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Annexure ‘AAB-CD-01’ Course Title: Advanced Real Analysis Course Code: STAT 602 Credit Units: 4 Level: PG L T 3 1 P/ S SW/F W # Course Title 0 Weightage (%) 1 Course Objectives: To understand various properties and important theorems related to real numbers with their proofs. To develop fundamental knowledge and understanding of the many techniques in Real Variable , such as - differentiation and integration under the sign of integration, question of convergence of series, Dirichlet’s integral, Laplace and Laplace Steiltjes transform, which are also employed in the theory of probability distributions. Similarly, BolzanoWeirstrass, Heine Borel theorems etc. are very much useful in Statistical Inference. 2 Prerequisites: Graduate level knowledge of Mathematics and Statistics 3 Student Learning Outcomes: The students will be able to apply various techniques of analyzing Real-valued Variables in further studies of statistical research investigations. Course Contents/Syllabus 4 Module I: 25 Monotone functions and functions of bounded variation. Real valued functions, continuous functions, Absolute continuity of functions, standard properties, uniform continuity, sequence of functions, uniform convergence, power series and radius of convergence. 5 Module II: 25 Riemann-Stieltjes integration, standard properties, multiple integrals and their evaluation by repeated integration, change of variable in multiple integration. Uniform convergence in improper integrals, differentiation under the sign of integral, Integration under the sign of differentiation. Dirichlet integral. 6 Module III: 25 Introduction to n-dimensional Euclidean space, open and closed intervals (rectangles), compact sets, Bolzano-Weierstrass theorem, Heine-Borel theorem. Maxima-minima of functions of several variables, constrained maxima-minima of functions. 7 Module IV: Applications of mgf and cf for continuous distributions 25 Laplace and Laplace-Steiltjes transforms. Solutitions of linear differential.Properties TOTAL CREDIT UNITS 4 of Laplace transforms, Transforms of derivatives, Transforms of integrals, Evalualtion of integrals using Laplace transform, convolution theorem. 8 Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate probability and related measures to develop a risk model for various applications. 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidHome Class Attendance Term Assignment Performance/ Exam Viva 10% 8% 7% 5% 70% Text & References: Rudin, Walter (1976). Principles of Mathematical Analysis, McGraw Hill. Apostol, T. M. (1985). Mathematical Analysis, Narosa, Indian Ed. Narayan, S., (2010). Elements of Real Analysis, S. Chand and Sons. Miller, K. S. (1957). Advanced Real Calculus, Harper, New York Courant, R. and John, F. (1965). Introduction to Calculus and Analysis, Wiley Bartle, R.G. (1976): Elements of Real Analysis, John Wiley & Sons. Annexure ‘AAB-CD-01’ Course Title: PROBABILITY THEORY Course Code: STAT 605 Credit Units: 4 Level: PG # L T 3 1 P/ S SW/F W Course Title 0 Weightage (%) 1 Course Objectives: Probability theory and its models serve as a link between the descriptive and inferential statistics, methodologies for assessing and quantifying chance. The objective of the course is to develop knowledge of the fundamental probability tools for quantitatively determining the risk and assessing the various problems encountered in decision making. 2 Prerequisites: NIL 3 Student Learning Outcomes: The students will be able to distinguish between probability models appropriate to different chance events and calculate probability according to these methods. The course enables the students to develop the skill set to apply probability theory in real life problems.1 Course Contents/Syllabus 4 Module I: Probability Space and Limit Theorems 5 6 Classes of Sets, Field, Sigma Field, Minimal Sigma Field, Borel 20 Sigma Field, Sequence of Sets, Limits of a Sequence of Sets, Measure, Probability Measure, Definition of Probability, Important Theorems on Probability, Conditional Probability, Baye’s Theorem, and Independent Events. Module II: Random Variables and Distribution Functions Measurable Functions, Random variables and their Probability 30 Distributions, Distribution Functions and its Properties, Joint Distribution of two Random Variables, Marginal and Conditional Distributions, Expectation, Moments of Random Variables, Important Inequalities concerning Expectation and Moments (Basic, Markov’s, Chebychev’s, Kolmogorov’s, Holder’s, Minkowski’s, Cauchy-Schwartz and Jensen’s inequalities), Moment Generating Function, Probability Generating Function, Characteristic Function, Characteristic Functions & their Properties, Uniqueness Continuity and Inversion Theorems of Characteristic Functions. Module III: Convergence and Limit Theorems Convergence of a Sequence of Random Variables, Modes of 25 Convergence (convergence in probability, in distribution, almost surely, and in the rth mean, monotone convergence theorem, Fatou’s lemma, dominated convergence theorem), Relations among different modes of convergence. 