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2501 |
Theory of
Statistics |
(4
Cr.) |
Some probability distributions:
Power series, Pareto, LogNormal,
Cauchy, Weibull, Gumbel, Double
exponential and logistic
distributions. Compound
distribution. Non-Central
distributions: Non-central
Chi-square, F, T and Beta
distributions. Distribution of
quadratic forms and Cochran's
theorem. Order Statistics: Joint
and marginal distribution of
Order statistics, distribution
of sample range, median,
quintiles, maximum and minimum
values. Asymptotic distribution
of order statistics. Sequential
methods: sequential probability
ratio test, closed plans,
operating characteristic
function, average sample number
function, sequential t - test,
sequential esrimation.
Non-parametric methods: review,
derivative of some common
non-parametric test statistics
and their asymptotic behavior.
References:
(1) Johnson and Kolz: continuous
univeriate distributions.V.I.II. (2) Johnson and Kolz: Discrete
distribution, Houghton Miffin
company. (3) Kendall and Stuart: The
advanced theory of statistics
V.2. (4) Graybill: An introduction to
linear statistical models, V.I,
Mc Graw Hill.(5) David: Order
Statistics: John wily and Sons
M.Y. 1970. (6) Wald, I: Sequential
analysis. (7) Wetherill: Sequential
methods in Statistics.
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2502 |
Statistical
Inference |
(4
Cr.) |
Point Estimation: Properties of
estimator: sufficiency,
Neyman-Fisher's criteria for
sufficiency, Minimal
sufficiency, Exponential family,
unbiasedness,uniformly minimum
variance unbiased estimator,
Cramer-Rao inequality and it's
generalization, Fisher's
information, Rao-Blackwell
theorem, sufficiency and
completeness, Lehmann-Sheffe
theorem, Robust estimators,
Estimation from truncated and
censored distribution. The
Baysian Approach: Use of prior
density, Bayes estimators, Bayes
estimators with mean square
error, loss function,
Admissibility.Minimax estimator.
Other classes of estimators:
Location invariant and scale
invariant classes of estimators.
Interval estimation: Confidence
interval estimators, Pivotal
methods, Baysian interval
estimators and Fiducial interval
estimators, central and
non-central confidence interval.
Methods of Estimation: Maximum
Likelihood estimators and their
properties including asymptotic
properties, practical
consideration in solving maximum
likelihood equations and other
methods. Hypotheses Testing:
Most powerful test,
Neymann-peasson lemma,
asymptotic efficiency of a test,
unbiased and similar test, UMP,
UMPU and LUMPU test, similar
regions, Neymann theorem, power
curves, Likelihood ratio tests,
asymptotes distribution of
likelihood ratio statistics.
Test of independence in
multi-way contingency table.
References:
(1) Advanced theory of
statistics, Vol II, Kendal and
Stuart;Charles Griffin. (2) Theory of statistical
inference, Zacks. (3) Linear statistical
inference and it's applications,
Rao.(4) Statistical inference,
Silvey, S.D, Penguin 1970. (5) Comparative statistical
inference, Bernett, V.D. Wiley
1973.
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2503 |
Multivariate
Analysis |
(4 Cr.) |
Multivariate Normal Distribution
and it's properties - A review;
Maximum likelihood estimation of
mean vector and covariance
matrix of this distribution.
Sampling distributions of simple
correlation coefficient, Partial
and multiple correlation
coefficients, properties and
uses; Hotelling's T2 -statistic
and it's distribution,
properties and uses; sample
covariance matrix; Wishart
distribution of estimates of
mean vector and covariance
matrix. General linear
regression; estimation of
parameters and test of
hypotheses;Likelihood ratio
test. Multivariate ANOVA:
One-way and Two-way
classification. Cluster analysis
and classification; Discriminant
function and related tests;
distribution of characteristic
roots of matrices; canonical
correlation analysis; Principal
component analysis and factor
analysis; Distribution and test
related with this analysis.
