Deccan Education Society’s

FERGUSSON COLLEGE (AUTONOMOUS),

PUNE

Syllabus
for

T. Y. B. Sc. (Statistics)
[Pattern 2019]
(B.Sc. Semester-V)

From Academic Year

2021-22
 Deccan Education Society’s
FERGUSSON COLLEGE (AUTONOMOUS), PUNE
Department of Statistics
T.Y. B. Sc. Course Structure
Semester –V and VI

CE ESE Total
Paper Course
Semester Title Credits max max max
No. Code
marks marks marks
V Distribution 2 50 50 100
DSE-1A STS3501
Theory
V Theory of 2 50 50 100
DSE-1B STS3502
Estimation
V Introduction to 2 50 50 100
DSE-2A STS3503 Regression
Analysis
V Design of 2 50 50 100
DSE -2B STS3504
Experiments
V Actuarial 2 50 50 100
DSE-3A STS3505
Statistics
V Operations 2 50 50 100
DSE-3B STS3506
Research
V STS Statistics Practical 2 50 50 100
DSE-1
3507 –I
V Statistics Practical 2 50 50 100
DSE -2 STS3508
– II
V Statistics Practical 2 50 50 100
DSE-3 STS3509
– III
V Data Analysis 2 50 50 100
SEC-1 STS3511 using C-
programming
V Data Analysis 2 50 50 100
SEC-2 STS3512
using R software

CE ESE Total
Paper Course Cre
Semester Title max max max
No. Code dits
marks marks marks
VI DSE- Introduction to 2 50 50 100
STS3601
4A Stochastic Processes
VI DSE- Testing of 2 50 50 100
STS3602
4B Hypotheses
VI DSE- Reliability and 2 50 50 100
STS3603
5A Survival Analysis
VI DSE- Applied Multivariate 2 50 50 100
STS3604
5B Analysis
VI DSE- 2 50 50 100
STS3605 Time Series Analysis
6A
VI DSE - 2 50 50 100
STS3606 Biostatistics
6B
 VI STS 2 50 50 100
DSE-4 Statistics Practical – I
3607
VI Statistics Practical – 2 50 50 100
DSE-5 STS3608
II
VI Statistics Practical – 2 50 50 100
DSE-6 STS3609
III
VI Elements of 2 50 50 100
SEC-3 STS3611 Statistical Computing
and Data mining
VI Statistical Computing 2 50 50 100
SEC-4 STS3612
using R software

Title of the Distribution Theory Number of

Course and Credits : 2
STS3501
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Define various continuous probability distributions and outline the
properties of probability density functions, cumulative distribution
functions.
CO2 Compute moment generating function, raw moments, central moments of
different continuous probability distributions.
CO3 Demonstrate the significance of the distributions and identify the real life
situations for probability distributions.
CO4 Analyse the relationship between different continuous distributions using
the nature of the distributions.
CO5 Determine and develop problem-solving techniques needed to accurately
calculate probabilities.
CO6 Relate the probability distributions to real life situations.

Unit. Ti Title of Unit and Contents No. of

No. Lectures
I Gamma Distribution 6


f (x)  e x x  1 , x ≥ 0 , >0 , α>0

= 0 otherwise
Notation : X ~ G(α , ) α : scale parameter,  : shape parameter, Nature
of probability curve for various values of shape parameter , m.g.f.,
c.g.f., moments, cumulants, β1 , β2 , 1, 2 , mode, additive property,
Erlang distribution as a special case of gamma distribution, Distribution
of sum of n iid exponential variables with same scale parameter.
 II Weibull Distribution 6

x
( 1)
  x    
f (x)    exp    , x   , ,   0
       
0 otherwise.

Notation: X~W(, , ). Probability curve, location parameter, shape

parameter, scale parameter. Derivation of distribution function,
quartiles, mean and variance, coefficient of variation, relationship with
gamma and exponential distribution. Application of this model for real
life data.
III Cauchy Distribution 6
 1    x   ,     ,   0.
f (x) 
 2  ( x  ) 2

Notation: X~C(µ,) , Nature of the probability curve, comparison with

tails of normal distribution, Derivation of distribution function,
quartiles.
Non – existence of moments, Statement of distribution of aX+b.
Derivation of distribution of i) 1 ii) X2 ,where X  C (0,1),
X
Problems based on these results, Statement of additive property for
two Independent Cauchy variates, statement of distribution of the
sample mean, comment on limiting distribution of X ., Statement of
relationship with uniform, student’s t and normal distributions.
Application of this model for real life data.
IV Laplace (Double Exponential) Distribution 6

f (x)  exp ( | x   | ) ,    x  ,      ,   0.
2

Notation: X  L (  ,  )
Nature of probability curve, Derivation of distribution function,
quartiles, MGF, CGF, Moments and cumulants, skewness and
kurtosis, Derivation of Laplace distribution as the distribution of the,
difference of two i.i.d. exponential random variables with mean 1 ,

Application of this models for real life data.
V Lognormal Distribution 6
1 1
f (x)  exp{ 2 [log e ( x  a )  ]2 , x  a ,
( x  a ) 2  2
 ,      ,   0.

0 otherwise .

Notation : X LN (a,  , 2), Derivation of relation with N (µ, σ²)

distribution, Nature of the probability curve, Derivation of moments
(rth moment of X), mean, variance, Karl Pearson’s and Bowley’s
coefficient of skewness. Coefficient of kurtosis, derivation of quartiles
n
and mode, Distribution of  X i when
i 1
Xi’s are independent lognormal random variables. Application of this
model for real life data
VI Order statistics 6
Order Statistics for a random sample of size from a continuous
distribution, definition, derivation of distribution function and density
function of the ith order statistics X(i), particular cases fir I = 1 and i =
n. Joint distribution of (X)(i), (X)(i) for a random sample from uniform
and exponential distribution. Definition of pth sample quantile
X[(np]+1). Distribution of sample median for a random sample from
uniform distribution.

References:
1. Hogg, R.V. and Craig A.T(1978). Introduction to Mathematical Stastistics, IVth Edition,
Macmillan Publishing Company.Inc. New York.

2. Lindgren B.W.: (1976) Statistical Theory III rd Edition Collier Macmillan international

Edition, Macmillan Publishing Co. Inc. New York.

3. Mood. A.M., Graybill , F.Bose ,D.C.: (1974) Introduction to theory of Statistics. III rd

Edition Mc- Graw Hill Series.

4. Mukhopdhyay, P (1996). Mathematical Statistics, New Central Book Agency.
5. Rohatgi , V.K. IIIrd Edition An Introduction to probability Theory and Mathematical
Statistics Wiley Eastern Ltd .New Delhi.
6. Casella G. and Berger Robert L. (2002) Statistical Inference. 2nd Edition, Duxbury
Advanced series.
7. Dasgupta A. (2010) Fundamentals of Probability: A first course, , Springer, New York.
Title of the Theory of Estimation Number of
Course and STS3502 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Describe various terms for point estimation, interval estimations to
understand problem of statistical inference. List and study the properties of
point estimators.
CO2 Explain the method to obtain estimators using maximum likelihood,
method of moments, method of scoring and Fisher Information function.
CO3 Demonstrate different situations with random sample from the standard
distributions to obtain appropriate estimators. Execute the method to
construct confidence intervals.
CO4 Compare different estimators with random sample from the standard
distributions with unknown parameters and examine the suitability of
estimators.
CO5 Evaluate efficiency of estimators and justify the importance of Fisher
information function.
CO6 Collect various situations to discuss about importance of an estimator of
unknown parameter.