7 TOTAL CREDIT UNITS 4 Module IV: Law of Large Numbers and Central Limit Theorems Laws of Large Numbers- Bernoulli’s, Chebyshev’s and Khinchine’s Weak 25 Law of Large Numbers, Strong Law of Large Numbers and Kolmogorov’s theorem, Central limit theorem. 8 Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate probability and related measures to develop a risk model for various applications. 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% NA End Term Examination 70% Theory Assessment (L&T): Continuous Assessment/Internal Assessment End Term Examination Components (Drop down) MidTerm Exam Home Assignment Weightage %) 10% 8% Class performance/ Viva 7% Attendance 5% 70% Textbooks 1. Rohatgi, V. K. and Saleh, A.K. Md. E. (2005). An Introduction to Probability and Statistics, 2nd ed., John Wiley. 2. Biswas, S. and Srivastava, G. L. (2011). Mathematical Statistics, Narosa Publishing House, New Delhi. References: 1. Ash, Robert B. (2000). Probability and Measure Theory, Second Edition, Academic Press, New York. 2. Loeve, M. (1978). Probability Theory, 4th Edition, Springer-Verlag. 3. Feller, W. (1968). An Introduction to Probability Theory and its Applications, 3 rd Edition, Vol. I & II, John Wiley & Sons. 4. Goon, A.M., Gupta, M.K. and Dasgupta. B. (1985). An Outline of Statstical Theory, Vol. I, World Press. 5. Uspensky, J.V. Introduction to Mathematical probability, Tata McGrow Hill & Sons. 6. Bhat, B.R. (1999). Modern Probability Theory, 3rd Edition, New Age International Publishers. 7. Billingsley, P. (1986). Probability and Measure, 2nd Edition, John Wiley & Sons. 8. Capinski, M. and Zastawniah (2001). Probability through problems, Springer. 9. Chung, K. L. (1974). A Course in Probability Theory, 2nd Edition, Academic Press, New York. Annexure ‘AAB-CD-01’ Course Title: STATISTICAL METHODS Course Code: STAT 613 Credit Units: 4 Level: PG # L T 3 1 P/ S Course Title SW/F W 0 Weightage (%) 1 Course Objectives: After studying the concept of random variable and distribution function in probability theory, the knowledge of statistical distribution is of prime need. It gives the idea about how the total probability is distributed among the possible values of random variables. The main objective of the course is to provide the detailed knowledge of the characterization of all the useful distributions. 2 Prerequisites: NIL 3 Student Learning Outcomes: The students will be able to formulate the mathematical/statistical models for real data set arising in various fields in order to analyze in respect of various useful characteristics of the populations. Course Contents/Syllabus 4 Module I: Random Variables and Distribution Function 5 6 7 Review of Random Variables and Probability Distribution Theory. Convolution of Distribution Functions. Special types of Distribution- Truncated, Compound and Censored. Expectation, Moments of Random Variables. MGF, PGF, Characteristic Functions. Module II: Specific Distributions Discrete Distributions – Bernoulli, Binomial, Poisson, Discrete Uniform, Geometric, Negative Binomial and Hyper Geometric. Continuous Distributions – Uniform, Exponential, Gamma, Beta, Chisquare, Weibull, Cauchy, Normal, Lognormal. Characterization of Distributions, Characterization Properties of Normal and some other distributions. Truncated and Compound Distributions. Module III: Regression and Correlation Correlation Coefficient. Linear Regression. Rationale behind two Curves of Regression. Relation between Correlation Coefficient and two Regression Coefficients. Homoscedasticity of Linear Regression. Bivariate Normal Regression. Multiple Regression and Multiple Correlation. Multiple Correlation as Canonical Correlation. Rank Correlation, Intra-class Correlation Coefficient. Module IV: Sampling Distributions Introducing Sampling Distributions, Methods of obtaining Sampling Distributions. Important sampling distributions - Chi-square, t and F. Applications of these distributions in tests of significance. Non-central Chi-square, t and F distributions and their properties. TOTAL CREDIT UNITS 4 25 25 25 25 8 9 Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the applications of order statistics and non-parametric methods for solving the real life problems and cases. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam Home Assignment CP/ Viva Attendance 10% 8% 7% 5% 70% Textbooks 1. Biswas, S. and Srivastava, G. L. (2011). Mathematical Statistics, Narosa Publishing House, New Delhi. 2. Rohatgi, V. K. and Saleh, A. K. Md. E. (2005). An Introduction to Probability and Statistics. 2nd Edition, John Wiley and Sons. Reference 1. Hogg, R.V., McKean, J. and Craig, A.T. (2012). Introduction to Mathematical Statistics. Pearson Education. 