Theory of Surveys with Applications
5 Islam, M.N. : An Introduction to Sampling Methods, Mullick &
Brothers
6 Johnson, M.L. : New Developments in Survey
7 Kish, L : Survey Sampling

Paper Code 243605 Marks:100 Credits: 4 Class Hours: 60 hrs.

Paper Title: Demography

Demography: Definition, nature and scope of demography. Sources of demographic data: Vital
registration. Survey and census. Rates, ratios, and proportions. Age-sex composition, population pyramid,
cohort and Lexis diagram with special reference to Bangladesh, Population Change. Concept of
population change, population growth, measurement of population growth with special reference to
Bangladesh.
Source and types of errors in Demographic data, age heaping, digital preference, application of different
indices (Such as whiples and Myre’s) in detection errors, Dual record system, Chandra sekhar Deming
formula, methods of graduating age data.

Fertility and Reproduction: Concept of fertility, reproduction fecundity, fecundability, sterility.

Measurement of fertility and reproduction, cohort fertility, parity progression ratio, differentials of
fertility, Mortality, Concepts of mortality and morbidity, measures of morbidity, Standardization of
demographic measures: Direct and indirect method of standardization.

Force of Mortality. Gompertz law of mortality and Makham’s law of mortality.

Life Table: Definition, use and functions of life tables, different types of life table, construction of life
tables. Actuarial life tables, its construction and application.
Function of single life and Joint life table. Multiple decrement life table and Construction of Multiple
decrement life table. Model life tables, Different types of Model life tables.
Marriage and Nuptiality: Concept of Marriage and mortality, estimation of mean and median age at
marriage, estimation of singulated mean age at marriage, nuptiality models. Coales indices, their
relationships and contributions to fertility differentials. Nuptiality table. Nuptiality pattern in Bangladesh.

Population Models: Stable, quasi-stable and stationary population model and their related problems.
Lotka and Dublin’s model.
Methods of population projection, Derivation Population Projection by Leslie method and characteristic
of Leslie matrix. Stable age distribution and its root and their problems.

Migration: Concept of migration, Internal and international migration.

Books Recommended:

1 Barely, G.W. : Technique of Population Analysis

2 Shryock, H,J.S. Siegel and Associates : The Methods and Materials of Demography
3 Gullaume, J, Hansch and Others : Introduction to Demographic Analysis
4 Bogue, D.J. : Principles of Demography
5 Keyfitz, N. : Introduction to Mathematics of
Demography
6 William Brass : Demography of Tropical Africa

Paper Code 243607 Marks:100 Credits: 4 Class Hours: 60 hrs.

Paper Title: Computer Programming (FORTRAN & R)

Programming Basics: Programming concepts and preliminaries, steps involved in computer

programming algorithm, decision table, flowchart, solution of statistical and mathematical problems
using flowchart, program data files and database.

FORTARN: constants and variables, arithmetic expression, input/ output statement, arithmetic
assignment statement, control statements, type statement, intrinsic function, repetition program structure,
subscripted variables. DO loops, logical expressions, FORTRAN subprograms (function and
subroutine), use of files on external storage, FORTRAN programs of different statistical and
mathematical problems.

R Programming:
Introduction: the S language, R versus S-plus, R and the window system, downloading R, installing R,
using R: a simple R session with some basic R commands, case-sensitivity, recall and correction of
previous commands, assignments and expressions, simple manipulations of numbers, getting help with
existing R functions and features, executing commands from a file, diverting output to a file.

Vectors: Generating regular sequences, creating vectors, vector arithmetic, logical vectors, character
vectors, missing values, selecting and modifying subsets of a vector, combining elements of two vectors.

Objects: Their modes and attributes, class of an object.

Matrices: Creating matrices, matrix operations, selecting and modifying subsets of a matrix, linear
equations and inversions of matrices, Eigen values and Eigen vectors, combining rows (cases ) and
columns (variables) of two matrices.
 List and Data Frames: Making list and data frames, attaching and detaching data frames.

Probability Distributions: R names for different distributions, obtaining densities, cumulative

probabilities, quantiles and random samples from different distributions.