Unit. Ti Title of Unit and Contents No. of

No. Lectures
Point Estimation 3
I Notion of a parameter, parameter space, sample space as a set of all
possible values of (X1, X2, . . , Xn), general problem of estimating
an unknown parameter by point and interval estimation, Notion of a
parameter, parameter space, sample space as a set of all possible
values of (X1, X2, . . , Xn), general problem of estimating an
unknown parameter by point and interval estimation, Mean Square
Error (MSE) of an estimator.
II Methods of Estimation 3
Method of moments: Derivation of moment estimators for standard
distributions, Definition of likelihood as a function of unknown
parameter, for a random sample from i) discrete distributions ii)
continuous, distributions, distinction, between likelihood function
and p.d.f./ p.m.f, Method of maximum likelihood: Derivation of
maximum likelihood estimator (M.L.E.) for parameters of only
standard distributions (case of two unknown parameters only for
normal distribution). Use of iterative procedure to derive M.L.E. of
 location parameter μ of Cauchy distribution. Invariance property of
M.L.E, M.L.E. of θ in uniform distribution over i) (0, θ) ii) (- θ, θ),
iii) (mθ, nθ)(m<n)
M.L.E. of θ in f(x ; θ)= exp {-(x- θ)}, x > θ, M.L.E. of location
parameter in Laplace distribution, Illustrations of situations where
M.L.E. and moment estimators are distinct and their comparison
using mean square error.
III Properties of estimators. 22
Unbiasedness
Definition of an unbiased estimator, Proofs of the following
results regarding unbiased estimators: a) Two distinct
unbiased estimators of θ give rise to infinitely many
estimators. b) If T is an unbiased estimator of θ, then ø (T)
is unbiased estimator of ø (θ ) provided ø (.) is a linear
function.
Variance of the estimator
Notion of the Best Linear Unbiased Estimator and uniformly
minimum variance unbiased estimator (UMVUE), uniqueness
of UMVUE whenever it exists. Illustrations,
Sufficiency
Concept and definition of sufficiency, statement of the
Fisher-Neyman factorization theorem with proof for
discrete probability distribution. Pitmann – Koopman form
and sufficient statistic; Exponential family of probability
distributions and sufficient statistic. Proofs of the following
properties of sufficient statistic: i) If T is sufficient for θ,
then ø (T) is also sufficient for θ provided ø is a one to one
and onto function. ii) If T is sufficient for θ then T is also
sufficient for ø (θ). iii). M.L.E. is a function of sufficient
statistic,
Efficiency
Fisher information function: Amount of information

contained in statistic T=T (X1, X2, …, Xn), Statement

 regarding information in sample and in a sufficient statistic
T, Cramer- Rao Inequality: Statement and proof of Cramer
- Rao inequality, Cramer – Rao Lower Bound (CRLB),
definition of minimum variance bound unbiased estimator
(MVBUE) of ø(θ). Proofs of following results: a) If
MVBUE exists for θ then MVBUE exists for ø (θ) where ø
is a linear function. b) If T is MVBUE for θ then T is
sufficient for θ, Comparison of variance with CRLB,
relative efficiency of T1 w.r.t. T2 for (i) unbiased (ii) biased
estimators, Efficiency of unbiased estimator T w.r.t. CRLB.
Asymptotic Behaviour of an Estimator
Consistency: Definition, proof of the following theorems:a. An
estimator is consistent if its bias and variance both tend to zero as
the sample size tends to infinity.b. If T is consistent estimator of θ
and ø (.) is a continuous function, then ø (T) is a consistent
estimator of ø (θ)
IV Interval Estimation 5
Notion of interval estimation, definition of confidence interval (C.I),
length of C.I., Confidence bounds, confidence coefficient.
Definition of pivotal quantity and its use in obtaining confidence
intervals. Interval estimation for the following cases: i) Mean (μ) of
normal distribution (σ2known and σ2 unknown). ii) Variance (σ2) of
normal distribution (μ known and μ unknown) iii) Median, quartiles
using order statistics.

References:
1. Dudewicz, E.J. and Mishra, S.N. (1988). Modern Mathematical Statistics, John Wiley,
New York.
2. Hoel, P.G. Port, S. and Stone, C. (1972). Introduction to Statistical Theory, Houghton
Mifflin Company (International) Dolphin Edition.
3. Hogg, R.V., McKean and Craig, A.T. (2019). Introduction to Mathematical Statistics
(Eighth edition), Pearson.
4. Mood, A.M., Graybill, F. and Bose, D.C. (1974). Introduction to the theory of
Statistics (third edition) International Student Edition, McGraw Hill.
5. Rohatagi , V.K. (2015). An introduction to Probability Theory and Mathematical
Statistics, Wiley Eastern Ltd., New Delhi.
6. Kale B.K. and Murlidharan K. (2015) Introduction to Parametric Inference, Narosa
Publication House, New Delhi. Kale B.K. and Murlidharan K. (2016) Introduction
to Parametric Inference, Narosa Publication House, New Delhi.

Title of the Introduction to Regression Analysis Number of

Course and STS3503 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the concept of fitting of simple regression models.
CO2 Articulate the concept of Multicollinearity and ridge regression.
CO3 Compare residual diagnostics and apply corrective measures.
CO4 Analyse the multiple linear regression and logistic regression models.
CO5 Justify weighted least squares method.
CO6 Determine tests of hypothesis of model parameters, AIC and BIC criteria.

Unit. TiTitle of Unit and Contents No. of

No. Lectures

I Simple linear regression model 10

Review of simple linear regression model:
Y = β0 + β1 X + ε where ε is a continuous random variable with E(ε)
=0, V(ε) = σ2
Estimation of β0 and β1, by the method of least squares, Properties of
estimators of β0, and β1, Estimation of σ2, Assumption of normality of
ε, Tests of hypothesis of β1, Interval estimation in simple linear
regression model, Coefficient of determination, Residual analysis:
Standardized residuals, Studentized residuals, residual plots,
Detection and treatment of outliers
II Multiple linear regression model 16
Review of multiple linear regression model Y = β0+ β1X1 +. . ,+ βpXp +,
ε, where ε is a continuous random variable with E(ε) = 0, V(ε) = σ2,
Estimation of regression parameters β0, β1, . . . and βp by the method
of least squares, obtaining normal equations, solutions of normal
equations, Estimation of σ2, Assumption of normality of ε .Tests
of hypothesis of regression parameters, Interval estimation in
multiple linear regression model, Variable selection and model
building, Residual diagnostics and corrective measures such as
transformation of response variable, weighted least squares method,
 Introduction of multicolinearity, computation of VIF and brief
introduction to ridge regression

III Logistic regression model 10

Binary response variable, Logit transform, estimation of parameters,
interpretation of parameters, Tests of hypotheses of model
parameters, model deviance, LR test, AIC and BIC criteria for model
selection, Multiple logistic regression.

References:
1. Draper, N. R. and Smith, H. (1998). Applied Regression Analysis Third Edition, John
Wiley.

2. Hosmer, D. W. and Lemeshow, S. (2013). Applied Logistic Regression, Wiley.Third

Edition
3. Montgomery, D. C., Peck, E. A. and Vining, G. G. (2012). Introduction to Linear
Regression Analysis Wiley. Fifth Edition
4. Neter, J., W., Kutner, M. H., Nachtsheim, C.J. and Wasserman, W. (2005): Applied
Linear Statistical Models, fifth edition, Irwin USA.