2. Miller, I. and Miller, M. (2011). John E. Freund’s Mathematical Statistics. Prentice Hall. Annexure ‘AAB-CD-01’ Course Title: Linear algebra and application Course Code: STAT 615 Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: The motivation of introducing Linear Algebra course in Statistics is mainly to study the basics of Algebra and also to study the distribution of several random variables put together in bivariate, multivariate or in univariate with combination of several independent random variables. The main objective to introduce this course is to solve various problems by computing the inverse of a matrix, the Unique Moore and Penrose generalized inverse methods. Prerequisites: NIL Student Learning Outcomes: 2 3 SW/F W 0 Weightage (%) The students will learn about the basic concepts of vector space and linear transformation. The students will able to learn how to calculate Generalized Inverses of matrices. Course Contents/Syllabus 4 Module I: Examples of vector spaces, vector spaces and subspace, independence in vector spaces, existence of a Basis, the row and column spaces of a matrix, sum and intersection of subspaces. 5 Module II: Linear Transformations and Matrices, Kernel, Image, and Isomorphism, change of bases, Similarity, Rank and Nullity. 6 Module III: Inner Product spaces, orthonormal sets and the Gram-Schmidt Process, the Method of Least Squares. Basic theory of Eigen vectors and Eigen values, algebraic and geometric multiplicity of eigen value, diagonalization of matrices, application to system of linear differential equations .Factorization of Matrices 7 Module IV: Generalized Inverses of matrices, Moore-Penrose generalized inverse. Real quadratic forms, reduction and classification of quadratic forms, index and signature, triangular reduction of a reduction of a pair of forms, Quadratic and singular value decomposition, extrema of quadratic forms. Jordan canonical form, vector and matrix decomposition. 8 Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination TOTAL CREDIT UNITS 4 25 25 25 25 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam Home Assignment CP/ Viva Attendance 10% 8% 7% 5% 70% Text: Biswas, S. (1997): A Text Book of Matrix Algebra, 3rd Edition, Prentice Hall, New Delhi. References: Golub, G.H. and Van Loan, C.F.(1989): Matrix Computations, 2nd edition, John Hopkins University Press, Baltimore-London. Hadley, G. (1961). Linear Algebra. Addition-Wesley. Nashed, M.(1976): Generalized Inverses and Applications, Academic Press, New York. Robinson, D.J.S. (1991): A Course in Linear Algebra with Applications, World Scientific, Singapore. Searle, S.R.(1982): Matrix Algebra useful for Statistics, John Wiley and Sons. Strang, G.(1980): Linear Algebra and its Application, 2nd edition, Academic Press, London-New York. Annexure ‘AAB-CD-01’ Course Title: Optimization Techniques and Applications Course Code: STAT 621 Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: The objective of this course is to enhance the applications of optimization techniques in engineering system and real life situations as well. The main aim of this course is to present different methods to solve the constrained optimization problems by using linear programming, integer linear programming. In addition the use of optimization techniques is also explained for network planning and scheduling. Prerequisites: NIL Student Learning Outcomes: 2 3 The students will learn about the formulation of the given real life problem as mathematical programming problem. The students will acquire the knowledge for solving linear programming problems and will able to interpret the results. The students will able to minimize the transportation costs for the transportation problems. SW/F W 0 TOTAL CREDIT UNITS 4 Weightage (%) The students will able to plan and schedule the network analysis. Course Contents/Syllabus: 4 Module I: Linear Programming Problems (LPP) 20 Introduction to LPPs, Solution of LPPs: Graphical Method & Simplex Method, Use of Artificial Variables in simplex method: Charnes’ Big M method and Two Phase Method, Duality in LPPs, Dual Simplex Method . 5 Module II: Transportation Problems (TP) 30 Introduction to Transportation Problem, TP as a case of LPP, Methods to obtain initial basic feasible solution to a TP: North West Corner Rule, Matrix Minima Method, Vogel’s Approximation Method, Solution of the TP by MODI method, Degeneracy in TPs, Unbalanced transportation problems and their solutions. Assignment Problems (AP): Introduction to APs, AP as a complete degenerate form of TP, Hungarian Method for solving APs, Unbalanced Assignment problems and their solutions, APs with restrictions. 6 Module III: Integer Linear Programming Problems 20 Integer Linear Programming Problems Mixed Integer Linear Programming Problems, Cutting Plane Method, Branch and Bound Method. Sequencing problem. 