SEM 6

DEPARTMENT OF STATISTICS

B. Sc. (H) Statistics

Category I

DISCIPLINE SPECIFIC CORE COURSE – 16: TESTING OF HYPOTHESIS

CREDIT DISTRIBUTION, ELIGIBILITY AND PRE-REQUISITES OF THE COURSE

Course title Credits Credit distribution of the course Eligibility Pre-requisite of

& Code Lecture Tutorial Practical/ criteria the course
Practice (if any)
Testing of 4 3 0 1 Class XII pass Theory of
Hypothesis with Probability and
Mathematics Distributions

Learning Objectives

The learning objectives of this course are to introduce:

 Hypothesis testing as a statistical procedure for testing whether chance is a plausible

explanation of a random experiment
 The logic of hypothesis testing with focus on theory and implementation of hypothesis testing
with knowledge about types of error type, power and the correct computation and
interpretation of p-values
 Use of nonparametric test as an alternative when assumptions of parameterization of
distribution or the family itself is violated.
 Sequential Probability Ratio test with its entities like OC Curve, ASN etc.

Learning Outcomes:

After completing this course, students should have developed a clear understanding of:

 The notion of statistical hypothesis test, error and its nature and the idea of acceptance and
rejection region.
 Identify simple and composite hypothesis. Find critical region, size and power of the test.
 Apply Neymann-Pearson lemma to find most powerful test. Find UMP and UMPU test. Make
use of likelihood ratio principle for testing of hypothesis
  Make distinction between parametric and nonparametric test. Identify suitable nonparametric
test for both location and scale (Kolmogorov- Smirnov one sample and two sample tests, sign
test, Wilcoxon signed rank test, run test. Median test, Kruskal-Wallis one-way analysis of
variance by ranks, Friedman two way analysis of variance by ranks).
 Derive SPRT for test the parameters of normal distribution, binomial and Poisson distributions
also find OC function, Average sample Number etc. of a SPRT.

SYLLABUS OF DSC-16

Theory

UNIT I (15 hours)

Principles of test of significance

Principles of test of significance: Null and alternative hypotheses (simple and composite), Type-I and
Type-II errors, critical region, level of significance, size and power, best critical region, most powerful
test, uniformly most powerful test, uniformly most powerful unbiased critical region (UMPU). Neyman
Pearson Lemma and its application to construct most powerful tests.

Unit II (10 hours)

Likelihood ratio test

Likelihood ratio test and its application, properties of likelihood ratio tests (without proof).

UNIT III (10 hours)

Sequential Probability Ratio Test

Sequential Probability Ratio Test. Determination of stopping bounds A and B, OC and ASN functions of
SPRT.

UNIT IV (10 hours)

Non-Parametric tests

Non-Parametric tests. Empirical distribution function, one sample and two-sample sign test. Wald-
Wolfowitz run test. Run test for randomness, Median test, Wilcoxon-Mann-Whitney U-test.
Kolmogorov-Smirnov one-sample test, Kruskal-Walli’s test.
PRACTICAL/LAB. WORK(30 hours):

List of Practical

1. Type I and Type II errors

2. Most powerful critical region (NP Lemma)
3. Uniformly most powerful critical region
4. Unbiased critical region
5. Power curves of hypothesis tests.
6. Likelihood ratio test
7. Non Parametric test based on quantile and Empirical distribution
8. Test for location and scale both one and two samples
9. Test of Association for bivariate samples
10. SPRT for binomial, Poisson and Normal distribution
11. OC Curve and ASN function

Practical work to be conducted using electronic spreadsheet / EXCEL/ Statistical Software

Package/ SPSS/ calculators.

ESSENTIAL READINGS:

 Gun, A.M., Gupta, M.K., and Dasgupta, B. (2005).: An Out Line of Statistical Theory, Volume 2,
Third Edition.
 Gupta, S.C. and Kapoor, V.K.(2020): Fundamental of Mathematical Statistics, 12 th Edn. Sultan Chand
and Sons.