References:
(1) Anderson, T.W.: Introduction
to multivariate analysis, Wiley. (2) Rao, C.R: Linear statistical
inference and its applications,
Wiley. (3) Khirsagar, A. M.:
Multivariate analysis, Mareel
Inc.
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2504 |
Stochastic processes |
(3 Cr.) |
Introduction: Random Walk,
Markov Processes, Branching
processes - Review. Brownian
Motion: Definition and examples,
continuity of path, Maximum
Variables, Multidimensional
Brownian motion. Queuing
processes: Single server queuing
process, M/M/1 , M/G/1 , G/M/1,
G/G/1 queues. Stationary
processes: Covariance function,
Mean square distance, Stationary
processes - Time and frequency
domain, prediction, filtering
and regulation problems. Point
Processes: The renewal process,
stationary point processes, real
valued processes with point
processes.
Gaussian processes: Definition
and example, Stationary,
Gaussian and Markovian
processes.
References:
1. Karlin, S.: A first course in
stochastic processes and Taylor,
H.M. 2. Cox and miller; Theory of
stochastic processes, Chapman
and Hall Ltd. 3. Feller, W.; An introduction
to probability theory and it's
applications; Wiley 1971. 4. Fisz, M.; Probability theory
and Math. Statistics. 5. Doob, J.L.; Stochastic
processes; J. Wiley, 1953.
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2600* |
Bio-Statistics |
(3 Cr.)
|
*Part I: Six ideas of sampling
methods, sampling distributions
of means, t , c2 , F and their
large sample approximations .
Decision theory approach to one
sample and two samples
inference.
*Part II: Regression analysis
and significance test of
regression model. Interpretation
of coefficient of determination
for full and partial model. Test
of simple and multiple
correlations.
*Part III: Basic principles in
experimental designs, single
factor ANOVA (CRD) for balanced
and unbalanced cases. Multiple
comparisons (tests), comparing
treatment with control. Two
factor ANOVA (RBD) with missing
values, LSD with missing values
. Introduction to factorial
designs (only for two levels).
*Part IV: Test of Attributes:
Goodness of fit, Contingency
tables , test of Independence.
Some non-Parametric tests.
Interval estimation for some
Order Statistics.
References:
1. Dantel, Wayne.W;
Bio-Statistics, A Foundation for
Analysis in the health sciences.
2. Fowler, J & Cohen, L:
Practical Statistics for Field
Biology .
3. Schefler W.C.: Statistics
for Biological Sciences.
Walpole R.E; Introduction to
Statistics.
* M.Sc. students of Chemical and
Biological sciences .
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2601 |
Experimental
Design |
(3 Cr.)
|
Review of symmetric factorial
experiments. Algebric
representation of main effects
and interaction, estimation and
analysis of some factorial
experiments. Analysis of
confounded factorial
experiments. Factorial
replications. A symmetric
factorial experiments. Estimable
function and its properties.
General linear model of non-full
ran . Generalized inverse of
matrices. Tests for full and
part models. Non-orthogonal
designs. Least square estimates
and analysis of two-way
non-orthogonal designs. General
block design. Incomplete block
designs. PBIB design. Intra- and
block analysis of incomplete
block design. Youden square
design. Lattice design.
Construction of incomplete block
design. Multi-way non-orthogonal
designs. Residual effects,
Weighing designs. Analysis of
covariance with two ancillary
variates, covariance and
analysis of experiments with
missing observations. Random and
mixed effect model. Variance
component analysis. Response
surface design. First order and
second order models. Methods of
steepestascent. Groups of
experiments. Ideas of
D-optimality, Rotatibility and
connectedness.
References:
1. John, P.W.: Statistical
design and analysis of expt.;
Macmillan.
2. Graybill, F.A.: An
introduction to linear
statistical models; Mac Graw
Hill.
3. Liner, B.J.: Statistical
Principle in expt. design; Mac
Graw – Hill.
4. Montgomery, D.C.: Design and
analysis of ext.; J. Wiley M.Y.
5. Mayers, R.H.: Response
surface Methodology, Allyn and
Bacon. Inc. Boston.