7 Module IV: Project scheduling 30 Network representation of a Project Rules for construction of a Network. Use of Dummy activity. The critical Path method (CPM) for constructing the time schedule for the project. Float (or shack) of an activity and event. Programme Evolution and Review Technique (PERT). Probability considerations in PERT. 8 Probability of meeting the scheduled time. PERT Calculation, Distinctions between CPM and PERT. Pedagogy for Course Delivery: 9 The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: Hadley, G., “Linear Programming,”, Addison-Wesley, Mass. Taha, H.A. “Operations Research – An Introduction”, Macmillian F.S. Hiller, , G.J. Lieberman, ” Introduction to Operations Research”, Holden-Day Harvey M. Wagner, “Principles of Operations Rsearch with Applications to Managerial Decisions”, Prentice Hall of India Pvt. Ltd. K. Swarup, P. K. Gupta and Man Mohan, “Operations Research”, Sultan Chand & Sons, New Delhi. Panneerselvam, “Operations Research” 2nd edition, PHI Pvt. Ltd. Annexure ‘AAB-CD-01’ Course Title: Advanced Statistical Inference – I Course Code: STAT 625 Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: In Statistics population parameters describe the characteristics under study. These parameters need to be estimated on the basis of collected data called sample. The purpose of estimation theory is to arrive at an estimator that exhibits optimality. The estimator takes observed data as an input and produces an estimate of the parameters. This course will make a student learn the various properties of a good estimator as well as techniques to develop such estimators from both classical and Bayesian point of view. 2 Prerequisites: NIL Student Learning Outcomes: 3 The students will able to learn about the various requirements to be a good estimator. The students will able to emphasize the statistical thinking. The students will able to use technology by using various properties of statistical inference. SW/F W 0 Weightage (%) The students will able to distinguish the common elements of inference procedures. Course Contents/Syllabus 4 Module I: Criterion of a good estimator- unbiasedness, consistency, efficiency and sufficiency. Minimal sufficient statistics. Exponential and Pitman family of distributions. Complete sufficient statistic, Koopman Darmaus’s exponential form for complete sufficient statistic, Rao-Blackwell theorem, Lehmann-Scheffe theorem, Cramer-Rao lower bound approach to obtain minimum variance unbiased estimator (MVUE). 5 Module II: Maximum likelihood estimator (mle), its small and large sample properties, CAN & BAN estimators, Most Powerful (MP), Uniformly Most Powerful (UMP) and Uniformly Most Powerful Unbiased (UMPU) tests. UMP tests for monotone likelihood ratio (MLR) family of distributions. 6 7 Module III: Likelihood ratio test (LRT) with its asymptotic distribution, Similar tests with Neyman structure, Ancillary statistic and Basu’s theorem. Construction of similar and UMPU tests through Neyman structure. Module IV: Interval estimation, confidence level, construction of confidence intervals using pivots, shortest expected length confidence interval, uniformly most accurate one sided confidence interval and its relation to UMP test for one sided null TOTAL CREDIT UNITS 4 25 25 25 25 against one sided alternative hypothesis. 8 9 Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: 1. Lehmann, E.L. (1983): Theory of Point Estimation, Wiley. 2. Lehmann, E.L. (1986): Testing Statistical Hypothesis, 2nd Ed., Wiley. 3. Rao, C.R. (1973): Linear Statistical Inference and its Applications, Wiley. 4. Rohatgi, V.K. (1976): An introduction to Probability Theory and Mathematical Statistics, Wiley. 5. Biswas, S. and Srivastava, G. L. (2011). Mathematical Statistics, Narosa Publishing House, New Delhi. Annexure ‘AAB-CD-01’ Course Title: Advanced Sampling Theory Course Code: STAT 632 Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: This course is designed to provide an overview of the theory and applications of various sampling procedures in survey research methods. The objective of this course is to emphasize the knowledge on survey process and the field of survey research. Prerequisites: NIL Student Learning Outcomes: 2 3 The students will able to learn various techniques used in sampling practices. The students will learn how to interpret the descriptive statistics for the given data. SW/F W 0 Weightage (%) The students will able to conceptualize, conduct, interpret the statistical analyses for the different population. Course Contents/Syllabus 4 Module I: Estimation of population mean, total and proportion in SRS and Stratified sampling. 25 Estimation of gain due to stratification. Ratio and regression methods of estimation. Unbiased ratio type estimators. Optimality of ratio estimate .Separate and combined ratio and regression estimates in stratified sampling and their comparison. 