5. Chatterjee S. and Hadi A.S. (2012): Regression Analysis by Example, 5th

Edition,Wiley.
6. Kleinbaum G. and Klein M. (2011): Logistic Regression, IIIrd Edition A Self
learning text, Springer

Title of the Design of Experiments Number of

Course and STS3504 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Identify relationships between cause and effect, planning and designing the
experiments.
CO2 Outline interactions among causative factors through factorial designs.
CO3 Apply different experimental designs to real life situations.
CO4 Analyse collected information through the experiments planned according
to different designs using ANOVA and ANCOVA techniques.
CO5 Validate the design employed in real life situations using residual analysis.
CO6 Design a lay out of different statistical designs.
Unit. Title of Unit and Contents No. of
No. Lectures

I Design of Experiments 18
Analysis of variance (ANOVA):
concept and technique, Basic terms of design of experiments:
Experimental unit, treatments, layout of an experiment.
Basic principles of design of experiments:
replication, randomization and local control, choice of size and
shape of a plot for uniformity trials, the empirical formula for the
variance per unit area of plots.
Completely Randomized Design (CRD):
Application of the principles of design of experiment in CRD,
Layout, Model: Xij = μ + αi + εij i= 1,2, …….t. j = 1,2,……., ni,
assumptions and interpretations. Breakup of total sum of squares
into components. Estimation of parameters, expected values of
mean sums of squares, components of variance, preparation of
(ANOVA) table, testing equality of treatment effects, hypothesis to
be tested H0 : α1 = α2 = ∙∙∙ = αm= 0 . Statement of Cochran’s
theorem. F test for testing Ho with justification (independence of
chi-square is to be assumed), test for equality of two specified
treatment effects using critical difference (C.D).
Randomized Block Design (RBD):
Application of the principles of design of experiments in RBD,
Layout, Model: Xij = μ + αi + βj +εij i= 1,2, ……. t. j = 1, 2… b,
assumptions and interpretations, Breakup of total sum of squares
into components. Estimation of parameters, expected values of
mean sums of squares, components of variance, preparation of
analysis of variance table, Hypotheses to be tested,
H01:α1= α2 = α3 = …= αt= 0
H02 : β1= β2 = β3 = …= βb= 0,
F test for testing H01 and H02 with justification (independence of
chi- squares is to be assumed), test for equality of two specified
treatment effects using critical difference (CD).
 Latin Square Design (LSD):
Application of the principles of design of experiments in LSD, layout
Model : Xij(k) =  + αi + βj + Yk + εij(k), i = 1.2 … m, j = 1, 2 …, m, k =
1, 2 …., m.
Assumptions and interpretations. Break up of total sum of squares into
components. Estimation of parameters, expected values of mean sum of
squares, components of variance, preparation of ANOVA table,
hypothesis to be tested
H01: α1 = α2 = ∙∙∙ = αm= 0,
H02 : β1= β2 ∙∙∙ = βm= 0,
H03 : γ1= γ 2 = ∙∙∙ = γ m= 0, and their interpretations, Justification of F
test for H01, H02 and H03 (independence of , chi- square is to be
assumed). Preparation of ANOVA table and F test for H01, H 02

and H03 testing for equality of two specified treatment effects,

comparison of treatment effects using critical difference, linear
treatment contrast and testing its significance, Linear treatment
contrasts, orthogonal contrasts. Scheffe’s method for comparing
contrasts, Tukey’s procedure for comparing pairs of treatment
means( applicable to C.R.D., R.B.D. and L.S.D.), Identification of
real life situations where the above designs are used and their
analysis
II Efficiency of Design 4
Concept and definition of efficiency of a design, Efficiency of RBD
over CRD, Efficiency of LSD over (i) CRD (ii) RBD.
III Analysis of Covariance (ANOCOVA) with One Concomitant 4
Variable
Model for covariance in CRD. Estimation of parameters
(derivations are not expected), Preparation of analysis of variance –
covariance table, test for β=0, test for equality of treatment effects
(computational technique only)
IV Factorial Experiments 10
n
General description of m factorial experiment, 22 and 23
factorial experiments arranged in RBD, Definitions of main effects
and interaction effects in 22 and 23 factorial experiments, Yate’s
procedure, preparation of ANOVA table, test for main effects and
interaction effects, General idea of confounding in factorial
experiments, Construction of layouts in total confounding and
partial confounding in 22 and 23 factorial experiments, Total
 confounding (confounding only one interaction) ANOVA table,
testing main effects and interaction effects, Partial confounding
(confounding only one interaction per replicate); ANOVA table,
testing main effects and interaction effects

References:
1. Cochran W.G. and Cox, C.M. (1992) 2nd Edition Experimental Design, John
Wiley and Sons, Inc., New York.
2. Dass, M.N. and Giri,N.C. (2020) Design and Analysis of Experiments, IIIrd
Edition Wiley Eastern Ltd., New Delhi.
3. Federer W.T. (1977) Experimental Design: Oxford and IBH Publishing Co.,
New Delhi.
4. Goon, A.M., Gupta,M.K. and Dasgupta, B. (2016). Fundamentals of Statistics,
Vol.II, The world Press Pvt. Ltd. Kolkata.
5. Johnson, R.A., Miller, I. and Freund, J(2011). Probability and Statistics for
engineers, Prentice Hall, India.
6. Montgomery, D.C. (2019). Design and Analysis of Experiments, 10th John Wiley
and sons Inc., New Delhi.
7. Snedecor, G.W. and Cochran, W.G. (1994). Statistical Methods, 8th edition,
8. Affiliated East – West Press, New Delhi

Title of the Actuarial Statistics Number of

Course and STS3505 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the concepts of financial mathematics and probability theory.
CO2 Explain terms used in insurance business and survival analysis.
CO3 Calculate actuarial present values and amount of premium for insurance
policy.
CO4 Classify risks into pure and speculative risk.
CO5 Compare statistical distributions of life length random variable on the basis
of survival curves and force of mortality curves.
CO6 Construct life tables for different age groups of people.
 Unit. Title of Unit and Contents No. of
No. Lectures

I Insurance Business 7
Insurance companies as business organizations, Role of insurance
business in Economy, Concept of risk, types of risk, characteristics
of insurable risk, Working of insurance business, introduction of
terms such as premium, policy, policyholder and benefit, Role of
Statistics in insurance, Insurance business in India, Measurement of
adverse financial impact, expected value principle, Concept of
utility function, Feasibility of insurance business, Illustrative
examples.
II Survival Distribution and Life Tables 11
Time- until death random variable, its distribution function and
survival function in actuarial notation, Force of mortality,
Interrelations among distribution function, survival function, force
of mortality and probability density function, Curate future life
random variable, its probability mass function and survival function
in actuarial notation, Construction of life table using random
survivorship approach.
III Models for Life Insurance and Annuities 12
Theory of compound interest, effective rate of interest, discount
factor, Insurance payable at the end of the year of death, present
value random variable, actuarial present value, Derivation of
actuarial present value for n-year term life insurance, whole life
insurance and endowment insurance, Annuities – certain, annuity
due, annuity immediate, Discrete life annuities: n-year temporary
life annuity due and a whole life annuity due, present value random
variables of the payment, and their actuarial present values.
IV Benefit Premiums 6
Concept of a loss random variable, Equivalence principle,
Computation of fully discrete premium for n-year term life
insurance, whole life insurance and endowment insurance, Variance
of loss random variable

References:
1. Bowers N.L. Jr., H.S.Gerber, J.C. Hickan, D.A.Jones, C.J.Nesbitt, (1997). Actuarial
Mathematics, Society of Actuaries, U.S.