6. Raghjararao, D.:
Constracution and combinatorial
problems in design of expt. ;
Wiley
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2602 |
Theory of sampling |
(3 Cr.)
|
Single-stage sampling of unequal
clusters: selection of unequal
clusters with unequal
probability without replacement;
Horvitz-Thompson estimator;
other methods of estimation;
Estimation of standard errors.
Sub-sampling: Two-stage and
higher-stage sampling with equal
clusters; optimum allocation of
clusters; sub-sampling with
unequal clusters; Multi-stage
sampling PSU'S selected with
equal and unequal probability
with or without replacement;
Unbiased and ratio estimates;
random group methods,
self-weighing estimates;
non-linear estimates of standard
errors; Stratified multistage
sampling. Double Sampling: Use
of double sampling for
stratification; regression
estimators; ratio estimators and
PPS estimation; Optimum
allocation. Repeated sampling,
sampling on two or more
occasions. Sources of errors in
survey; Non-response and
non-sampling error; Interviewer
variability; interpenetrating
subsamples; error of
measurement, Familiarity with
large-scale sample survey.
References:
(1) Cochran, W.G.: Sampling
techniques; Wiley.
(2) Raj, D.: Sampling theory;
MacGraw – Hill.
(3) Kendall and Stuart; Advanced
theory of statistics V.3,
Charles Griffins.
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2603 |
Decision Theory |
(3 Cr.)
|
General description of decision
problems. Utility and loss
function, decision rules,
expected utility principle.
Simple problem with finite
decision and parameter spaces.
Problems without prior
distribution, Risk function,
Dominance, admissibility,
Completeness, minimax.Baysian
decision rules: Baysian approach
for more general problems with
application to point estimation,
discrimination, hypotheses
testing. 2-decision problem with
linear loss function. Baysian
decision prediction.
References:
1. Ferguson, T.S.: Mathematical
statistics. A decision
theoretical approach, Academic
press, 1967.
2. De Groot, M.H.: Optimal
statistical Decision. Mc
Graw-Hill 1970.
3. Aitchison, J. and Dunsmore,
I.R.: Statistical prediction
analysis 1975, Cambridge.
Introduction reading:
4. Lindly, D.V.: Making
decision; Wiley 1971.
5. Lindgren, B.W.: Elementary
Decision theory; Mac Millan,
1971.
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2604 |
Time series analysis
|
(3 Cr.)
|
A
quick review on concepts of time
series. Probability models for
time series: stochastic
processes, Stationary process.
Auto correlation function.
Auto-regressive processes: MA,
AR, ARMA and ARIMA processes.
Estimation of parameters of
models: Estimation of auto
covariance and auto-correlation
functions. Estimation of
parameters of different
auto-regressive processes.
Residual analysis. Stationary
Processes: Spectral distribution
and density function, Spectral
analysis - Fourier analysis.
Myquist frequency, Perio dogram
analysis. Relationship between
priodogram and auto correlation
functions. Truncated
autocorrelation function. First
Fourier transforms. Ideas of
bivariate time - series: Cross -
covariance and cross -
correlation functions. Cross
spectrum - linear system.
References:
(1) Chatfield, C.: The analysis
of time series, An introduction;
Chapman & Hall.
(2) Box and Jankins: Time series
analysis, Forecasting and
control; Hol- den Day.
(3) Kendal, M.G. and Stuart:
Advanced Theory of Statistics
V.3, Charel- e's Griffin.
(4) Andrson, T.W.: Analysis of
time series, Wiley and Sons.
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2605 |
Econometrics |
(3 Cr.)
|
Theory Part: A short review of
general linear model where
assumptions break down. General
linear model with stochastic
regression. General linear model
with lagged variables: Lagged
explanatory variables, lagged
dependent variable, Estimation
of parameters. Simultaneous
Equation Methods: (a)
Identification: Simultaneous
Equation system, Identification
problems. (b) Estimation:
Recursive system, Two-stage and
three-stage least squares,
Limited information (Least
variance ratio) Estimators.
