\l

Annexure C

FIRST SEMESTER

DETAILED SYLLABUS
Title: Real AnalYsis
Course No. PSSSTC 101

Credits:4

SyllabusfortheexaminationstobeheldinDecemberz0l4,20l5and2016.
of Real Analysis'
This course introduces the students to concepts
oBJECTIVES:
Unit I
'tn*oau.,ion
to n-dimensional Euclidean space: Limit
to Real ,umber system, introduction space and
.i".-i*ilr be deveroped through general metric
points of a set, open sets, crosed ,.,, Heine-
a special io*pact sets. Bolzano-weiisstrass theorem'
Rn will be considered as "ur.,
BorelTheorem'
Unit II

numbers, limit superior' limit

inferior and Iimit of a sequence'
Series of real
Sequences and tests for convergence for series'
convergence. Cauchy sequence, a;;;il;ce of series'
their
products'
absdlute convergence' Cauchy

Unit III
power series'
ofsequences and series' Stone-weirstrass theorem'
Unifbrm convergence Implicit funcrion theorem'
Series, Mean value Theorem. h;;r;. function theorem.
Fourier
UNit IV

second kind for one variable'

Uniform convergence of
Improper integrals of first and
rule' multiple integrals
differentiation unJ"' the sign of integrai' Leibnitz
improper int"grutr.
iirl,it evaliation by repeated integration'
""i

Books Recommended
Indian Edition'
Mathematical Analysis' Narosa'
l. Apostol. T.M.(1985):
2. Courant. R- and Wiley'
Introduction to calculus and Analysis
John F, (1965): York'
a
J. Miller, K.S (1957): nJ**.d Real calculus' Harper' NewMcGraw'
4. Rudin, Walter ( 1976):
il;;ipl., of N4athernatical Analysis'
5. Bartle. R.G ( 1976):
El.*.n,, of ILeal r\nalysis (Wiley)
 rse No. PSSSTC I02 Linear Algebra
Credits: 4

OBJECTIVES: This course introduces

the students to concepts
of [_inear AIgebra.
Syllabus for the examinations
ro be herd in December 2014.2015
and 2016.
Unit I
Algebra of matrices' elementary
matrices, linear tra,sformations.
matrix, rank and inverse of a matrix, row and corumn
null space una nrrritv:;;;;t#;lr"u,r.i..r, spaces of a
product, fields, vector spaces, Kronecker
,uu ,pu."r:i;;;';.i.,10.r.. and
independence, basis and
3i{::,:::r",,::Jf::.',::?::;.'Hhij;"-;.,#il;i#,"es, compretion theorem, examp,es

Unit II
vector spaces with an inrfer product.
Gram-Schmidt orthognali zation process.
canonical form' generalized inverse, Hermite
Moore [Link].g.n..atiz.I inu".r.,-[Link]
weak g-inverses' Idempotent matrices, weak and right
solution oimatrix equations. Gauss
method' triangulation method, Jacobin erimination
method and Gauss- Siedul iterative
method.

Unit III
Real qua{ratic forrns' reduction and
classification of quadratic forms.
tria,gular reduction of- a positive definite index a,d signature.
matrix, [Link] roots uni ,".,o.s.
Hamilton theorem, similar matrices, cayrey-
Hermitian quadratic forms.
Unit IV
Algebraic and geometric. multiplicity
of a characteristic root, spectrar decomposition
symmetric matrices' [Link] of a
pair of real ,y*.,.i.r. matrices, of a rear
singular value decomposition, vector singurar varues and
and matrix differentiation.

Books Recommended:

l. Graybill, F.A (19g3): Matrices with apprications in Statistics,

2. Rao. C. R. (1973): Linear Statisticar Inference and its
2"d Edition wadsworth.
[Link]. i;, aii,i",
John wiley and Sons. Inc.
3. Searle, S.R. ( l9g2): Matrix Algebra usefur for Statistics. .rohn
wirey and Sons Inc.
Add References

I . Bellman, R. ( 170): Introduction to matrix Anarysis 2nd

2. Biswas, S. (l9ga): Edition. Mc Graw Hir.
Topics in Algebra of matrices [Link]..nl.
3. Hadley, G. (19g7): Linear Algebra, Narosa publishing
publications.
4. Halmos,p.R.(195g): Hor...
Finite Dimensionar vector Spaces" 2"i
Edition D. van Nostrand
Company, Inc.
 rse No. PSSSTC103 Title: Distribution Theory

Syllabus for the examinations to be held December 2014.2015 and 2016.

OBJECTIVES : 'I'he objectives of this course to make the students familiar with
Distribution Theory.

Unit-I

Review of random variable and basic distribution theory. Joint. marginal and conditional
[Link]. and [Link]. Fr-rnctions of random variable and their distribution using Jacobean
transformation and other tools. Standard discrete distributions viz., Binomial. Poisson,
Rectangular, Negative binomial, Hyper Geometric.

' unit II

Standard continuous distributions viz., Normal. Uniform, Cauchy, Beta, Gamma, Log
normal. Exponential. Bivariate normal. Bivariate Exponential (Laplace): Order statistics and
their distribution. .loint and marginal distributions of order statistics. Distribution of median
and range

Unit III
Introduction to special distributions: Degenerate, Two-point, negative Hypergeometric,
Multinqmial, Pareto, I-ogistic, Weibul and Rayleigh distributions. Conditional expectations,
Simple, partial and multiple correlations, linear and multiple regression.

Unit IV

Compound, truncated and mixture distributions. Sampling distributions, Central and Non-
central Chi-square. t-and F- distributions and their properties, Chebyshevs, Markov. Holder,
Jensen and Lyapunov inequalities.

Books Recommended:

l. Fisz: Theory and Mathematical Statistics.

2. Rohtagi. V.K &
Ehsanes Saleh,A.K.: An Introduction to Probability Theory and Mathematical
Statistics. Wiley
Series.
3. Kendall, M.G.,
Stuart, A: The Advanced Theory of Statistics: Distribution Theory. Vol.
4. Johnson and Kotz: Continous Univariate Distributons, vol I and vol. 2 Wiley.
5. Rohtagi. V.K.: An Introduction to Probability Theory and Mathematical
Statistics.
 ourse No. PSSSTC 104
Title: Sample Surveys

Syllabus for the examinations to be held

December 2015 and 2016.

OB'TECTIVES : The [Link] of this course

is ro make rhe students familiar with various
sampling methods.