Control Statements in R: Conditional execution with if statement, repetitive execution with for, repeat
and while.

Writing R functions: simple examples, arguments and defaults, assignments within functions, returning
multiple objects as output.

Numerical Mathematics : Newton-Raphson method, numerical integration and solution of equations.

Importing Data in R: Reading text files with read. Table and scan functions; importing data from other
systems like SAS, SPSS, S-Plus, Excel, Stata ; editing data.

Statistical Analyses: Basic statistical techniques, correlation and regression, estimation of parameters
of multiple regression model, inference in multiple regression, partial correlation, multiple correlation
and related tests, model selection, fitting polynomial regression, orthogonal polynomials, splines,
examination of residuals, outliers, influential points.

S-PLUS: Limitations and advantages compared to R, important differences with R.

References

1 R reference manual :
2 S-Plus reference manual :
3 Venables, W.N. and Smith, : An Introduction to R
D.M,
4 Venables, W.N and B.D. : Applied Statistics with S-plus, 3rd Ed.

Paper Code 243609 Marks:100 Credits: 4 Class Hours: 60 hrs.

Paper Title: Stochastic Process

Stochastic Processes: Definition of different type of stochastic process, Recurrent events, Renewal
equation, Delayed recurrent events, Number of occurrences of a recurrent event, random walk and ruin
problem. Markov chains: Transition matrix, Higher transition

Probabilities, Classification of States and chains, Ergodic Properties, Evaluation of P n.

Finite Markov Chains: General Theory of Random Walk with Reflecting Barriers. Transient States.
Absorption Probabilities, Application to Recurrence Times.

Homogeneous Markov Processes: Poisson Process: Simple Birth Process, Simple death Process, Simple
Birth Death Process, Effect of Immigration, Queueing Process: Single Server Queues, Equilibrium
theory, Queues with many Server, Limiting Properties of Queues. Renewal Process. Related concepts,
examples grenewal process, fundamental models, distribution of number of renewals.
Reference:

1 Karlin, S. a Taylor, H.M : A first Paper in Stochastic Processes, 2nd Ed, Academic Press
2 Medhi, Stochastic Process : Wilay Eastern Ltd.
3 Kulkarni, V.G, (1995) : Modelling and Analysis of Stochastic Systems, Chapman and
Hall
4 Gross, D. and Harris, C.M. : Fundamentals of Queuing Theorey, John Wiley
5 Bhat, B.R. : Modern Probabilty Theory, Wiley Eastern Ltd.
6 Ross, S.M. : Stochastic Process
7 Bartlett, M.S. : An Introduction to Stochastic Process

Paper Code 243611 Marks:100 Credits: 4 Class Hours: 60 hrs.

Paper Title: Econometrics

Heteroscedasticity: Basic concept, estimation of parameters, (GLS and WLS and other problems).
Model Misspecification: Basic concept and consequence, Omitted variable, irrelevant variable and
measurements errors.
Errors in Variables: Basic concept, causes, parameter estimates and their properties.
Lag variable: Definition, Mean lag, median lag, Lag operator, different types of lag model and their
estimation.
Multicollinearity and Autocorrelation: Detection, tests of their presence, estimation of parameters in
those cases.

Identification: Different types of identifications, estimation issue: Indirect least square, (ILS), two-stage
least square, (2SLS).

Simultaneous Equation: Concept of endogenous, exogenous, predetermine, variable, Structural model,

reduced form of a structural model and their relations.
Model specification: Basic concepts and consequences, Omitted variables, Irrelevant variables and
Measurement errors.
Dummy Variables with Regression Model: Basic concepts, ANOVA models, caution in the use of
dummy variables, ANOVA models with two qualitative variables, regression with a combination of
quantitative and qualitative repressors. The ANCOVA models, testing the structural stability of regression
model and comparing two regression by dummy variable, comparison with chow test, use of dummy
variables in seasonal and piecewise linear regression, panel data regression models.