Applied Part: Income
distribution, Demand-supply
curves; production and
consumption function, Cobb-Web
models, Cobb-Douglas production
function, CES production
function, Input - output
analysis.
References:
(1) Johnston, J: Econometric
methods, Mc Graw - Hill, N.Y.
(2) Golderger, A.S.: Econometric
Theory, John-Wiley and Sons,
N.Y.
(3) Leser, C.E.V, Econometric
Techniques and problems; Charles
Griffin, London.
(4) Klein, L.R.: A text book of
Econometrics; Evanston, Row
eterson & Co.
(5) Fisher, F.M.: The
Identification problem in
Econometrics, Mc Graw-Hill, N.
Y.
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2606 |
Probability
Theory |
(3 Cr.)
|
Elements of measure theory:
Topological space, Fields and
Fields of subsets, measurable
functions. Measure: Definition
and properties, Finite and
additive measure, Borel sets,
Lebesgue measure, Lebesgue
integral, Radon-Mikodyn theorem,
Riemann-Stieltjes integral.
Probability space, independent
events, conditional probability
and conditional probability
space, Baye's rule.
Random variables: Random
variable as a measurable
function, independence,
Distribution of random variable,
Distribution and density
functions, Parameters of
distribution, Distribution of
functions of random variable,
Joint and marginal densities,
Conditional densities,
Convolutions, probability
generating function,
Characteristic functions.
Sequences of random variables:
Concepts of convergence, Weak
and strong law for independent
and identically distributed
random variables, Laws of large
numbers, Central limit theorem
and some of it's extensions,
Infinitely divisible and stable
distributions.
References
(1) Feller, W.: An introduction
to probability theory and it's
applications, Vol. II, Wiley.
(2) Cramer, H.: Random variables
and probability Distributions,
UMIVER. Press Cambridge
(3) Renyi, A.: Probability
theory, Morth Holland Pub.
Company, Amsterdam.
(4) Fisz; M.: Probability theory
and Math. Statistics, Wiley.
(5) Chung, K.L.: A course in
Probability theory, Academic
press.
(6) Papoulis, A.: probability,
Random variables and Stochastic
processes; Mc Graw – Hill.
(7) Burril, C.W.: Measures
Integration and probability, Mc
Graw – Hill.(8) Parzen, E.:
Modern Probability theory and
it's applications, J. Wiley.(9)
Aram J. Thomsian : The structure
of probability and stochastic
processes , Mc Graw- Hill .
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2607 |
Operations
Research |
(3 Cr.)
|
Constrained Optimization: The
general mathematical programming
problem; Linear programming as a
special case, Mathematical
formulation of some practical
problems as linear programming
pros, Graphical solution
methods, Canonical and standard
of L.P.P.; the simplex method;
fundamental properties of
solutions, corroboration of
extreme points, Simplex
algorithm. Duality
theory-Writing dual of a L.P.P.
and duality relations. The
Transportation problem -
Description, the transportation
table, methods of finding
initial basic feasible
solutions, the transportation
algorithm, degeneracy in T.P.,
unbalanced T.P. The assignment
problem: Nature of the problem,
it's mathematical formulation as
a linear program, the assignment
algorithm, the unbalanced A.P.
Advanced topics in programming:
Linear factorial programming,
Factorial algorithm, Stochastic
programming and chance
constrained programming,
concepts of quadratic, dynamic
discrete programming.
References:
(1) Taha,H.A. - Operation
research - An introduction , Mac
Millan .
(2) Vojda, S. - Mathematical
programming, Addison – Wesley.
(3) Kantiswarup -Linear
Fractional programming
Operations Research, V.13
(1965) PP 1029 –1036.
(4) Garvin W.W - Introduction to
linear Programming, Mc Graw –
Hill.(5) Sasiemi,M; Yaspan, A.
and Friednien, L.Operational
Research (Methods and Problems)
J.Wiley.