Unit I
Estimation of sample size, Stratified random sampling,
different methods of allocation,
relative precision of stratified random sampling with
S.R.S., formation and construction of
strata, Post Stratification and Deep Stratificition

Unit-II
Systematic sampling, estimation of mean and sampling variance,
comparison of systematic
sampling with stratified'and S.R.S., interpenetrating systematic
samplin!, Varying probability
sampling methods of sejecting sample with p.p.s, p1p.s, sampling -w.R..
effrciency of p.p.s.
sampling' PPS woR, H.T. estimator, Des [Link] Sampling strategy,
Murthy estimator, Sen-
Midzuno method.

Unit-III
Ratio estimator. bias and mean square error. estimation of variance,
comparison with SRS.
ratio estimator in stratified sampling, unbiased type ratio estimators
Difference estimator,
regression estimator, comparison of regression eitimator
with SRS and ratio estimator.
Cluster sampling with equal and unequal cluster sizes, relative
.ffrciency'witt SRS and
optimum cluster size.

Unit-IV
Two stage sampling with equal and unequal s.s.u's, estimation
variance. Successive sampling, sampling on two occasions.
of rnean and sampling
Randomized ,.r[onrf
Technique.

Books Recommended:

t. W.G. Cochran : Sampting techniques.

2. M.N. Murthy : Sampling Theory and Methods.

a
J. Des Raj : Sampling Theory.

4. P. Mukhopadhayay : Theory and methods of survey sampling.

5. [Link] and F.S Chaudhary Theory and Analysis [Link] Survey Designs.
 /tl!,,,"No.
PSSSPc 105 Title: Software Lab-I

Objectives: To make students familiar with the compilation and Statistical analvsis of
data using Statistical Software
/
Syllabus: Based on the Descriptive and inductive statistics

Course No. PSSSPC 106 Title: Practical (Linear Algebra)

dbjectives: To make students familiar with the computation work based on Course No.
PSSSTC I02.

syllabus: Based on the course PSSSTC 102 covering the following:

Tol-tq_- No. of Practicals

Algebra of matrixes and vector s 7
G-inverse, matrix equations and Gram- l0
Schmidt Processes
Quadratic forms and characteristic roots and 7
vectors
Iotal 24
 Annexure D

SECOND SEMESTER

Course No. PSSSTC 201

Title : Probability Theory
Syllabus for the examinations to be
herd in May 2015,2016 and 2017.

This course introduces the studenrs ro

conceprs ol'probability and Measure
|fJ:r:''vES:
Unit I
Fields' sigma minimal sigma field. sigma-field
generated by a class of subsets, Borel
Sequence of sets' limsup and limini fields.
of seque"n.. oi ,.,., Measure, probability measure.
properties of a measure, Continuity theorem
of measure, caratheodory extension theorem
(statement only), Idea of Lebesgue and
Lebesgre-steiifes measure. signed measure, Jordan-
Hahn decomposition theorem.

Unit II
Measurable functions. integration of a measurable
function with respect to a measure,
r4onotone convergence theorem, Fatou's lemma.
dominated convergencd theorem. Radon
Nikodym Theorem, Product measure, Fubini's Theorem,
Borel cantelli Lemma. Zero-one
Laws of Borel and Kolmogrov.

Unit III
convergence of a seqllence of r.v.s. Almost sure
convergence. convergence in probability,
convergence in distribution' weak law and
strong law'of [Link] nuribers of sequences.
Convergence of series of random variables, Three
,."ri.. criterion, Martingales.

Unit IV
characteristic functions' and their simple properties,
Parsevar relation. Uniqueness theorem,
Inversion theorem. Levy's continuity theoiem (statement
variables' cLT for a sequence of independent
only), cLT for lid random
random variable, unJ.. ,-'rsvvv
Lindeberg,s condition,
statements of Liapounov and Lindberg-Feiler
theorems.
Books Recommended

I. Ash, Robert (1972) Red Analysis and probability. Academic press.

2. Billinsley P. ( 1986) Probability and measure. Wiley.
I
J. Dubey, R.M. ( I086) Real Analysis and probability, Wadsworth
and
Brooks/cole.
Kingman JFC and Introduction to measure and probability. Cambridge
Taylor SJ ( 1966) University press.
5. B R Bhat (198s) Modern Probability Theory
6. Basu, A.K. (2001) Probability and Measure theory. Narosa pub.
7. Laha, R.G and Rohtagi, Probability theory, John Wiley
v K (1e97)
8. Rohtagi, V K and Probability Theory. John Wiley
Saleh A K (200s)
9. Chung, K L (2001) A Course in Probability Theory, Academic press
l0 Feller, W. (1969) Introduction to Probability and its Application Vol. II (Wiley
Eastern Ltd.)
I l.
Loeve, M. (1978). Probability theory 14tr' ednl (Springer Verlag)
12. Gnedenko, B.V(l 988) Probability Theory (Mir. Pub.)
 ourse No. PSSSTC 202 Title : Design and Analysis of Experiments
Syllabus for the examinations ro be held in May 201 s,2016, and2olT

OBJECTIVES : The aim of this course is to provide the knowledge of Design and
Analysis
of Experiments.

Unit I
Introduction to Design Experiments: General Block Design and its information matrix (c),
Criteria for connectedness, balance and orthogonolity, intriblock analysis (estimability), besi
point estimates/interval estimates of estimable linear parametric functions ana [Link] of
linear hypothesis). Fixed mixed and random effects models. variance components estimation.
study of various methods.

Unit II
-
Missing plot techniques in^RtD and LSD, Symmetrical Factorial experimenrs with factors at
two and three levels ( 2",32,33;, Confounding-Total and Partial in factorial experiments, Split
plot Design.

Unit III
Incomplete and Balanced incomplete block designs, Lattice and Youden squares, partially
balanced incomplete block design and its analysis.

Unit IV
Analysis of Covariance in RBD, LSD and CRD. Analysis of Covariance in Non-orthogonal
Data in two way classification, Covariance and Analysis of experiments with missing
observation.

BOOKS RECOMMENDED:

t. D.D. Joshi : Linear Estimation and Design of Experiments.

2. 0. Kempthorne Design and Analysis of Experiments.
3. Das and Giri Design and Analysis of Experiment.
4. Cochran and Cox Design of Experiments.
5. Aloke Dey (1986): Theory of Block Designs, Wiley Easrern.
6. Giri, M.N and Giri N Design and Analysis of Experiments. Wiley Eastern.
(te7e)
7. Montogomery C.D Design and Analysis of Experiments, Wiley, New york
(1976\ a
8. Rao, C.R. and Kleffe Estimation of Variance Components and applications,
J. (1e88)
9. Searle. S.R. Casella Variance Components. Wiley.
G. and McCulloch,
c.E (1ee2)
 ourse No. PSSC 203 Title : Inference-I

Syllabus for the examinations to be held in May 201 5.2016 and20l7

[Link] : The aim of this course to provide the knowledge of Inference to the
students.

