University Grants Commission
NET Bureau
NET Syllabus
Subject: Statistics Code:107
Total Units: 10
UNIT I: Probability and Distributions
UNIT II: Real Analysis and Matrix Algebra
UNIT III: Sampling Methods and Design of Experiments
UNIT IV: Estimation Theory
UNIT V: Testing of Hypotheses
UNIT VI: Linear Estimation, Regression Analysis and Econometrics
UNIT VII: Time Series
UNIT VIII: Multivariate Analysis
UNIT IX: Stochastic Processes
UNIT X: Indian Statistical System and Research Methodology
University Grants Commission
NET Bureau
NET Syllabus
Subject: Statistics Code: 107
Total: 10 Units
Unit I: Probability and Distributions
Basic concepts of probability, conditional probability, Bayes theorem, independent events.
Random variables and distribution functions, expectation and moments, moment generating
function. Standard discrete and continuous univariate distributions. Jointly distributed random
variables, marginal and conditional distributions. Chebyshev inequality. Sampling distributions,
transformation of random variables. Characteristic function and its properties. Modes of
convergence of random variables, weak and strong laws of large numbers, central limit theorems
(i.i.d. case).
Unit II: Real Analysis and Matrix Algebra
Real Analysis: Finite, countable and uncountable sets; sequences of real numbers, convergence
of sequences, bounded sequences, monotonic sequences, Cauchy criterion for convergence;
Series of real numbers, convergence, tests of convergence, alternating series, absolute and
conditional convergence; Power series and radius of convergence; Functions of a real variable:
Limit, continuity, monotone functions, uniform continuity, differentiability, Rolle’s theorem,
mean value theorems, Taylor’s theorem, L Hospital’s rule, Riemann integration and its
properties, improper integrals.
Functions of two real variables: Limit, continuity, partial derivatives, total derivative, maxima
and minima, saddle point, method of Lagrange multipliers, double and triple integrals and their
applications.
Matrix Algebra: Vector spaces, subspaces, span, linear independence, basis and dimension, row
space and column space of a matrix, rank and nullity, row reduced echelon form, trace and
determinant, inverse of a matrix, systems of linear equations; Gram-Schmidt orthogonalization;
Characteristic roots and characteristic vectors, characteristic polynomial, Cayley-Hamilton
theorem, symmetric matrices, skew-symmetric matrices, orthogonal matrices and their
characteristic roots, positive definite and positive semi-definite matrices and their properties,
quadratic forms.
Unit III: Sampling Methods and Design of Experiments
Sampling Methods: Simple random sampling, stratified random sampling, systematic sampling.
Ratio and regression methods of estimation, cluster sampling for equal and unequal clusters,
double sampling, sampling with varying probabilities with and without replacement.
Nonnegative variance estimation, ordered and unordered estimators.
Design of Experiments: Analysis of variance in one-way and two-way classification (with and
without interaction) in fixed effects model, principles of design of experiments, completely
randomized design, randomized block design, Latin square design, missing plot techniques.
Factorial experiments- , confounding in factorial experiments, Incomplete block designs
and its intra-block and inter-block analysis, connectedness and orthogonality of block designs,
balanced incomplete block design (BIBD), inter-block analysis and recovery of intra-block
information of BIBD.
Unit IV: Estimation Theory
Point Estimation: Unbiasedness, consistency, method of moments and maximum likelihood
estimators, efficiency, uniformly minimum variance unbiased estimators, Rao-Cramer lower
bound, sufficiency, factorization theorem, minimal sufficiency, ancillary statistic, completeness,
Rao-Blackwell theorem, Lehmann-Scheffe theorem, Basu’s theorem.
Interval estimation: method of pivoting, confidence intervals for parameters in one sample and
two sample normal populations. confidence intervals based on large samples.
Nonparametric Inference: Distributions of order statistics, empirical distribution function and
its properties. Rank correlation coefficients of Spearman and Kendall.
Unit V: Testing of Hypotheses
Basic concepts, construction of tests: Neyman-Pearson lemma, families with monotone
likelihood ratio. Uniformly most powerful, uniformly most powerful unbiased and uniformly
most powerful invariant tests, likelihood ratio tests: applications to one sample and two sample
problems. Wald’s sequential probability ratio test, operating characteristic and average sample
number.
Chi-square tests (goodness of fit, independence of attributes, homogeneity in contingency
tables), sign test, Wilcoxon signed rank test, Mann-Whitney U-test, linear rank tests for location
and scale problems, Kruskal-Wallis test.
Unit VI: Linear Estimation, Regression Analysis and Econometrics
Simple and multiple linear regression model, Gauss-Markov model, least squares and maximum
likelihood estimation, testing of hypothesis related to regression parameters, Analysis of variance
for linear model, , adjusted , tests of linear hypothesis, generalized and weighted least
squares estimation, indicator/dummy variables, multicollinearity, heteroscedasticity,
autocorrelation, Durbin-Watson test, logistic regression models.
Restricted regression estimation under exact, stochastic and mixed restrictions. Model with
stochastic regressors and errors in variable model, instrumental variable estimator, simultaneous
equations model, identification problem, two-stage least squares estimation, k-class estimator.
Unit VII: Time Series
Time series data, descriptive measures, autocovariance, autocorrelation functions (ACVF, ACF),
and partial autocorrelation function (PACF), correlogram. Strong and weak stationarity,
ergodicity. General linear process and Wold decomposition. Moving Average (MA),
Autoregressive (AR) and mixed ARMA processes, stationarity and invertibility conditions.
Yule–Walker equations. Identification, estimation and order selection of AR, MA and ARMA
models, forecasting with stationary and invertible processes.
Non-stationary time series: random walk, ARIMA (p, d, q) models and parameter estimation.
Frequency domain analysis: Spectral representation of time series, spectral density of AR, MA
and ARMA processes, periodogram analysis and estimation of spectral density.
Unit VIII: Multivariate Analysis
Multivariate normal distribution and its properties, estimation of mean vector and covariance
matrix in multivariate normal distribution, distribution of sample mean vector, Wishart
distribution and its properties, distribution of simple, partial and multiple correlation coefficients
and related tests, inference for parameters. Test of hypothesis related to mean vector and
generalized statistic, discriminant analysis, principal component analysis, canonical
correlation analysis.
Unit IX: Stochastic Processes
Markov chains with finite and countable state space, classification of states, Chapman-
Kolmogorov equations, limiting behaviour of n-step transition probabilities, stationary
distribution, Gambler’s ruin problem, simple random walk. Poisson process, inter-arrival and
waiting time distributions, Birth and death processes, M/M/1 queues.
Unit X: Indian Statistical System and Research Methodology
Indian Statistical System: Ministry of Statistics and Programme Implementation and its
different wings, National Statistical Commission, National Statistics Office, census and large
sample surveys. Contributions of P C Mahalanobis, P V Sukhatme, R C Bose, S N Roy, C R
Rao, and other prominent Indian Statisticians.
Research Methodology: ‘R’ software: R as a calculator, functions and matrix operations, built
in functions, missing data and logical operators. Conditional executions and loops; data
management with sequences, repeats, sorting, ordering and strings; lists, factors, display and
formatting. Data frames, data input and output, graphics and plots. Basics of programming,
scripts and functions. and other word processing software.