2. Deshmukh, S. R. (2010). 3rd revised edition Actuarial Statistics, Universities Press,

Hyderabad, India.
Title of the Operations Research Number of
Course and STS3506 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the concept of linear programming.
CO2 Represent given situation into LPP and formulate the objective function ,
constraints and the network diagram.
CO3 Apply the techniques of solving LPP to obtain optimal solution.
CO4 Classify the solutions and interpret them according to the situations.
CO5 Evaluate the CPM and PERT networks and apply project crashing
techniques.
CO6 Devise cost benefit analysis for different projects.

Unit. Title of Unit and Contents No. of

No. Lectures

I Linear Programming 16
Statement of the linear Programming Problem (LPP) with
minimization or maximization of objective function. Formulation
of problem as L.P. Problem. Definition of
(i) A slack variable, (ii) A surplus Variable, L.P. Problem in (i)
Canonical form (ii) standard form. Definition of (i) a solution
(ii)basic and non-basic variables (iii) a feasible solution (iv) a
basic feasible solution, (v) a degenerate and non–degenerate
solution (vi) an optimal solution, Solution of L.P.P by (i)
Graphical method (ii) Simplex Method: Obtaining Initial Basic
Feasible Solution (IBFS), criteria for deciding whether obtained
solution is optimal, criteria for unbounded solution, no solution,
more than one solutions, introduction of artificial variable, Big-M
method, Duality Theory: Writing dual of a primal problem,
solution of a L.P.P. by using its dual problem.
 II Transportation Problem 10
Transportation problem (T.P.), statement of T.P., balanced and
unbalanced T.P. Minimization and maximization problem,
obtaining basic feasible solution of T.P. by (i) Least cost method
(ii) Vogel’s approximation method (VAM), u-v (MODI) method
of obtaining Optimal solution of T.P., uniqueness and non-
uniqueness of optimal solutions, degenerate solution. Removing
degeneracy and obtaining optimal solution, Assignment Proble :
Statement of an assignment problem , Minimization and
maximization problem , balanced and unbalanced problem
,relation with transportation problem , optimal solution using
Hungarian method , maximization case .
III Critical Path Method (CPM) and Project Evaluation and 10
Review Techniques (PERT)
Definition of (i) Event, (ii) Node, (iii)Activity, (iv)Critical
Activity, (v)Project Duration, CPM: Construction of network,
Definitions, i. earliest start time. ii. earliest finish time. iii. latest
start time.iv. latest finish time for an activity, Critical Path, Types
of float, total floats, free float, independent float and their
significance. Determination of critical path, PERT: Construction
of network; (i) pessimistic time estimate, (ii) Optimistic time
estimate (iii) most likely time estimates, Determination of critical
path, determination of mean and standard deviation of project
duration computations of probability of completing the project in a
specified duration, Cost Benefit Analysis, Definition of normal
time, crash time, normal cost, crash cost, cost slope, direct cost,
indirect cost, project cost, Determination of project duration and
its associated cost when (i) Normal time are considered. (ii) Crash
time are considered, Determination of optimal network.

References:
1. Gass, S.L. (2011). Linear programming methods and applications, Fifth Edition
Dover Publications Inc.
2. Gupta, P.K. and Hira, D.S. Operation Research, 7th edition S. Chand and company
Ltd., New Delhi.

3. Kapoor, V. K. (2006). Operations Research, S. Chand and Sons. New Delhi.

 4. Saceini, M., Yaspan,A. and Friedman, L.(2013).Operation Research methods and
problems, Willey International Edition.

5. Sharma, J.K. (1989). Mathematical Models in Operation Research, Tata

McGraw Hill Publishing Company Ltd., New Delhi.

6. Shrinath. L.S (1975). Linear Programming, Affiliated East- West Pvt. Ltd, New
Delhi.

7. Taha, H.A. (2017). Operation research: An Introduction, 10th edition,

Prentice Hall of India, New Delhi.

Title of the Statistics Practical – I Number of

Course and STS 3507 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the theory of continuous distributions.
CO2 Carry out model sampling from Cauchy and Laplace distributions. Also
carry out fitting of lognormal distribution.
CO3 Apply the theory of confidence interval based on order statistics. Apply
theory of continuous distributions to compute probability of various events.
CO4 Analyze the regression models.
CO5 Compare different distributions for real life situations.
CO6 Develop method to obtain MLE of location parameter of Cauchy
distribution.

Sr. No. Title of the Experiment

1. Model sampling from Cauchy and Laplace distributions.
2. Fitting of lognormal distribution.
3. MLE of location parameter µ of Cauchy distribution.
4. Applications of gamma distribution
5. Applications of Weibull distribution
6. Applications of lognormal distribution
7. Applications of Laplace distribution.
8. Constructions of confidence interval of µ and σ2 of Lognormal distribution.
 9. Construction of confidence interval for population median and quartiles, based on
order statistics.
10. Simple linear regression analysis.
11. Fitting of Multiple linear regression model.

12. Testing hypotheses and interval estimation of regression parameters in multiple

linear regression model.

Title of the Statistics Practical – II Number of

Course and STS3508 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the principles of design of Experiments and planning of experiments.
CO2 Illustrate the layout of designs employed.
CO3 Apply parametric and non-parametric methods of analysis of variance.
CO4 Analyse various experimental designs.
CO5 Interpret the output of analysis of various statistical designs.
CO6 Hypothesize the objectives in the given practical situation to employ a
specific experimental design.

Sr. No. Title of the experiment

1. Planning a lay out and analysis of CRD
2. Analysis of R.B.D. ,
3. Analysis of LSD.
4. Multiple comparison (pairwise comparison) of treatment means using critical
difference (C.D.), Scheffe’s procedure in case of CRD, Tukey’s method of
pairwise comparison in case of CRD(for equal replications only).
5. Multiple comparison (parirwise comparison) of treatment means using
critical difference (C.D.), Tukey and Scheffe’s procedure in case of RBD
6. Multiple comparison (parirwise comparison) of treatment means using
critical difference (C.D.), Tukey and Scheffe’s procedure in case of LSD.
7. Efficiency of RBD w.r.t. CRD, efficiency of LSD w.r.t. i) CRD ii) RBD.
8. Analysis of covariance in CRD, testing β = 0.
9. Analysis of 22 and 23 factorial experiments in CRD.
10. Analysis of 22 and 23 factorial experiments in RBD.
 11. Analysis of 23 factorial experiments in RBD (Total confounding).
12. Analysis of 23 factorial experiments in RBD (partial confounding).

Title of the Statistics Practical –III Number of

Course and STS3509 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the concept of Linear Programming.
Recall the concepts of financial mathematics and probability theory.
CO2 Articulate the linear programming problem, Transportation problem,
Assignment problem. Explain the concept of survival function and its
properties.
CO3 Apply the techniques to find optimal solution to all types of LPP.
Calculate actuarial present values and amount of premium for insurance
policy
CO4 Compare statistical distributions of life length random variable .
CO5 Determine and interpret the optimal solutions of all types of LPP
CO6 Construct life tables for various age groups of people.

Sr. No Title of the Experiment

1. Expected value principle and computation of minimum acceptable premium

using utility function
2. Survival function and force of mortality

3. Distributions of future life time and curtate future life time random variable

4. Construction of life tables

5. Computation of APV for different insurance products and Discrete Annuities.

6. To formulate real life situation into LPP, To obtain optimal solution of LPP by
Simplex method.
7. To obtain optimal solution of Primal LPP from dual LPP.