Unit I

Introduction to estimation: unbiasedness- consistency. sufficiency and Minimal sufficiency.

CAN estimators, Mean Square Error. Completeness and Bounded completeness,
Factorization Criterion, Finite and asymptotic efficiency.

Unit II
i-lUvUp. Cramer-Rao inequality. Chapman-Robbins-Keifer lower bound. Rao-Blackwell
Theorem, I-ehmann Scheffe Theorem, Exponential and pitman families

Methods of Estimation: Maximum Likelihood method, methods of moments and percentiles.

Unit III
Testing of hypothesis: Basic concepts. randomized and nonrandomized test procedures.
Neyman-Pearson [.emma. Families with MLR pioperty. Examples of IJMP unbiased tests fbr
two sided hypothesis (Only for exponential families). Wald's SPRT, Likelihood ratio test and
its properties (without proof) and applications to normal distribution.

Unit IV

U- Statistics, its definition. properties as an estimator of its expectation, One-Sample and 2-

Sample non parametric tests for Location (only standard test), Non parametric confidence
intervals for percentiles, Interval estimation, confidence level, construction of confidence.
intervals using pivots, shortest expected length confidence interval.

Books Recommended

l. Kale, B.K (1999): A first course a Parametric Inference. Narosa

Publishing House.
2. Rohtagi, V.K.(1988): An introduction to probability and Mathematics
Statistics, Wiley a

Eastern Ltd. New Delhi (Student Edition)

I
). Fergusan T.S. ( 1967) Mathematical Statistics, Academic Press.
4. Zacks, S. (1971): Theory of Statistical Inference. .lohn Wiley and sons.
New York.
5. Lehman, E.L. (1988)- Theory of Point Estimation.
6. Lehman, E.l-.(1988)- Testing Statistical Hypothesis.
7. Rao, C.R. (1973): Linear Statistical Inference.
 ,- , -..]*-*

No. PSSSTC 204 Title : Multivariate Analysis

/'."",,"
Syllabus for the examinations to be held in May 2015.2016
and2OtT
OBJECTIVES : The aim of this course to provide the knowledge of Multivariate Analysis
to the students.

Unit I
Multivariate nornral distribution, Maximum likelihood estimates
dispersion matrix. Distribution of sample mean vector, Wishart
of mean vector and
matrix-its air,ritr,'i*
properties, Null distribution of simple, partial and multiple "ri
correlation coefficients and their
of signifi cance.
.testing

Unit II
Hotelling's T2 statistic-its distribution and application in testing of mean vector for
one and
more multivariate normal populations, Mahalonobis D2 staistici and its application. problem
of classification, probabilities of misclassification and their estimation. classification into
more than two multivariate normal populations, Discrimination procedures for discriminating
between two multivariate populations-sample discriminant function.

Unit III
t
Multivariate linear regression model-estimation of parameters, Distribution of sample
regression coefficients, tests of linear hypothesis about regression coefficients,
Multivariate
Analysis of variance (MANovA) of one and two way classified data.

Unit IV

Principal Components Analysis, Factor Analysis Canonical variates and canonical

correlations.

Books Recommended

l. Anderson, T.W: An introduction to Multivariate Statistical Analysis.

2. Morrison, D.F.: Multivariate Analysis.
3. Johnson, R. and
Wychern: Applied Mgltivariate Statistical Analysis.
4. Jobson, D.B.: Applied Multivariate Analysis.
Course No. PSSSPC 20S Title: Practical (Design of Experiments)
[Link]: To make students familiar with the
computation work based
Course No. PSSSTC 202

Course No. PSSSpC 206

Title: Practical (Multivariate Analysis)
Objective: 'l'o make students familiar with
the cornputation work based
Course No. pSSSTC 204

Further, each student will have to submit

a small project on application of any
multivariate Analysis. using statistical software.
 1r
' J 'It"{

Annexure I
Seriiester III
Syllabus for the examinations to be held in December 2015,2016 and20l7

PSSSTC 301: Linear Models & Regression Analysis 4 Credits

OBJECTIVES: The aim of this course to provide the knowledge of Linear Models and
Regression analysis.

Unit I
Gauss-Markov set-up, Normal equations and Least squares estimates, Error and estimation
spaces, variances and covariances of least squares estimates, estiniation of eror variance,
estimation with correlated observations, least squares estimates with restriction on parameters.

Unit II
Simultaneous Estimates of linear Parametric functions, Tests of hypothesis for one and more
than one linear parametric functions, confidence intervals and regions, Analysis of variance,
Power of F-test, Multiple comparison tests due to Tukey and schefte, simultaneous confidence
intervals.

Unit III
Introduction to one-way random effects linear modets and estimation of variance components,
Simple linear Regression, multiple and polynomial regression, orthogonal polynomiars.

Unit IV

Residuals and their plots as tests for departure from assumptions such as fitness of the model,
normality,- homogeneity of variances and delection of outliers, Remedies, lntroduction to non-
Iinear models; least squares in nonlinear case, estimating the parameters ofa norr linear system,
reparameterization ofthe model, the geometry oflinear and non linear least squares.

Books Recommended:
!
Cook, R.D. and Weisber, S. ( I 982), Residual and Influence in Regression,
Chapman and llall.
Draper, N.R. and Smith, H. ( 1988), Applied Regression Analysis 3d Ed. Wiley.
Gunst, R.F. and Mason, R.L. (1980). Regression Analysis and its Applicaticn-A
Data Oriented Approach, Marccl and
Dekker.
Rao, C.R. (1973), Linear Statistical lnfercnce and Its
 Applications, Wiley.

Weisber S. (1985) Applied Linear Regression, Wiley Eastem.

Wiley. D.C. Montegomery and EA Peck (1982). Introduction to [Link] Regression Analysis,

John Wiley and sons.

?
[Link] (1976) Theory and ^Application of the Linear

Models.
PSSSTC 302: Inference II 4 Credits

OBJECTMS: To provide advanced knowledge of [nferential Statistics for decision making.

Unit I

Generalization of Neyman-Pearson Lemma (without pfoof), Unbiasedness in hypothesis testing,

UMPU tests for two sided hypothesis - in case of exponential thmilies, similar tests and tests of
Neythan. structure and its relation to bounded completeness, UMPU test for multiparameter
exponential families and its applications to Binomial and Poisson populations.