SUGGESTIVE READINGS:

 Hogg, R.V, McKean, J. and Craig, A.T. (2012): Introduction to Mathematical Statistics, 7th Edn. Pearson
Education.
 Casella, G. and Berger, R.L. (2002): Statistical Inference. 2nd Edition, Duxbury Press, Pacific Grove.
 Siegel, S. (1956). Nonparametric statistics for the behavioral sciences. McGraw-Hill.
 Lehmann, E. and Romano. J. (2005): Testing statistical hypotheses,3rd Edn. Springer, New York.

Note: Examination scheme and mode shall be as prescribed by the Examination Branch
University of Delhi, from time to time.

DISCIPLINE SPECIFIC CORE COURSE –17: DESIGN OF EXPERIMENTS

CREDIT DISTRIBUTION, ELIGIBILITY AND PRE-REQUISITES OF THE COURSE

Course title Credits Credit distribution of the course Eligibility Pre-requisite of
& Code Lecture Tutorial Practical/ criteria the course
Practice (if any)
Design of 4 3 0 1 Class XII pass Nil
Experiments with
Mathematics

Learning Objectives

The learning objectives include:

 To design and conduct experiments.

 To analyse and interpret data.

Learning Outcomes:

After completing this course, students should have developed a clear understanding of:

 The fundamental concepts of design of experiments.

 Introduction to planning valid and economical experiments within given resources.
 Completely randomized design.
 Randomized block design.
 Latin square design.
 Balanced incomplete block design.
 Full and confounded factorial designs with two levels.
 Introduction to factorial designs at three levels.
 Fractional factorial designs with two levels

SYLLABUS OF DSC-17

Theory

UNIT I (13 hours)

Experimental designs

Role, historical perspective, terminology, experimental error, basic principles, uniformity trials, fertility
contour maps, choice of size and shape of plots and blocks. Basic designs: Completely Randomized
Design (CRD), Randomized Block Design (RBD), Latin Square Design (LSD) – layout, model and statistical
analysis, relative efficiency, analysis with one missing observation in case of RBD.
UNIT II (10 hours)

Incomplete Block Designs

Balanced Incomplete Block Design (BIBD) – parameters, relationships among its parameters, incidence
matrix and its properties, Symmetric BIBD, Resolvable BIBD, Affine Resolvable BIBD, Complimentary
BIBD, Residual BIBD, Dual BIBD, Derived BIBD.

UNIT III (12 hours)

Factorial experiments

advantages, notations and concepts, 22, 23,…, 2n, 32 factorial experiments, design and analysis, Total and
Partial confounding for 2n (n≤6), Factorial experiments in a single replicate.

UNIT IV (10 hours)

Fractional factorial experiments: Construction of one-half and one-quarter fractions of 2 n (n≤6) factorial
experiments, Alias structure, Resolution of a design.

PRACTICAL/LAB WORK – (30 hours)

List of Practical:

1. Analysis of a CRD with equal and unequal replicates.

2. Analysis of RBD.
3. Analysis of LSD.
4. Analysis of RBD with one missing observation.
5. Analysis of 22 and 23 factorial in CRD, RBD and LSD.
6. Analysis of 32 factorial in CRD, RBD.
7. Analysis of a completely confounded two level factorial design in 2 blocks.
8. Analysis of a completely confounded two level factorial design in 4 blocks.
9. Analysis of a partially confounded two level factorial design.
10.Analysis of a single replicate of a 2n design.
11. Analysis of one half fraction of 2n factorial design.
12. Analysis of one quarter fraction of 2n factorial design.

Practical work to be conducted using electronic spreadsheet / EXCEL/ Statistical Software

Package/ SPSS/ calculators.

ESSENTIAL READINGS
  Das., M.N. and Giri, N.C. (1986): Design and Analysis of Experiments. Wiley Eastern.
 Goon, A.M., Gupta, M.K. and Dasgupta, B. (2005): Fundamentals of Statistics. Vol. II, 8 th Edition.
World Press, Kolkata.
 Montgomery, D. C. (2008): Design and Analysis of Experiments. John Wiley.
 Mukhopadhyay, P (2011): Applied Statistics, 2nd edition revised reprint, Books and Allied(P) Ltd.