Books Recommended:

1 Gujrati, O : Basic Econometrics

2 Johnston, J. : Econometric Methods.
3 Kontsoyiannis, A : Theory of Econometrics.
4 Bidges, J.L. : Applied Econometrics
5 Desai, M : Applied Econometrics

Paper Code 243613 Marks:100 Credits: 4 Class Hours: 60 hrs.

 Paper Title: Operational Research and Research Methodology

Operational Research:

Linear Programming: Introductions. LP problem & its formulation, Geometrical solution. Extreme
points and optimality, Basic feasible solutions. Graphical solutions of two variables problems. Principle
theorems of linear Programming. Simplex method, Revised simplex method. Dual simplex method.

Game Theory: Introduction. Competitive games. Finite & infinite games. Two persons zero sum game.
Pure, Mixed and Optimal Strategy. Relationship between two person zero sum game and linear
programming symmetric games.

Integer Linear Programming: Formulation of integer linear programming by cutting plane and branch
and Bound methods, Solution of mixed integer. Integer programming problem by cutting plane method.

Transportation Problem: Basic feasible solution of transportation problem, Optimality test,

Degeneracy, Unleal Lane variations and Least time transportation problem, Transshipment problem,
Assignment problem.

Research Methodology:

Concept and Idea of Research: Basic research. Action research. Operations research. Social research.
Stages of research. Types of Study: Exploratory study, Descriptive study and explanatory study,

Research Problem: Research problem and non-research problem, criteria for choosing a research
problem. Identifying, defining and justifying a research problem. Objective, hypothesis and variables:
General objective. Specific objective. Immediate objective and Ultimate objective. Formulating research
hypothesis. Identifying variables. Study design: Reliability and validity.
Validity theats, Types of study design. Issues relating to the choice of study design.

Sampling: A brief review of the sampling methods appropriate for social research, Sampling and non-
sampling error, Determination of sample size.

Data Collection: Collection of qualitative and quantitative data, construction of questionnaire and
schedule. Interviewing technique.

Data Management: Editing and coding and preparing tabulation plan, Errors associated with these
processes. Analysis of data: Types of analytical problems such as variable transformation. Univarite,
Bivariate and Multivariate analysis. Choice of the variables, Determination of the number of variables.
Choice of statistical model for analysis. Use of dummy variables and their significance. Presentations of
research findings. Report writing: Steps of report writing, with special reference to conclusion, Summary
and recommendation. Appendix Bibliography, Footnotes.

Books Recommended:

1 Dantzig : Linear Programming and Extension

2 Hadly : Linear Programming
3 Vajda, S : Mathematical Programming
4 Gdass, S. I. : Linear Programming
5 Islam, M.N. : An introduction to Research Methods
6 Zikmaund, W.G : Business Research Methods 6th Edition
7 Coper, D.R : Business Research Methods 5th Edition
8 Bailey : Social Research Methods
9 Johnston Palmore, O : Statistical Methods in Research
 Paper Code 243615 Marks:100 Credits: 4 Class Hours: 60 hrs.
Paper Title: Epidemiology & Biostatistics

Epidemiology concepts: Definition and Scope of Epidemiology: Key Issue in Epidemiology: Sources
of Data of Community Health, Vital Statistics and Morbidity Data. Descriptive Epidemiology: Person,
Place and time, Analytic Epidemiology: causality.

Types of Epidemiological Research: Experiment, Quasi Experiments and Observational Studies; Study
types in Population Health Research: Randomized Controlled Trials, Cohort Study, Case- Control study,
Cross-sectional Study, Ecological, Before and After Study. Measures of disease