Unit II
Review of maximum likelihood estimation, MLE in Pitman family, MLE in censored and
truncated distribution, Cramer family, Cramer-Huzwbazar theorem, solution of likelihood
equation by method of scoring, Introduction to Sequential Estimation and Sequential Cramer
-Rao inequality.
Unit III
Consistency and relative efficiency in non-parametric set-up, Method of estimating ARE, U-
Statistics, Mann-whitney U-test, Rank tests a) For location-Wilcxon two sample ind Tirry-
Hoeffding, b) For dispersion- Mood test and Freund-Ansari Test. The K-sample problem-
Kruskal-wallis Test, General simple linear tank statistic, Tests fbr Goodness of fit, Tests of
independence: chi-square Contingency Tabte, Kendall's tauand Spearman's Rank correlation.
:i
Unit tV

Statistical decision problem: non-randomized, and randomized decision rules, loss function,
risk
function, admissibility, Bayes rule, minimax rule, least favourable distribution, priori
and
posterior distributions, Admissible, Bayes and minimax estimators with illustrations.

Books Recommended:

L Lehman, E.L.: Testing Statistical Hypothesis.

2. Goon, Gupta, Des Gupta: An outline of Statistical Theory, Vol,2.
3. Rohtagi, V.K.: An lntroduction to Probability Theory and Mathematical
'l Statistics., Wiley.
4. V.K. Rohtagi: i
Statistical Inference, Wi ley.
5. B.K. Kale: /l Parametric Inference.
6. S. Zacks: Theory of Statistical Inference.
7. T.S. Ferguson: Mathem?tical Statistics - A Dec ision Theoret ic Approach.
:
 --1
4 Credits
PSSSTC 303: Optimization Techniques
to the
to provide the knowredge of Decision Theory
.BJECTIVES: The aim of this course is
students

Unit I

Ht":'"I;,"Sffiiff.I'i'JlB,llHll!1J;':l"i::J{iil'T,"J.[{ii};:t.:1[I^i]*tr5
sis-i;1-vr.-t-r,[,a ana a.g"neracy
in LPP and its resolutron.
il:i[,ri?ffi;iilfrrrq*i,
UniiII
dual and primal' theorems on duality'
Fundamental
DualiW in LPP, Correspondence between standard
il#ffiil;";t tt't:*,,,' nt"ltid simptex Method'
dualiw theorem, Basic duality r11-' Apptication of
for revised simplex #ffi;;;;ili9i.
'Jitii'p.i#rr"i pt"*dure'for standard form' sensitivitv"ranalysrs'
form
standard'form'

Unit III
oDtimum solution' existence
of
of TP' FS' EIS-T! d\4oDl's) method for finding
Transportation problem (TP)' formulation U-v
FS. optimal solution method,'il:iil;#";'ili"g'sFS' oiobrems, fundamental theorems
ootimar solution, unbarance ;r;ffi;t";;r"biemlassignment Theory
assignment proutr*,, uungiili';*:h'i
f;; ;t'cnmJnt problems' Routing problems' poinl
oi and optimal stratesy, saddle
of mmes, rectansutar s"r., fifi#;;1il;j.i"l'cirtgrig'i p"i*, Minimax-Mximin principle
ontimal stratesie, -a different'methods including LPP, Minimax
"uru"Tii"dff;":ffiil'";'raaar.
missed stratery Games and ,h;; ;fiil";Gough
theo7em.

Unit IV

CPMandPERT,Determinationofcriticalpath,sdifferentfloattimescrashing'applicationsof through
r.q""ncing- problems' processing n-job's
cpM, ,ERT and JoU sequenc"inf '"rriilrrirr 2-job's through n-
[Link], Johnson,s
n-jobs).for 2- machines, processing
dg;;it'il-i;r
mJc;ilffiit;al method,-processing n-job's through m-machines'

Books Rccommended:
: Ooerations Research.
l. H.A. Taha
: OPtimization and aPPlications'
2. S.S. Rao
: OPerations Research
3. Kanti SwaruP and M.M. GuPta
:Operations Research
4. S.D. Sharma .
: Queueing Theory.
5. Harris
:
 :

Applied Statistical Methods-I 4 Credits

Unit I
Concept of statistical population, Attributes and variables (discrete and Continuous),
Different types of scales - nominal, ordinal, ratio and interval. Primary data designing a
-
questionnaire and schedule, collection of primary data, checking their consi-sten-cy.
Secondary data; scrutiny of data for internal consistenly and detection o1errors of recording.
Ideas of cross validation. Presentation of data; classification, tabulation, diagrammatic
&
qfphical representation of grouped data. Frequency distributions, cumulatiie frequency
distributions and their_graphical representationi, hiitogram, frequency polygon Ogives.
Stem & Leaf Plot and Box plot
,

:
Uuit II
Measues of Central tendency and dispersion, merits and demerits of these
measures. Moments
and t'actorial moments' Skewness and Kurtosis and their measures. Measdres partition
based on
values.

Unit III
BivariaG data, Method of least squares for curve fitting. Correlation
and regression, Their
properties and interelationship, rank correlation (Spearm-an's
and Kendall's rieasure). Intra-
class correlation, Correlation ratio. Partial anO uuitiple
Coirelation a rrauitipte Rlgression for
Trivariate data.

Llnit IV

Testing of hypotheses :Statistical Hypotheses (null, aliernative

simple and composite),, Type I
II errors, significance level, p-valum, po*", of a test. Point anJ
l'[Link]
Estirnation. Standard error, Tests based on t, F and
;;;ii;;r.,
Interval
12 distributions. Large sample tests .

Note: Emphasis would be on applied aspects of the course

rathcr than theoretical
derivations.
t
Books Recommended:
l ' Goon A'M', Gupta M.K. and Dasgupta B. (2005): Fundamentals
of Statistics, Vol. I, gth Edn.
World Press, Kolkata.
2' Goon, A'M', Gupta, Dasgupta, B. (2003): An outline of Statistical Theory,
4th Edn. World press,t5..uru
Kolkata.
vol. I,
3' Yule, G'U' and Kendall, M'G.: An Introduction to
the theory of statistics. Charles Griffin &
Company Ltd.
4. C.E. Weatherbum: Mathematical Statistics
| 'Kapoor and Gupta(2007): Fundamentals of Mathematical Statistics, S Chand and Co.
6. Gupta, S.P.: Statistical Methods.
:
 i

PSSSPC 305: Practical (Linear Models ) 4 Credits

Objective: To make students familiar with the computation work based on Course No.
PSSSTC 30I

i
pSSSpC 306 :Practicat(Applied Industrial Statistics & Numerical analysis ) 4 Credits

Objective: To make students familiar with the computation work based on [ndustrial
Statistics, Reliability and Numerical Computations.

i
i. Goon, A.M., Gupta, M.K. and Dasgupt4 B. (2005): Fundamentals of Statistics. Vol. II, 8th
Edn. World Press, Kolkata
7. Johnson and Wichern : Applied Multivariate Analysis Statistical Analysis. PHI

i*
 )

Annexure J

Semester IV
Syllabus for the examinations to be held in May 20t6,2017 and20tB.
PSSSTC 401: Stochastic processcs 4 Crcdits

objectives : The aim ofthis course is to provide the knowledge

ofStochastic processes to the
students.