SUGGESTIVE READINGS:

 Cochran, W.G. and Cox, G.M. (1959): Experimental Design. Asia Publishing House.
 Kempthorne, O. (1965): The Design and Analysis of Experiments. John Wiley.
 Federer, W. T. (1955): Experimental Design, Macmillan, N. Y.
 Anderson, V. L. and McLean, R. A. (1974): Design of Experiments, Marcel Dekker, Inc., N. Y.
 Dean, A. and Voss, D. (1999). Design and Analysis of Experiments, Springer. First Indian Reprint
2006

Note: Examination scheme and mode shall be as prescribed by the Examination Branch University
of Delhi, from time to time.

DISCIPLINE SPECIFIC CORE COURSE –18: ECONOMETRICS

CREDIT DISTRIBUTION, ELIGIBILITY AND PRE-REQUISITES OF THE COURSE

Course title Credits Credit distribution of the course Eligibility Pre-requisite of

& Code Lecture Tutorial Practical/ criteria the course
Practice (if any)
Econometrics 4 3 0 1 Class XII pass Nil
with
Mathematics

Learning Objectives

A broad knowledge of regression analysis relevant for analyzing economic data.

 Interpretation and critical evaluation of the outcomes of empirical analysis.

 Distinguish the results of violating the assumptions of a classical regression model.
 To judge the validity of the economic theories and carry out their evaluation in numerical terms.
 To extract useful information about important economic policy issues from the available data.
 The course is designed to provide the students with the basic quantitative techniques needed to
undertake applied research projects.
  The students learn to quantify and examine economic relationships employing statistical methods
based on observed data.

Learning Outcomes:

After completing this course, students should have developed a clear understanding of:

 Students will be trained to write a good quality undergraduate research paper in applied statistics
using the econometric methods taught in this class.
 The fundamental concepts of econometrics.
 Specification of the model.
 Multiple Linear Regression.
 Multicollinearity.
 Heteroscedasticity.
 Autocorrelation.
 Autoregressive and Lag models

SYLLABUS OF DSC-18

Theory

UNIT I (15 hours)

Introduction

Objective behind building econometric models, Nature and scope of econometrics, model building, role
of econometrics. General linear model (GLM). Estimation under linear restrictions.

UNIT II (10 hours)

Multicollinearity

Introduction and concepts, detection of multicollinearity, consequences, remedies Multicollinearity,

tests and solutions of multicollinearity.

UNIT III (10 hours)

Generalized least squares and Autocorrelation

Generalized least squares estimation, Aitken estimators. Autocorrelation: concept, consequences of

autocorrelated disturbances, detection and solution of autocorrelation.
UNIT IV (10 hours)

Heteroscedastic disturbances

Heteroscedastic disturbances: Concepts and efficiency of Aitken estimator with OLS estimator under
heteroscedasticity. Consequences of heteroscedasticity. Tests and solutions of heteroscedasticity.
Qualitative Forecasting Methods.

PRACTICAL/LAB WORK – (30 hours)

List of Practical:

1. Problems based on estimation of General linear model.

2. Testing of parameters of General linear model.
3. Forecasting of General linear model.
4. Problems related to consequences of Multicollinearity.
5. Diagnostics of Multicollinearity.
6. Problems related to consequences of Autocorrelation (AR(I)).
7. Diagnostics of Autocorrelation.
8. Estimation of General linear model under Autocorrelation.
9. Problems related to consequences Heteroscedasticity.
10. Diagnostics of Heteroscedasticity.
11. Estimation of problems of General linear model under Heteroscedastic disturbance terms.
12. Problems concerning specification errors as a reason for induction of Autocorrelation,
Heteroscedasticity and Multicollinearity.
13. Problems related to General linear model under (Aitken Estimation).
14. Forecasting methods.

Practical work to be conducted using electronic spreadsheet / EXCEL/ Statistical Software

Package/ SPSS/ calculators.

ESSENTIAL READINGS

 Gujarati, D. and Guneshker, S. (2007). Basic Econometrics, 4th Ed., McGraw Hill Companies.
 Johnston, J. (1972). Econometric Methods, 2nd Ed., McGraw Hill International.

SUGGESTED READINGS:

 Koutsoyiannis, A. (2004). Theory of Econometrics, 2 Ed., Palgrave Macmillan Limited.

 Maddala, G.S. and Lahiri, K. (2009). Introduction to Econometrics, 4 Ed., John Wiley & Sons.
 Greene, W. H. (2002) Econometric Analysis.5th Edition, Prentice Hall.