8. Transportation Problem-I

9. Transportation Problem-II

10. To obtain optimal solution of assignment problem.

 11. Critical path Analysis

12. Cost Benefit Analysis

Title of the Data Analysis using C-programming Number of

Course and STS3511 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Introduce the concept of algorithm and programming and define
differentiate terminology of C programming.
CO2 Articulate the different situations where programming is helpful for
analysing the statistical data.
CO3 Apply the method to write simple C programs and use them to analyse the
statistical data.
CO4 Examine the de-bugging of the programs as and when required to run the
program successfully.
CO5 Consider and justify the use of parametric or non-parametric tests.
CO6 Write simple programs in C for statistical data analysis.

Unit. Title of Unit and Contents No. of

No. Lectures
I Algorithms and flowcharts, Data types, Operators, Data input/output, 4
numeric and character data, printf ( ), scanf (), getchar ( ), putchar ( ),
gets ( ), puts ( ).
II Control Structure 3
if, if….else, while, do....while, for, switch, goto, break, continue,
nested loops
III Concept, declaration, definition, initialization of array, problem using 4
arrays, passing to function, arrays and string operations, string
functions like strcpy(), strcat(), strlen(), strcmp(), strrev().
IV Declaration, definition, recursion, user defined functions, library 3
function, calling a function by reference and by value, local and global
variables.
 V To carry out arithmetic calculations. 22
To check whether given number is odd or even.To check whether
given number m is divisible by n or not.
To find maximum of 2 numbers or 3 numbers. To find area of triangle
and circle.
To find roots of quadratic equation. To check whether integer is prime
or not.
To find sum of digits of a number.
To solve simultaneous linear equations. (two equations in two
variables).
To evaluate simple and compound interest. To prepare multiplication
table.
Programs using string function.
To test palindrome string using string function.
To sort a string using string function.
To search string using string function.
To combine given two strings using string function.
To evaluate exp(x), sin (x), log (x) etc. using Taylor series expansion.
To solve transcendental equations using Newton Raphson method.
Program in C to prepare a discrete frequency distribution with given
class interval from raw data
To find mean, variance, coefficient of variation of n numbers
To obtain correlation coefficient for given bivariate data and fit line of
regression.
To arrange the observations in ascending order of magnitude and find
median.

Title of the Data Analysis using R software Number of

Course and STS 3512 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the principles of designs of experiments and prepare layout of
designs employed. Recall the theory of continuous probability distributions.
 CO2 Estimate confidence intervals for quantiles. Demonstrate the computation
of probabilities of events.
CO3 Apply parametric and non-parametric methods of analysis of variance.
Apply the pivotal quantity technique to obtain confidence interval.
Compare residual diagnostics using R.
CO4 Analyze various experimental designs, regression models and continuous
probability distributions using R.
CO5 Interpret the output of analysis of various statistical designs, the output of
analysis of regression models and MLE using R.
CO6 Hypothesize the objectives in the given practical situation to imply a
specific experimental design and distributions. Test the hypotheses related
to parameters in the regression models using R.

Unit. Title Of Unit and Contents No. of

No. Lectures
I Draw probability curves of Weibull distribution, Cauchy distribution, 12
Laplace distribution, Log normal distribution and bi-variate normal
distribution using R – software and study the characteristics of the
distributions, Evaluation of probability of events related to Weibull
distribution, Cauchy distribution, Laplace distribution, Log normal
distribution using R – software, To obtain confidence interval of
median using order statistics using R – software, MLE of location
parameter µ of Cauchy distribution using R software, To study
asymptotic behaviour of an estimator using R software.

II Comparison of treatment means using box plot technique. Residual 12

analysis, Testing normality of residuals graphically. Validating
homoscedasticity, Scheffe’s method for comparing contrasts, Tukey’s
procedure for comparing pairs of treatment means (applicable to
C.R.D., R.B.D. and L.S.D.) using R software, Yate’s procedure of
computation of sum of squares of main and interaction effects in
Factorial Experiments, using R programing, Analysis of non- normal
data using. i) Square root transformation for counts. ii) Sin-1(.)
transformation for proportions .iii) Kruskal Wallis test.
III Fitting of Simple linear regression model using R, Test of hypothesis 12
of β1, interval estimation in simple linear regression model,
interpretation from the value of R2 using R, fitting of a multiple linear
 regression model using R, Test of hypothesis of regression parameters,
interval estimation in multiple linear regression model, interpretation
from the value of R2 using R, Residual diagnostics: to draw residual
plots and interpret it using R, Fitting and testing significance of
logistic regression model with single regressor, multiple logistic
regression model using R, Computation of odds ratio and writing
interpretation. Test of hypothesis of model parameters. Test based on
likelihood ratio, Wald’s test using R.

T.Y. B. Sc. SEM VI

Title of the Introduction to Stochastic Processes Number of
Course and STS3601 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Describe the concepts of stochastic processes in discrete time, especially
concerning Markov chains and their classifications.
CO2 Give examples of different types of stochastic processes and classify the
states space of Markov chain.
CO3 Demonstrate the computations of higher order probabilities of Markov
chain using Kolmogorov’s equations.
CO4 Differentiate the stochastic processes based on classification of state space
and explain the concept of stationary distribution of irreducible and ergodic
Markov chain.
CO5 Justify the stochastic simulation techniques.
CO6 Design and develop the theory of stochastic process and its applications.

Unit. Title of Unit and Contents No. of

No. Lectures
I Definition of a Stochastic process, state space, parameter space, types 8
of stochastic processes, Markov chains (MC)

{ Xn, n ≥ 0}, finite MC, time homogeneous M.C. one step transition

probabilities, and transition probability matrix (t.p.m.),stochastic

matrix , partial sum of independent and identically distributed
random variables as Markov chain.
II Initial distribution, joint distribution function of {X0, X1, . . . , Xn} 10
 Chapman Kolmogorov equation, n-step transition probability
matrix , , illustrations such as random walk, Gambler’s ruin problem,
partial sum of independent and identically distributed random
variables as Markov chain, illustrations such as random walk,
Gambler’s ruin problem, Ehrenfest chain.
III Classification of states: Communicating states, first return 12
probability, probability of ever return Classification of states, as
persistent and transient states. Decomposition of state space, closed
set of states, irreducible set of states, irreducible MC, periodicity of
M.C. aperiodic M.C. ergodic M. C.
IV Stationary distribution for a irreducible ergodic finite long run 6
behavior of a M.C.

References:

1. Bhat, B.R. (2000): Stochastic models: Analysis and applications, New Age
International.
2. Hoel, P. G., Port, S.C. and Stone, C.J. (1972) : Introduction to stochastic
processes, Wiley Eastern.

3. Medhi J. (2009): Stochastic processes, New age International.

4. Ross, S. (2014): Introduction to probability models, 11thedn, Elsevier.

5. Ross, S. (1996): Stochastic processes, 2nd edn. John Wiley.

6. Taylor, H N and Karlin, S. (2010): An introduction to stochastic modelling 4th

edn. Academic Press.
7. Vidyadhar Kulkarni (2016): Modelling and Analysis Stochastic Systems.3rd edn.,
CRC press.
Title of the Testing of Hypotheses Number of
Course and STS3602 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Describe the terms involved in the problem of testing of hypothesis to
develop MP and UMP tests.
CO2 Compute Type I error and Type II error to understand the concept of MP
and UMP tests.
CO3 Demonstrate MP test using NP Lemma and construction of LRT and SPRT
CO4 Explain the situations when UMP test exists
CO5 Justify the use of parametric or non-parametric tests.
CO6 Develop Likelihood Ratio Test and illustrate that MP test is special case of
LRT.