Unit I

Introduction to stochastic processes (Sp's), classification

'chains of Sp,s according to state space and
time? domain, countable. state Maikov '
tr"rc;.), chapman-Kormogorov equations;
calculation of n-step transition probability ana its timit,
siatronary distribution, classification of
states, transient MC, Random walk and gambler,s
ruiniroblem.
Unit-II

Discrete state space continuous time MC's,.Koromogorav-Fe[er

. Process, Birth and Death processes, Appiications
io
differentiar equaiions, poisson
qu"r", and storage problems, Wiener
process as a limit of random walk, first passage
time and other problems.
-
Unit III
Renewal rheory; Erementary. renewar theorem
and apprications, statement and uses of key
renewal theorem, study of residual rife time pro".*,
,Liionury process, weakly stationary and
strongly stationary process.

Unit IV
i
Branching process' Garton-watson_ branching process,
probability of ultimate extinction,
distribution of popurations size,- Ma(ingare; ";ir;;;l;
time, convergence and smoothing
properties, Statistical inference in MC and
l4arkou pro""rrrr.

Books Rccommended:

, SR:nd Manjunath, S.M.(1984). An introduction to

Finite Markov processes,
f,r1fi;
2 Bhat B.R. (2000) stochastic Moders, a*tyris
and Apprications, New Age International
*ry?
Lj'

3' Karline, S' and Taylor, H.M. (19975): a riist course in stochastic process, vol. I
1, Academic Press.

4. Medhi, J. (1982) Stochastic processes Wiley Eastern.

5. Parzen,E(1962):Stochasticprocesses.

-
ry
^
)

PSSSTC 402: C++ 4 Credits

Objectives : The aim of this course is to proiide the flowledge of programming in C++ to the
: students.

Unit I
Flowchart, Algorithm and problem solving. General concepts of programming. C++ character
set, C++ tokens (identifiers, keywords, constants, and operators), structure of Ci+ program, cout,
cin, Use of VO operators, Cascading of I/O operators. Data Types: Built-in data types- int char,
,
float, double, Integer constants, Character Constants, String [Link]: beclaration of
variable of built in data types Operators: Arithmetic operators, Relational Operators. Logical
operators. Increment and decrement operator. Conditional operator, Precedence of oprruiorr.
Type Conversion: Automatic type conversion, type casting. C++ short hands (--,'++, =;,
.Assignment statement, variables initial ization.
Unit II
Flow of control: Conditional statements, General form of if-else statement, if else if ladder,
Nested if? As an alterqative to if General form of-switch, Nested Switch. Simple controi
stiatement, for loop statement, while loop, do while loop. Variation in toop statemints;Nested
loogt, Loop termination: break, continue, g! to, exit 0, Singte character input get char 0, single
character output (put char 0), gets and puts [Link]-red Data Type: [Link], Geneial
foim
of Declaration and Use: one dimensionalarray,String two dimensionat,lrray iniliaization.
Unit III
Functions: General form, Function Prototype, definition of function, accessing a function.
Pass-iqg arguments to function, Specifying argument Data type, Default
urgu.-.nt, Constant
arguinent, Call by value and Call by r"ference, retuming value ind their typesl Cdling
function
with arrays, Scope rules of function and variables, Loial and Global ,ariabies, Stoiage class
specifiers: extern, auto, register and static. Standard Header files
- string.h, .uth.h, rt-dtiU.h ,
iostream.h. Standard Iibrary functions-string and char related functions: isalnumg,-isalpha(),
isdigio, islowerO, isupper0, torower0, toupper0, strcpyO, strcat0, strrenO, strcmp
Mathmatical functions: fabsO, frexp0,imod 0,log0,logr0(y, pon(), sq;i), cosO,
0.
aus0.
Unit IV
Structures: specifying a structure, defining a structure variable, accessing structure members
.Functions and structures, arrays of structures, arrals within a structrie, Structure
within
structure Class: [Link] a class, public and privati data members and member
functions,
detlhing objects, calling member function, constructor and destructor functions.
Books Recommended:

l. Robert Lafure : C ++ Programming

2. Satish Jain : Computer fundamentals and C+I programming
Vo[. I, Ratna Sagar pvt. Ltd., Delhi.
3. Al Stevens : Teach Yourself C+*, fburth Edition publications, New
Delhi. :
4. Ravichandran : Programming in C++.
5. Ankit Asthana :Programming in C++.Narosa publication,Delhi. f-'
\

q?
 cst

Econometrics & Time Series 4 Credits

-
,,' ,pbjytives: The aim of this course is to provide the knowledge of Econometric methods to the
z'studOnts:

Unit I

f
7 A review of least squares and maximum likelihood methods of estimation of parameters in
classical linear regression model and their properties (BLUE), Generalized Least Square
Models, construction of confidence regions and tests of hypothesis, prediction, use of extraneous
infbrmation in the form of exact and stochastic linear constraints, Restricted regression and
mixed regression methods of estimation and their properties. Testing of extraneous information.

' Unit II
Multicollinearity, its effects and deletion, Remedial methods including the ridge regression.
Specification eror analysis, inclusion of irrelevant variables and deletion of dominant variables,
their effects on the effrciency of optimization procedure.

Unit III ?

Hetroscedasticity, consequences and tests 6r it, estimation procedures under heteroskedastic

disturbances. Auto correlated disturbances, Effects on estimation of parameters, Cochran Orcutt
and Prais-Winston transformation, Durbin-Watson test. Errors-in-variables model, Inconsistency
of least squares procedures, Consistent estimation of Parameters by instrumental variables.

Unit IV
Seeiningly unrelated regression equation model, [Link] squares and feasible generalized
least squares methods and their asymptotic properties.
Simultaneous equation model, problem of identification, A necessary and sufficient condition for
the identifiability of Parameters in a structural equation, Ordinary Least squares, indirect least
squares, two stage least squares and limited information maximum likelihood method, K-class
estimators, Asymptotic properties of estimators.