(6) Gottfried, B.S. and Weisman,
J. - Introduction to
Optimization theory; Prentic-
Hill .
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2608 |
Population analysis |
(3 Cr.) |
Collection of Census and vital
statistics; Errors in census and
vital statistics; Fertility and
reproduction; Mortality
projections and theories; Family
formation, Composition and
dissolution; Nuptiality;
Distribution of population;
Growth of population; Population
estimates and projection; Health
statistics; Morbidity analysis;
Epidemeology; Survival analysis.
References:
(1) Demography - P.R. Cox.
(2) Principles of Demography -
D.J. Bogne.
(3) Introduction to Demography -
Spiegelman.
(4) The study of population -
Houser and Duncan.
(5) Health and vital statistics
- Bernard Benjamin.
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2609 |
Prediction
forecasting and control |
(3 Cr.)
|
Linear least squares prediction
problem; Wiener and Kolmogrov
methods; applications in
standard stationary time series
models; extension to filtering
theory: recursive relations for
predictors; standard forecasting
techniques (IWMA, Brown, Holt);
control of linear stochastic
systems loss functions;
Principle of certainty
equivalence; Box-Jenkins
feedback controllers; optimal
regulation; estimation of
parameters in linear system;
estimation of transfer functions
in open and closed loop system.
References:
(1) ASTROM, K.J.: Introduction
to Stochastic Control Theory,
( Academic Press 1971).
(2) BOX, G.: Time Series
Analysis, Forecasting and
Control, Jenkins, G.M.
(Holden-Day, 1970).
(3) WHITTLE, P.: Prediction and
Regulation by least-squares
methods (English Universities
press, 1963).
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2610 |
Medical statistics |
(3 Cr.)
|
(1) Methodology and Model
Building: Problem solving in
human activity
system-specifically in health
and health care; the role of
statistics in evaluating models;
types of model; criteria for
appropriateness of models.
Discussion of journal articles
with a health context.
(2) Linear programming: The
linear model; primal and dual
problems; shadow prices; reduced
costs; sensitivity analysis;
optimality in medical context.
Discussion on the DHSS "Balance
of Care" model.
(3) Simulation: Deterministic
and probabilistic simulation
models. Advantages and
disadvantages in their use.
Description of model for
population cancer screening;
it's validity and use in policy
formulation; Gaming simulation;
Monte-Carlo models; their use in
resource allocation in hospital.
Discussion of paper concerned
with dialysis/renal
transplantation.
(4) Drug Evaluation: Phases of
investigation, randomized
controlled trials, numbers of
patients required, treatment
allocation and stratification,
placebo effects, within-patient
comparisons. Statistics in the
pharmaceutical industry.
(5) Distribution-Free Methods:
Clinical measurement and ordinal
scales, distribution free nature
of ranks, one-sample and
two-sample tests based on ranks,
methods using empirical
distribution function,
comparison with parametric
techniques, choice of test for a
medical data set.
(6) Utility in Medicine: Utility
functions; the fractile
technique; utility axioms;
application to the measurement
of illness; individual utilities
with respect to treatment
options (e.g. 5 year survival
lung cancer); community
utilities providing an objective
function for health services;
benefit and cost assessment of
health policy options.
Discussion of journal articles.
(7) Analysis of Survival Data:
Patient survival studies and "
censored " observations;
survivorship function and hazard
functions; product-Limit
estimate of survival curve;
clinical life tables; estimation
and inference in the exponential
distribution; other
distributions of survival time;
use of concomitant information
and regression models.
References:
(1) GROSS, A.J. and CLARK, V.A.:
Survival Distribution:
Reliability Applications in the
Biomedical Sciences (Wiley
1975).
(2) PETO, R., PIKE, M.C. et.
al.: Design and analysis of
randomized clinical trials
requiring prolonged observation
of each patient. I.introduction
and design. Br.J. cancer (1976)
34, 585.
(3) De NEUFVILLE, R. and
STAFFORD, J.H.: System analysis
for engineers and managers (
McGraw-Hill 1971).
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