Unit. Title of Unit and Contents No. of

No. Lectures
I Most Powerful tests 10
Definition of most powerful (M.P.) level α test of simple
null hypothesis against simple alternative. Statement of
Neyman - Pearson (N-P) lemma for constructing the most
powerful level α test of simple null hypothesis against
simple alternative hypothesis. Illustrations, Power function
of a test, power curve, definition of uniformly most powerful
(UMP) level α test for one sided alternative. Illustrations
II Likelihood ratio tests 9
Notion of likelihood ratio test (LRT),
λ (x)= £(θ│x) / £ (θ│x) Construction of LRT

for H0 : θ = θ0 against H1: θ ≠ θ0 for the mean of normal

distribution for i) known σ2 ii) unknown σ2 (one sided and two
sided alternatives). LRT for variance of normal distribution for
i) known μ ii) unknown μ (one sided and two sided alternatives
hypotheses). LRT for parameters of binomial and exponential
distribution for two sided alternatives only. LRT as a function
of sufficient statistics, statement of asymptotic distribution of -2
 loge λ (x) for testing Ho :   Ho again H1 :   H1.

III Sequential Tests 6

Wald’s Sequential probability test procedure of strength (α, β)
for simple null hypothesis of against simple alternative
hypothesis and its comparison with fixed sample size N-P test
procedure. Definition of Wald's SPRT of strength (α, β).
Illustration for standard distributions like Bernoulli,
Exponential. SPRT test statistic as a function of sufficient
statistics. Graphical representation of SPRT.
IV Non-parametric Tests 11
Concept of non- parametric tests. Distinction between
parametric and nonparametric tests. Concept of distribution
free statistic. One tailed and two tailed test procedure of Run
test, one sample and two sample problems, Empirical

distribution function Sn (x), Properties of Sn (x) as estimator of

F (.). Kolmogorov – Smirnov test for completely specified

univariate distribution (one Sample problem only) for two
sided alternative hypotheses. Comparison with chi-square test.

References:

1. Daniel, W.W. (2000): Applied Nonparametric Statistics, 2nd edn. Duxbury

Press Boston.
2. Dudeweitz, E.J. and Mishra, S.N. (1988): Modern Mathematical Statistics, John
Wiley and Sons, Inc.
 3. Gibbons J.D.(2010): Non parametric Statistical Inference, 5th edn. CRC Press
Book.
4. Hogg, R.V. and Craig, R.G. (1989): Introduction to Mathematical Statistics,
fourth edition, Collier Macmillan
International Edition, Macmillan Publishing Co. Inc., New York.
5. Kale, B.K. and Muralidharan, K. (2015): Parametric Inference: An
Introduction. Narosa, New Delhi.
6. Mood, A.M., Graybill, F. and Bose, D. C .(1974) : Introduction to the theory
of Statistics, third edition International Student, Edition, McGraw Hill.
7. Rohatgi, V.K. (2008) : An introduction to Probability Theory Statistics,
Wiley Eastern Ltd., New Delhi.

Title of the Reliability and Survival Analysis Number of

Course and STS3603 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall various probability distributions and their properties.
CO2 Explain structural properties of coherent system.
CO3 Compute reliability of coherent system.
CO4 Explain the non-parametric estimation of survival function.
CO5 Evaluate the structure function using modular and pivotal decomposition.
CO6 Construct the reliability block diagrams and structure functions of coherent
system using minimal path and cut sets.

Unit. Title of Unit and Contents No. of

No. Lectures
I Structural Properties of coherent system 11
Binary system of independent components, order of the system,
different types of systems, concept of the structure function, structure
function of series system, parallel system, k- out of- n system,
(essentially parallel and series system), reliability block diagram,
guidelines for construction of reliability block diagram, Coherent
structure function (maximum 4 components), relevant, component,
increasing structure function, pivotal decomposition of, structure
function, dual of a structure function (proof of dual of series, system of
 order n is parallel system of order n, dual of the parallel, system of
order n is a series system of order n, dual of k-out -of –n system is ( n-
k+1)-out of –n system). , path sets, cut sets, minimal path and cut set,
representation of coherent system in terms of minimal path sets and cut
sets, dual coherent structure function, relative importance of
components, module of the coherent system, modular decomposition
of coherent system.

II Reliability of coherent system 7

Reliability of system of independent components, Basic properties of
system reliability (such as reliability function is increasing function,
system and component redundancy etc.), computation of reliability of
coherent system by using minimal path and cut set representation,
upper and lower bound on system reliability by using exact system
reliability, relative importance of a component
III Ageing Properties 10
Survival function, probability density function, hazard function,
cumulative hazard rate, mean residual life function, equilibrium
residual life function, interrelation between all these function, no
ageing, proof of following properties of no ageing
1. Cauchy functional equation. 2. Constant failure rate. 3. Constant
mean residual life. 4. Exponential life distribution
IV Censoring and Nonparametric estimation of survival function 8
Concept of censoring, order censoring, time censoring, right random
censoring, left random censoring, undersigned censoring,
Nonparametric estimation of survival function, confidence band on
survival function, actuarial estimator of survival function,
Greenwood’s formula, Kaplan Meier estimator of survival function in
the presence of censored observations.
References:

1. Barlow, R. E. and Proschan F. (1975) : Statistical theory of Reliability and Life

testing: Probability Models Holt, Rinehart and Winston Inc.
2. Barlow, R. E. and Proschan F. (1996) : Mathematical Theory of Reliability. John
Wiley.
3. Cox, D.R. and Oakes, D. (1984) : Analysis of Survival Data, Chapman and Hall
4. Deshpande, J.V. and Purohit S.G. (2005) : Life Time Data: Statistical Models and
Methods, Word Scientific.

5. Tobias, P.A. and Trindane, D. C. (1995) : Applied Reliability. Second edition. CRC
Press

6. J. Gertsbakh (2005) : Reliabity theory with applications to prevective maintenance,

springer
7. Jerald F. Lawless (2002): Statistical methods and methods for lifetime data 2nd
edition. Wiley
8. William Q. Meeker and Luis A. Escobar (1998): Statistical methods for reliability
data, John Wiley & Sons.

Title of the Applied Multivariate Analysis Number of

Course and STS3604 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Memorize the properties of univariate normal distribution.
Define bivariate and multivariate distributions.
CO2 Demonstrate the significance of the distributions and identify the real-life
situations for bivariate and multivariate distributions.
CO3 Relate multivariate normal distribution with Chi-square distribution.
Sketch probability density curves for bivariate distribution.
CO4 Determine and develop problem-solving techniques needed to accurately
calculate probabilities.
CO5 Apply discriminant analysis technique for solving appropriate real-world
events.
CO6 Construct clusters for data generated in day today life using cluster analysis.
Unit. Title of Unit and Contents No. of
No. Lectures
I Bivariate Normal Distribution. 12

1 1
f ( x , y)  exp{ [( x11 ) 2  ( y2 2 ) 2  2 ( x11 ) ( y2 )}
21 2 1   2 2(1   )
2 1

   x, y  ,    1, 2  , 1, 2  0 ,  1    1.

0 otherwise .

Notation: (X , Y)  BN(1 , 2, 12 , 22, ).

Nature of surface of p. d. f., marginal and conditional

distributions, identification of parameters, regression of Y on X,
independence and un-correlatedness, Derivation of MGF and
moments.
X
Statement of distribution of aX+ bY+ c , .
Y
Applications of this model for real life data.