BOOKS RECOMMENDED:

L Vinod, H.D. and A. Ullah : Recent Advances in Regression Methods,

(Marcel-Dekkar) '
2. Jonsten, J. : Econometric Methods, (McGraw Hill
? Book Company.
Seemingly unrelated Regression Equations
Models: ( Marcel Debbar).
[Link], G.S. : Econometrics ( McGraw Hill Koga Kusha Ltd.)
5. Koutsoyiannis, A : Thepry of Econometric (Macmillan)
6. Theil, H. : Principles of Econometrics (John Wiley).
7. Gujarati, D. : Econometric Theory,
8. Madanani : Introduction to Econometrics.
9. Baltagi . Econometrics ( Springer rer log)

?
 APPLIED STATISTICAL
METHODS
-II
Unit I' 4 Credits

Sampling versus
corDnlcra .. ,.

':.'.'ilT.I,1ilX",T,'"iljj:l-,[*il{'tft
trjlffi:fi1J;[Link]*,i"'ffi:f1"iil:Ti'*f,:rnil:Jffi
;ll#:fr :.:ffi .r.:...r::,.nd
llnff grrwuiluorl'
[Link] , .rriiluii" ptuportlotl?l allocation,''r;l,H:fi ,[Tf erriciencv or

Lffi'*JTl,l'#rl-:H",li$fi
estrrnators.
estimators. ur population
l::r:l populationl"*lf opti 'ii,:'r,:*'Jffi
n r. SIld-popUlatiOn uystematicd,,ffi',flT,{.
,-'v'rrqtru
br.--of""'! mean
Use .,r randorn';;;;;;';;[Link] ancl popuration
[Link].
samOllng, ipi
tu,,pfing, PPS
oete*nination.
deternination. in selection
Ies rn rcld.i[r-o;' ::'ul'
of random
."-1j1
standard
,rondard t^r,
effors of these
[Link],.r.
samples. SurpL'rir.
Unir II

;tffgrummrg*r
Non-parametric
tesl
r actoria r Expe
rim ent* s * i J
$il
6#ll;Xir:r;ffi:::l _

i{i:,'ffi ;::l:::}*iii}.fr:"q{:,":.:f
ffl*#iiHi#fl;*ffi fr ilffi ,,.,
ffIlil;jffl *##f
'ffi #,ffi1#;i1#i,#r1;#*:..ffi
#,Hr
illflt'[Link] would be on apptied aspecrs of rhe
course rarher
rhan theoreticat
i

I I. Guptq S.C. and Kapoor, V.K. (200g):

t
t

ifil:*ilfiiidfi,-q
4. Sukhatme, p.V.,

5 [Link], r D
Sr
n,_

and ff*kri,*ffifrr,i,I}i,j,,i,i[i,*,,'ft,.J,,i,"",i*h

tF
,.
 t
!
S..ad

APPLIED STATISTICAL
METHODS -II 4 Credits
Unit I

;;3#:fr
Pro6[.em ':.'j;r.:rrl1r,##:,#tft
;..:di[:,1;"ffi,JHl[:Tffi:1xX11*,,'Hf,*:,::f:11T',
of allocatio;''""'rsrrrPrrng wrth-ard without replacement. Stratified
^precision
and efficiency of
;;;#r*r;ir;;
i.:ilx;,i,1:-ril;Trj,"ffi;?,1#
sampling , estimation
IIiLfr altocation.
optrmum
:pi,F"';dilifi"'liil;;:1,:l"f:',""',":l"T:iiEation
[Link]. rseof
Use "il;ffi,iil"lot'on,
oi random
,unoo'"'"",il;;';fiJ1",,[1,[Link] totut,
svsrematic sampring, pps
systematic
,t*a*J_"iio* of these
numh". .ul.l1-*i,population
;:1,#H;'',f
determination. ton of random samples. Su-pi, ,irc
Unit II i

I
Analysis of variance.
way crassifi.:::,1
classification with.quur9n. nrrui.;;;*rtions Assumptions regarding moder. Two
way
per.J,r. [Link],s murtipre comparison test.
i,::r*:l;1'"ffi ffi
,,',?T,.,ffi
*f :,;ffi
J;:*f;
,qfi ,"",0#;""[Link]
cRD and RBD r{rl rqr;;;;;igi'' ruv-oui, :rffi ffi il:::
aNov?
bffil
LSD and RBD; L'sD il;i6. [Link]
tabre. comparison of efficiencies
[Link] : Basic concepts and exampres.

Non-parametric tests.- Tests

for randomness and test foi
goodness of fit. one

#ffiffi *t[ {:iiffiI;*#t11*I:'+ffi ilTli*r

" sampre tests : sign
"'

,q,p,i't
Unit IV
Multivariate Data' D^efinitign,
cglcgpt al9 applications of
Multipte' Linear Regres_sion, Murtivariate. anaryticar techniques:
rraar(ova:d;;
classification Anarysi-s, c"[Link]"uill ;;:" ;;.;;, Analysis, Discriminanr and
ii'[Link]
,pprui"rs otmutiivariut. i"lhriqu"r.
would be on applied aspects
I;'fi,lrTfhasis of the course rather than theoreticar

I. Gupta, S.C. and Kapoor, V.K.

(200g): I
[Link],rrwinandr,,,*,r.r;:r,;;ffit"litril#ffi
3 sineh D
;::X":j::3*
and chaudhary, F s ( r ee5):
[Link]:i1[ffii:lii,FskJ:ttr"r*:*:,
Age Internationatpl LtO.
- hr
4' Sukhatme' p'v'' sukhatme, B'v', sukhatT", S,, and Asok, c t13a.+1, Sampring Theory of
5 Gibbons, JD and.n,u',Xil'Jr),Y|,ff#.|?.{fi!i?J5,:"ti=i#;,,,frijni,r",rcy*r,A
Marcel Dekker, CRC.

F
 -=qhiqee...-"

of Statistics. Vol. II,8th

6. Goon, A.M., Gupta, M.K' and Dasgupta" B. (2005): Fundamentals
Edn. World Press, Kolkata
[Link]:AppliedMultivariateAnalysisStatisticalAnalysis'PHI
(
I
t
I

-
I

i
 {
t
,? , ! ' .'-,.