Frequency: Incidence and prevalence, Estimation of Rick and Rate, Age, period and cohort effects.
Measures of Association: Relative Risk, Odds Ratios; Relative Protection and Relative Risk Reduction,
Risk Difference, Number Needed to Treat, Attributable Risk, Comparison of proportions from several
samples, Standard Error of estimators, Test of hypothesis.
Bio-statistics
Basic concepts of lifetime Distributions: Interrelationships, Survival functions and Hazard Rate, Rate,
Mean Residual Life Function and Median Life Time Incomplete Data: Truncation and Censoring, Right
and Left Censoring, Type I and Type II censoring , Random censoring, Progressive type II censoring.
Parametric Survival Distribution: Likelihood Functions, Joint Density Function of Failure time Data
for Different Censoring Mechanisms, Exponential, Two Parameter Exponential, Weibull, Lognormal,
Normal and Gamma distribution, Inference Procedures (Estimation and Test for Small and Large
Samples).
Non-Parametric Methods: Estimating Survival and Hazard Functions, Actuarial and Product Limit
Method, Estimation and Standard Error, Median Survival Time, Interpretation of the Survival Curve,
Confidence Interval for Survival Time, Confidence Interval for Median.
Comparison of Two Survival Curves: Log-Rank Test, Hazard Ratio, Confidence Interval for Hazard
Ratio, Mantel- Heanszel Test, Stratified Log-Rank Test median survival, Non Proportional Hazards,
Comparing Follow-up in Two Groups, comparison of More than Two Groups.
Books Recommended:

1 Kenneth, J. Rothman, Sander Greenland Modern Epidemiology

2 Newman, S. Biostatistical Method in Epidemiology
3 Sahai, H. and A. Khurshid Statistics in Epidemiology
4 Lawless, J.F Statistical Models and Method for Life Time
Data
5 Lee, Elisa, T Statistical Methods for Survival Data Analysis

Paper Code 243616 Marks:50 Credits: 2 Class Hours: 30 hrs.

Paper Title: Lab-9: Multivariate Analysis

Drawing of samples from different univariate, bivariate and multivariate distributions. Estimation of
population parameters of different distributions by different methods. Inference about mean vector and
variance-covariance matrix of multivariate means. Tests based on Hottelling T 2 and F. Drawing of
powers curves. Problems on principal component analysis.
 Paper Code 243618 Marks:50 Credits: 2 Class Hours: 30 hrs.
Paper Title: Lab-10: Advance Sampling Technique

Sampling: Ratio & regression estimation. Sampling with unequal prob. PPS sampling, Stratified cluster
sampling, estimate, standard, error and efficiency, different selection methods of sampling of unequal
cluster with unequal probability, 2-stage, 3-stage sampling, double sampling estimates standard errors,
etc.

Paper Code 243620 Marks:50 Credits: 2 Class Hours: 30 hrs.

Paper Title: Lab-11: Econometrics

Estimation and tests of paramaters of multiple regression model. Estimation of lag regression model.
Estimation Parameters in generalized linear model assuming the presence of auto Correlation,
heteroscedasticity and autocorrelation coefficient, test of heteroscedasticity and auto correlation, test of
multicollinearity.
Identification and estimation of simultaneous equation model. (1LS, 2SLS, method)

Paper Code 243622 Marks:50 Credits: 2 Class Hours: 30 hrs.

Paper Title: Lab-12: Operational Research & Demography

Solution of linear Programming Problems by Simplex and Revised simplex method. Dual Simplex
Algorithm, Solution of transportation Problems through linear programming method Graphical solution
of (22), (2n), and (m2) Games and solution of (m2) Games and Solution of (mn) Games by
simplex method.
Age-sex composition, Population Pyramid, detection of errors in age data, Population growth, Calculation
of various rates and ratios of fertility, mortality, nuptiallity, Standardization of rates and ratios
Construction of life tables. Population projection.

Paper Code 243624 Marks:50 Credits: 2 Class Hours: 30 hrs.

Paper Title: Lab-13: Epidemiology & Biostatistics

Epidemiology:
Measures of incidence and prevalence. Relative risk, odds ratios. Standard errors, Confidence intervals,
Attributable risk.

Biostatistics
Non Parametric Estimation of survival probabilities and their standard error for ungroup and grouped
data, Construction of survival curves and their confidence belts.
Graduation of life data by plotting procedures. Fitting appropriate parametric model to observed data and
testing goodness of fit to fitted models, (kolmogrove Smirnov test. L.R. test)
Construction of confidence limits of life parameters for the fitted models.

Paper Code 243626 Marks:100 Credits: 4

Paper Title: Viva voce