II Multivariate Normal Distribution 4

Introduction to Multivariate Normal Distribution, Non-singular
Multivariate Normal Distribution, Applications of Multivariate Normal
Distribution.

III Discriminant Analysis 6

Separation and classification for two populations, Fisher’s Approach to
classification with two populations, Numerical examples.
Cluster Analysis 14
Hierarchical Clustering Methods: Single Linkage Method, Complete
Linkage Method and Average Linkage Method, Non-Hierarchical
Clustering Method: K- means method, Hierarchical Clustering Methods:
Numerical examples, Non-Hierarchical Clustering Method: Numerical
examples.

References:
1. Anderson, T. W. (2003), Introduction to Multivariate Analysis, 3rd edition, John
Wiley
2. Morrison, D.F. (1990), Multivariate Statistical Methods, McGraw Hill Co.
3. Rao, C. R. (2002). Linear Statistical Inference and its Applications, Paperback
edition Wiley Eastern
 4. Timm, N. H. (2002), Applied Multivariate Analysis, Springer, New York
5. Johnson R.A. & Wichern, D.W. (2007). Applied Multivariate, Statistical Analysis,
Sixth Edition, Prentice Hall Inc.

Title of the Time Series Analysis Number of

Course and STS3605 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Discuss the concept of time series and its components .
CO2 Explain basic models of time series and different methods of estimation of
trend and seasonal variation.
CO3 Demonstrate exponential smoothing and autoregressive model fitting
technique of time series analysis.
CO4 Analyze the real life time series and carry out residual analysis.
CO5 Determine an appropriate model to forecast future observations of the time
series.
CO6 Prepare an appropriate time series model for the given data.

Unit. No. Title of Unit and Contents No. of

Lectures
I Features of Time Series Data 5
Introduction to Time Series, components of Time Series, Trend,
seasonality, changing variability, Test for randomness of a series
against trend and seasonality: Run test, Chi-sq test
II Estimation of Trend and Seasonal Indices 15
Moving average and exponential smoothing, Forecasting based
on smoothing, Double exponential smoothing, Halt Winter
method with seasonality, Choosing parameters for smoothing and
forecasting, Estimating mean square error of forecasting,
Prediction, Intervals based on normality assumption, Estimation
of seasonal Indices using ratio to trend, ratio to moving average
and link relative method

III Time Series Analysis Through Regression Approach 8

Regression models for trend and seasonality, De- trending and de-
seasonalizing a series, Analysis of Irregular components to
examine whether the effect of trend , seasonality is removed
 IV Introduction to Box Jenkins Techniques 8
Study of weak stationarity through plots involving differencing
and seasonal differencing concepts, consequences of over
differencing when its variance increases, Transformation of data:
Transformation and differencing, AR(I) and MA (I) models,
Autocorrelatation and Autocovariance, forecasts based on AR(I)
and MA (I) models, MSE of forecasts. [under the assumption
that parameters are estimated

References:
1. Montgomery, D.C. and Johnson L.A. (1976): Forecasting and Time Series Analysis,
McGraw Hill.
2. Farmum, N.R. and Stantorr, L.W. (1989): Quantitative
Forecasting Methods, PWSKent Publishing Company, Boston.
3. Christopher Chatfield (1975): The Analysis of Time Series, 6th edition, CRC Press.
4. Mukhopadhyay, P (2011): Applied Statistics, 2nd edition revised
reprint, Books and Allied (P) Ltd.

Title of the Biostatistics Number of

Course and STS3606 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall concepts of health, illness, disease and socially defined concept of
sickness and define the phases of clinical trials.
CO2 Discuss the principles of epidemiology.
CO3 Demonstrate the types of study designs used in clinical trials and use of
randomization and blinding.
CO4 Analyze 2 x 2 cross over design data.
CO5 Evaluate proportional odds ratio.
CO6 Write the objectives of clinical trials.

Unit. Title of Unit and Contents No. of

No. Lectures
I Epidemiology 12
Introduction to Epidemiology, Odds, odds ratio, relative risk,
Estimation of odds ratio (OR), Confidence interval for OR. Relation
 with parameter in a logit model, Symmetry in square contingency
tables, collapsing tables and Simpson's paradox.
II Clinical trials 8
General information on history of drug discovery including Louis
Pasteur (rabies and small pox), Ronald Ross and malaria, Alexander
Fleming and penicillin, Jonas Salk and polio, cholera, asthma,
diabetes, blood pressure, heart attack, arthritis, Phases of clinical trial,
purpose, duration, cost, drug regulatory bodies, ICH, statistical
analysis plan, clinical study report
III Design of clinical trials 12
Design of clinical trials: parallel vs. cross-over designs, cross-sectional
vs. longitudinal designs, objectives and end points of clinical trials,
design of phase I trials, design of single – stage and multi-stage phase
II trials. Design and monitoring of phase III trials with sequential
stopping, design of bio-equivalence trials. Inference for 2x2 crossover
design: Classical methods of interval testing for bioequivalence,
nonparametric methods, 2 treatments, 2 periods cross over design
IV Bioequivalence and bio-availability 4
Bioequivalence and bio-availability, non-inferiority trial, non-
parametric methods, Practice based medical research, evidence based
medicine

References:

1. A.p .Gore and S. A, Paranjape ,(2000) Course on mathematical and statistical

Ecology, Kluwer, publishing Holland.
2. M.B. Kulkarni, V.R. Prayag, (2004) “Introduction to Statistical Ecology, SIPF
Academy, Nasik 41.
3. Agresti A. (1996) Categorical Data Analysis. Wiley, New York.
4. J.N.S. Matthews (2006) Introduction to Randomized Controlled Clinical Trials,
Chapman and Hall.
5. Stephen Sann (2000) Statistical Issues in drug Development,
John Wiley.
6. Steven Diantadosi (2000) Clinical Trials – A methodological
Perspective, John Wiley.
7. L.M. Friedmon, C.D. Forbes, D.L. Demats (2000) Fundamentals of Clinics Trials,
Spinner.
 8. Steve selvin (2004) Epidemiologic Analysis, Oxford Press.
9. M.M. Shoukni, C.A. Pavse (1999) Statistical Methods for
Health Sciences, CPC Pree.
10. Steve Salvin, (1999) Statistical Analysis of Epidomiologic Data, Oxford.

Title of the Statistics Practical - I Number of

Course and STS 3607 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Introduce the concept parametric and non-parametric tests. Further also
introduce concept of sequential tests. Introduce concept of Markov chain.
Define the various terms involved in Markov chain. Evaluate transition
probability matrix of Markov chain. Recall the method of evaluation of
reliability of any system.
CO2 Demonstrate the various situations to compute probability of type-
1 error, power of the test. Also demonstrate the MP tests and UMP
tests.
CO3 Apply various parametric and non-parametric tests to real life data. Also
apply MP and UMP tests. Compute reliability of coherent system.
CO4 Examine the suitability of tests. Verify the underlying conditions for
applying the tests.
CO5 Consider and justify the use parametric or non-parametric tests. Also
justify ergodicity of Markov chain. Determine minimal path and cut sets for
coherent systems.
CO6 Develop the method to obtain the realization of Markov chain.