- PSSSPC 40S: practical(Cr_ri

4 Credits
objectrve: To make students familiar
with the computation work based on course
No.
PSSSTC 402

PSSSPC 406: Software Lab-II

4 Credits
Objective: To make students familiar with
the computation work based on Standard
Statistical softwares.

t
\

,1
PSSSTE 407: Operations Research
4 Credits
objectives: This course introduces
the students to various optimization
Research and some models of queuing techniques of operations
theory.
Unit I
Inventory control' Introduction,
Deterministic moclels, Economic
lot size model with and without
#ff3'*,I;,i;'il;:*,,[Link]';.;:T3,;d;Hf,.Xif;fffi unirorm [Link],i.,ous demand,

Uni!,II

Introduction of oryrL3ing theory,

concepts and various definitions,
their problems, distributlr" classification of queues and
times' Different queuing "iii'i"JJlm rr*i.;,.,iiJ,;;ilr, based on a,ivar and departure
ruflruriqg,at, *, *J, irr"i"tirity
'oa"rt
'f;lXlT" expected valuis, Generarized- uttvtit ur]ia, distribution of different times
iit
tn (FCFS, N) and N4^vt/c(c, c,
Unit III
Replacement Problems' Replacement
completery, [Link]
of item.s- that deteriorate,
production-probre*,;;;;il;nt Repracement of items that fail
Types of simulation' limitations-oi'l-l#r*ion, renewar probrems. simuration,
generation'oi*room numbers
s imutation, Appr icationr
"a
s ;;;r"," i""*.t and Monte-carro
.;;;ffi lro qr* ing probr ems.

Unit IY
:
Introduction to decision,jlTo,
EMv, EvpI, EoL. Decision makin!lvnrs of decision, Decision,moders, Types of Environment,
,rdrj ;i;rh,J, Ei*,.t
and o..ision [Link] Anarysis.
n'rnctioni-'c'ri,IJ'u,a tnei,-cons'tirction port",io,
,',:ffif,,#;li#H,X'l'ffi '?r*v
BOOKS RECOMMENDED:

l. R.L. and M.W. Sariens

2.
4.!of
S. D. Sharma
: Fundamentals of Operational
Research
: Operations Research
3. N.U. Prabhu
: Queues and Inventions
4. D. Gross and C.M. Maris , Wiley
5.
: Fundamentats of
Taha" H.a. eueuing Theorv.
: uperatlons Research-
6. [Link] An introduction.
: Quantitative Techniqurr,
T;i;M;;;;;.
i
/ PSSSTE 408: Information Thcory
4 Credih
Objectives: To introduce information theoretic concepts.

Unit I
concept of Entropy and information measures, Formal requirements
of thc average uncertainty,
Shanon's measure of information its properties, roi-i-,i una Conditional c"r?"pv,-ilJ"iir"
_and
entropy and mutual information, Uniqueness or tn. [Link]
function JenseJs 1""+r'",irty
consequences, Fano,s Inequality, Asymptotic Equipartition property, ""i'rt,
Entropy Rate.
Unit-II

Elements of encoding, redundancy codes , shanon Fano Encoding

-and
,Ne&ssary and sufficient condition for "ti,.i.n.y,..iinury
noiseress .oding, [Link]" rength of .*"a"a-..rr"g"
Kraft Inequality, McMillan Inequatity, optimal codes, tirrrrun Lode, -Fundamentur
trr"o."ln Lr
discrete noiseless coding.

Unit-III
Differential Entropy, Jo'int and_conditional Differential Entropy, properties
of Differentiar and
Relative Entropv, Differential Entropy of distribution, Rerationihip
i,r oin"r."ti"i-Liir"pliil
Discrete Ertropy, Differential
.entiopy- bound on discrete. entiopy Entropy optimization
Principles, Idaximum Entropy principri, MaxEnt Formalism, Maxi^ur [Link] biriffiti"r--
Unit-IV

t1'u,tn"1 sapacity, symmetric channels, Binary symmetric channel, Binary

Erasure channer,
Properties of channel capacity. Joint AEp theorem, channel coding
*,"or"i,
Fano's inequality and converse to the coding theorem, Hamming codes.
[tui"."; ili,
Books Recommended:
F
i. ShannonCE(1948): The-math€matical theory of communication. Bell Syst.

2. vanderlubbe(ree6): ?:t'^{;i;'1,;,!:".lJlliiollfj*',1;3tf;",.'
3. Thomas T. M. and cover (2006): Erements of Infoimation Theiry. wiley New york.
,
4. Kapur, J.N. and Kesavan H.K. (1993) :Entropy optimization principres
., irir, eppri*iio^,
Academic press, New york.
5. Reza, F.M. (2007): An Introduction to Information Theory, Dover
Publications.
6. Robert Ash Information Theory .
tF:7
f
./

t .i .,
;.
I
PSSSTE 409: Non Parametric Inference 4 Credits
{
Objectives: To make students familiar with non-parametric concepts related to inference.

Unit I

Distribution of F(x), Order Statistics and their distributions, Coverage probabilities and
confidence intervals, empirical distribution function and its properties, asympiotic distributions
of order-statistics, bounds on expected values.

Unit II

Sample problems, problem of location, Mathisen-Median test, Rosenbaum Statistics I and

!_inqle
II, Linear rank statistics, Prediction intervats, Goodngss of fit tesis, Kolmogrov-Smirnov-one
sample Statistic, sign-test, Wilcoxon- Signedtank statistics, Walsh averages, gEneral Linear rank
stati$ics, Noether's Conditions, asymptotic distributions of above statistics.

Unit III
Two sample problemr, test, Wilcoxon test, general linear rank
-tut*n-Whitney-Wilcoxon
statistic, Vander Warden Statistic, Scale problems-statements and applicatiois of Mood Statistic,
freund-Ansari-Bradley-David-Barton statistics, Siegel-Tukey Statistic, Sukhatme test.

Unit IV

Efficiency of tests, asymptotic relative efiiciencies Hoffcting's, U,Statistics, Asymptotic

distgibution of U-Statistics, K-Sample problem, Kruskal-Wallis tist, Kandall,s Tau coefficient
and its sample estimate, spearman's rank correration coefficient.

Books Recommended: , -

t JD Gibbons : Non-parametric Statistical Inference.

2. DAS Fraser : Non-parametric Methods in Statistics.
3. Rohatgi, V .K.: An Introduction to Probability Theory & Mathematical Statistics
4. H.A. David : Order Statistics

5' S.C. Supta, V.K. Kapoor : Fundamentals of Mathematical Statistics, Vol.l.

?
 '"7
i_t
/
:i
r/ I
i

ii
ir, ?

PSSSTE 4I0 : Demography

4 Credits

objectives: To introduce application of statistics in the field

of vital statistics Demography and
Population studies.

UNIT.I

vital statistics: Methods of collection, their merits and demerits,

various fertility rates and their
computations, factors affecting fertility rates, differential
fertiliti.r, giuauution or rertit-i[-rates,
Gross and net reproduction rates.

UNIT-II

Crude mortality rates, infant mortality rates standardizedfertility

and mortality rates. Life tables:
its classification, properties and methods of action with speciat
. Mofiel and Chiang methods for construction of abridgeaiife
iererenc" -
-- to rcing, ciarll"-nrra-
tables,.
UNIT-III
?
Financial calculation, caqSe deleted tables and multiple detection,
sample variance of life table
functions, Probability distribution of life table functions- probabiiity'[Link]
of survivors and observed expectation of life, joint probability aistriuution of of the number
the number of
survivors and the number of distribution.