Sr. No. Title of the experiment

1 Testing of hypotheses (Probability of type I and II errors, power of a test etc).
2 Construction of most powerful (MP) test.
3 Construction of uniformly most powerful (UMP) test, plotting of power function
of a test.
4 Determination of minimal i) cut sets ii) path sets for given coherent system.
5 Finding reliability h (p) of coherent system with i.i.d. components each with
reliability p. Graph of h (p) against p. S shaped ness property.
6 Non-parametric tests: Run test, median test. Kolmogorov - Smirnov test.
7 SPRT for Bernoulli, Binomial, Poisson. (graphical representation also).
8 SPRT for normal, exponential distribution.
(graphical representation also).
9 Realization of Stochastics processes
Stochastic Process-I
10
11 Stochastic Process-II
12 Stochastic Process-III

Title of the Statistics Practical – II Number of

Course and STS 3608 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Discuss the techniques of smoothing, time series component estimation.
CO2 Compare various time series models fitted through the residual analysis,
Identify the real-life situations for bivariate and multivariate distributions.
CO3 Use one sample test on mean vector in multivariate normal distribution.
CO4 Analyse different time series data.
CO5 Determine an appropriate model to forecast future observations of the time
series.
CO6 Build an appropriate model of time series for the real life data.

Sr. No. Title of Experiment

1. Sketching probability curves for bivariate normal distribution for different
parameters
2. Applications of bivariate normal distribution
3. Applications of multivariate normal distribution
4. Inference of parameters of multivariate normal distribution-I
5. Inference of parameters of multivariate normal distribution-II
6. Analysis of Time Series _I
(Estimation of trend in Time series by regression method, moving
averages,)
7. Analysis of Time Series _II
(Single, Double and Triple exponential smoothing technique)
8. Analysis of Time Series _III
(Estimation of seasonal indices by ratio to trend method and method of
link relatives)
9. Analysis of Time Series _IV
(Test of randomness, sample autocorrelations, L Jung Box test )
10. Analysis of Time Series _V ( Fitting of AR (1) model )
11 Bio Statistics practical-I
12 Bio Statistics practical-II
Title of the Statistics Practical – III Number of
Course and STS 3609 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the techniques of data presentation like tabulation, bargraph , pie
chart , box plot .
CO2 Discuss different characteristics of the data
CO3 Apply different methods of collection of data
CO4 Analyze the data using statistical tools and R-software
CO5 Determine the hypotheses and validate using appropriate statistical tests
CO6 Prepare the project report and make the presentation.

The students are supposed to carry out project work during this semester. This project work
should be done in a group of not more than 6 students.
The project will be evaluated on the following parameters
E - 50 marks
SE -50 marks at the end of the semester
Concurrent Evaluation (CE)

(i) Initial presentation of the problem -10 marks

(ii) Data collection/ Methods to be used / layout of project ---10 marks

(iii) Submission of the project & final presentation in scheduled time----20 marks

(i) Attendance & active participation for project work ----10 marks

End Semester Examination (ESE)

Following are the details for evaluation of the project:

Details about submission marks

1. Technical problem and motivation 2

2. Abstract and key words 2

3. Conversion of the technical problem into statistical language 4

4. Representation of raw data / questionnaire 2
 5. Exploratory data analysis 5

6. Statistical analysis 5
7. Conclusions in relevant language , scope / limitations 5
Total 25

Note: Viva would be conducted individually. Viva will be taken for 15 minutes for
each candidate.
 The division of 25 marks for viva is as follows:

1. Understanding of technical problem. 10

2. Understanding of Statistical Techniques used to solve the 10

problem

3. Overall impression 5

Total 25

Title of the Elements of Statistical Computing and Number of

Course and Data mining Credits : 2
Course Code
STS 3611
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the concept of random numbers and interrelation among probability
distributions
CO2 Compare the procedures of random number generation and describe the
concept of classification.
CO3 Demonstrate different random samples generation procedures from
probability distributions and apply binary classifier in real life situations.
CO4 Compare the random number generation procedures on the basis of entropy.
CO5 Estimate sensitivity, specificity and accuracy of a classifier
CO6 Create confusion matrix and ROC curve
Unit. Title of Unit and Contents No. of
Lectures
No.
I Random number generators 8
Concept of randomness, revision of random sample, generating
randomness, practical difficulties in generating randomness, Mid
square algorithm and its limitations
Requisites of good random number generator, Test for randomness,
Run test, poker’s test , Concept of entropy as measure of
randomness, Significance of Kendall’s τ / spearman’s rank
correlation empirical test viz., Kolmogorov Smirnov test, Specific
random number generators : Linear Congruential
Generator(L.C.G.), Mixed L.C.G., Multiplicative generator.
II Generating random variates 8
Methods to generate random variates. (a) Inverse transformation
method. (b) Method of composition (c) Method of convolution (d)
Acceptance Rejection method, Generating discrete random variates.
(Using recurrence relation and inverse transformation method)
Generating samples from, Bernoulli distribution, Binomial
distribution (Also using composition method.), Poisson distribution,
Geometric distribution (also using relation with exponential
distribution.), Generating continuous random variates. Generating
samples from, Uniform distribution using inverse transformation,
Exponential distribution, Normal distribution using, (i) Box muller
method. (ii) Atkinson pearce method. (iii) Acceptance rejection
method. (i)using Laplace distribution as majorising function.
(ii)using exponential distribution as majorising function. (iii)using
Cauchy as majorising function
III Applications of random number generation and random variate 8
generations.
Monte carlo integration, Computation of definite integral, Error in
computation. (confidence interval for the value of integral),
Computation of some special integrals, empirical MGF, empirical
Laplace transform, Estimating moments
 Introduction
IV to data mining 12
Concept of database, Extraction of data from database with respect
to research objective, Concept of receiving operating characteristics
(ROC) of algorithm / method, Concept of specificity, sensitivity,
accuracy, Mathew’s correlation coefficient, applications of ROC to
association of some simple statistical procedures.

References:

1. Averill M. Law (2000): Simulation Modelling and Analysis, M.C. Graw Hill
2. Debasis Kundu, Ayanendranath Basu (2004): Statistical Computing, Narosa
Publishing House
3. Do Le Minh (2001): Applied Probability Models, Duxbury.

Title of the Statistical Computing using R software Number of

Course and STS 3612 Credits : 2
Course Code
Course Outcomes (COs)
On completion of the course, the students will be able to:
CO1 Recall the concept of testing of hypotheses, stochastic process and
survival function
CO2 Compare different time series models observing residual plots and error
measures using R.
CO3 Apply autoregressive modelling and exponential smoothing procedures for
time series data using R. Apply Markov chain to study the behavior of the
process.
CO4 Explain the non-parametric estimation of survival function using R.
CO5 Judge models of time series using different error measures and identify the
different states of Markov chain.
CO6 Create an appropriate model for real life time series and realization of
stochastic process.

Unit. Title of Unit and Contents No. of

Lectures
No.
I Analysis of time series using R 12
Analysing time series using time series plots, Smoothing of time
series and forecasting using r, Testing randomness and
stationarity in time series, transformations, differencing, testing
serial autocorrelations, fitting of autoregressive models to the
time series, Residual Analysis, comparison of different time
series models, validity of assumptions using normal probability
plots
II Ageing and Nonparametric estimation of survival function 12
Positive and negative ageing: IFR, DFR ,IFRA, DFRA, bathtub
failure rate, Classification of following parametric families of life
distribution according to aging using R: Weibull, Gamma,
lognormal, linear failure rate, Makeham, Pareto, Lehman,
Actuarial estimator of survival function using R, Greenwood’s
formula, Kaplan Meier estimator of survival function in the
presence of censored observations using R.
III Testing of Hypotheses & Stochastic Process 12
Testing of hypotheses (Probability of type I and II errors, power
of a test etc.), Realization of stochastic process, Computations of
n step transition probability matrix and discuss long term
behaviour, Some illustrations of n step transition probability
matrix to obtain periodicity of state