UNIT-IV

Makeham's and Gompertz curves, Population estimation

and projection. Mathematicat and
component methods of projection. A brief account of other method"s of population piojr"ti*.
Migrbtion its concepts and estimation.

Books Recommended:

I. Spigelman : Introductio-n to Demography.

2.6x : Demography.
3. Keyfitz : Applied Mathematical Demography.
4. Chiang : Introduction to Bio-Statistics

*
- ,-t
_i

PSSSTE 4Il: Biostatistics 4 Crcdits

?
Objectivbs: This course introduces the students to various applications of statistics in biology
and medical fields.

UNIT.I

Basic biological concepts in genetics, Mendel's law, Hardy- Weinberg equilibrium, random
mating, distribution of allele frequency ( dominanUco-dominant cases), Approach to equilibrium
for XJinked genes, natuml selection, mutation, and genetic drift, equilibrium when both natural
selection and mutation are operative.

T,lNIT-II

' Planning and design of clinical trials, Phase I, II, and III trials. Consideration in planning a
clinical trial, designs for comparative trials. Sample size determination in fixed sample designs.

[Link]
Funstions of survival time, survival distributions and their applications viz. Exponential,
Ganima, Weibull, Rayleigh, lognormal, death density firnction for a distribution having bath-tub
shape hazard function. Tests ofgoodness offit for survival distributions (WE test for exponential
distributiotl W-test for lognormal distribution, Chi-square test for uncensored observations).

UNIT-[V

Typg I, Type II and progressive or random censoring with biological examples, Estimation of
mean survival time and variance of the estimator for type I and type II censored data with
numerical examples. Idea of Stochastic epidemic models: Simple epidemic models (by use of
random variable technique).

Books rccommended:

l. Biswas, S. (1995): Applied Stochastic Processes. A Biostatistical and population

Oriented Approach, Wiley Eastern Ltd
2. Cox, D.R. and Oakes, D. (1984) : Analysigof Survival Data, Chapman and Hall.
3. plandt, R.c. and Johnson (1975): Probability Models and statistical Methods in Genetics,
John Wiley
& Sons.
4. Ewens, W. l. (1979): Mathematics of Population Genetics, Springer Verlag.
5. Ewens, w. J. and Grant, G.R. (2001): Statistical methods in Bio informatics.: An Introduction,
Springer.
6. Friedman, L.M., Furburg, C. and DeMets, D.L. (1998): Fundamentals of Clinical Trials,
Springer Verlag.
7. Gross, A. J. And clark V.A. (1975): survival Distribution; Reliability Applications in
Biomedical Sciences, John Wiley & Sons.
8. Lee, Elisa, T. (1992) : Statistical Methods for Survivat Data Analysis, John Wiley & Sons.
9. Li, C.C. (1976): First Course ofPopulation Genetics, Boxwood press.
10. Miller, R.G. (1981): Survival Analysis, John Wiley & Sons.

t
-7
1../ /

PSSSTE 4I2: Actuarial Statistics

Objectives: To introduce
and expose students-to
applicalion ofsta,*,", ,,
,",f ".rr"r,":
:;:
Utility theory, insurance
i

ggryffi
Unit-II
*,4#f}sHssfi gsgyffi t*#
Multiple decrement mode
.1.::i"::,,i;bi;;ffi;i;i?.,':f'#Ji1,,.r,,:fl1#llii"::_::*ip groups, associated
singre
Distribution or
ffiffifl: [Link]- ;d-l#;,"ilf,.J#g;,:,.illom
Xf:*
Unir-III
Principles of compound
int
i,npi,*4ai..",1i,"J,;:"ffil,m'i*:Xffff#*,f:s{rjnterest and discount, rorce
or
compounding'
"''on"nuous
i*,'ffi:frI;H:::li;31g."r o"u*the moment o,
recursions,.o,,;;#;ffi".:,T""J;ffi::I;[:"ffi ,:11":,1ff
'H,['|;#f,,XTff $:
Unit-(V

ilfi Hl,',i,; i"rti".,i;:T*-"::,*uous rire annuities, d

annuities-immedi+
""o
io*"jflXfi ::ilff::#'"fi '$'T:',111:T:X[',;,f ffi],;;
Books Recommended:

M E and Dickson' D c M (2000) : An rntroduction

iriffiil? to Acruariar studies,
Ergar

*$#*tfi :*[Link]['*x***fi rs',i{,,,',*;:-,",

: ctlon Mathematical finance
and

fiffiffififfiffi:tr;;,Iffi;ffi.
7
--7
t ..1

I
PSSSTE 413: Statistical Computing
4 Credits
Objective: To introduce
Statistical Computing
Unit-I

*Hffi:#:';"1#i:,ll[:T",]:l^i"g:r.,u,,1,,,.o
oas,[Link],om-ffi;.;,:?,f,:.Hration of norp_unirorm
Unir-rr
.Simulation_Random Walk-
distributions;sil;;ilr,ffiffiT;*:[Link], Applicarions. Simurating
murtivariate
Unit-III

1ffi:""1#;ll;l''Jffi,*$on_Numerica,
--- vsr!rPr.r5, Dlmulated so,utions Markov
"1#fii,:*::t;'"iff
application.
convergence, annealing,
"ooling
,.hJJ",
Unit-IV

NonJinear regression:
. Methr
applrcation. EM atgorithm Intririlsic anr
l1:,,t:l't*ion;
uno applrcations. curvature'
or kdrnels. Smoothing *n, u.1--llT"ter-effects
'rnels: density estimation, ci'Jic-e
Dooks Recommended:

j.
Blli:'r3y;Hrl.;l}:11,5%:rfi:ff
::IIi#p* Universi,y press

,ai#r;{;,mm*#"'"-:
3. Gentle, J.E., Htirdle
W. and

: ffld;illr#;:i* Heikki,
and smyth, padhraic, (200r).
principres
:+t_1T;:fi!rffi:ira, orData

il"l#,'ff .t;:fi ,,,,.i:H:..tTffilltili,?X*;ffi .,"uu

:$i_t*t,Xfl
t G' and ravror
#ffi[,A|]n G. c ., (tss7).Machine Learnin

: t;...t#,1""H"1l**o "'
*' * o,,,r,;. ;;#'1, I l,
'!u'
I
Ku'msrern' R'y' (rgsI)'

l. Simonoff, J.S. ( I996).

Simuration and tfie
Monte carro Method, ^'r;ll
John wirey&
Smoothing Methods
in Statistics, Springer.