5 Module II: Cluster sampling: Estimation of population mean and their variances based on 25 cluster of equal and unequal sizes. Variances in terms of intra-class correlation coefficient. Determination of optimum cluster size. Varying probability sampling: Probability proportional to size (pps) sampling with and without replacement and related estimators of finite population mean. 6 7 8 Module III: Two stage sampling: Estimation of population total and mean with equal and 25 unequal first stage units. Variances and their estimation. Optimum sampling and sub-sampling fractions (for equal fsu’s only). Module IV: Double Sampling: Need for double sampling. Double sampling for ratio and 25 regression method of estimation. Sources of errors in surveys: Sampling and non-sampling errors. Various types of non –sampling errors and their sources .Estimation of mean and proportion in the presence of non-response. Optimum sampling fraction among non–respondents. Interpenetrating samples. Randomized response technique. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems TOTAL CREDIT UNITS 4 9 and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: 1. Cochran, W.G., (1977): Sampling Techniques, 3 rd edition, John Wiley. 2. Murthy, M.N. (1977): Sampling theory and methods. Statistical Publishing Society, Calcutta. 3. Sukhatme et al. (1984): Sampling theory of surveys with applications, Iowa state university press and ISAS. 4. Singh, D. and Chaudhary, F.S. (1986): Theory and analysis of sample survey designs. New age international publishers Annexure ‘AAB-CD-01’ Course Title: Linear Models and Regression Analysis Course Code: STAT 633 Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: This course focuses on building a greater understanding, theoretical underpinning, and tools for applying the linear regression model and its generalizations. With a practical focus, it explores the workings of multiple regression and problems that arise in applying it, as well as going deeper into the theory of inference underlying regression and most other statistical methods. The course also covers new classes of models for binary and count data, emphasizing the need to fit appropriate models to the underlying processes generating the data being explained. 2 Prerequisites: NIL Student Learning Outcomes: 3 The students will learn the linear estimation and able to identify the best linear unbiased estimator among various estimators. The students will able to learn various tests of statistical hypotheses. The students will know the differences between linear and nonlinear models. Course Contents/Syllabus 4 Module I: Fundamentals of Linear Estimation Linear Model, Gauss-Markov Setup, LSE and GLSE, Estimable Functions, Best Linear Unbiased Estimator (BLUE), Method of Construction of BLUE, Error and Estimation Spaces, Normal Equations, Gauss-Markov Theorem and its Applications (full rank and non-full rank), Theory of linear estimation based on G-inverse, Quadratic Forms, Cochran’s Theorem and its Statistical Interpretation, Expectation of Quadratic Forms. 5 Module II: Test of Linear Hypothesis; ANOVA by linear estimation: One-way and two-way classifications (one observation per cell and m observations per cell), Random effect models (one-way and two-way classifications only), variance components. 6 Module III: Linear Regression: Bivariate, Multiple, ANOVA; Extra Sum of Squares, Orthogonal Columns, Partial and Sequential F-test, Testing of General Linear Hypothesis, Bias in regression estimators, Minimum mean square prediction, Test for equality of Regression Equations. 7 Module IV: Non-Linear Models: Multi-collinearity, Ridge regression and principal components regression, selecting best regression equation, Mallon’s Cp Statistics. 8 Pedagogy for Course Delivery: SW/F W 0 TOTAL CREDIT UNITS 4 Weightage (%) 30 20 30 20 9 The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) E 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Comp onent s (Drop down) Weig htage (%) MidTerm Exam HA CP/ Viva 10% 8% 7% Attendance 5% NA End Term Examinati on 70% Text & References: Goon, A.M., Gupta, M.K. and Dasgupta, B. (1987): An Outline of Statistical Theory, Vol. 2, The World Press Pvt. Ltd. Culcutta. Rao, C.R. (1973): Introduction to Statistical Infererence and its Applications, Wiley Eastern. Graybill, F.A. (1961): An introduction to linear Statistical Models, Vol. 1, McGraw Hill Book Co. Inc. Draper, N.R. and Smith, H (1998): Applied regression Analysis, 3 rd Ed. Wiley. Kshirsagar, A.M. (1983). A Course in Linear Models, Marcel Dekker, Inc., N.Y Weisberg, S. (1985): Applied linear regression, Wiley. Cook, R.D. and Weisberg, S. (1982): Residual and Inference in regression, Chapman & Hall. Annexure ‘AAB-CD-01’ Course Title: Mathematical Demography Course Code: [STAT 642] Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: Mathematical Demography deals with the Population Analysis by building Mathematical or Statistical models relating the growth of population by investigating its components like Fertility, Mortality and Migration and builds up Population Projection techniques. The applicability of the subject is very wide in National planning is highly Significant. A student will get insight as to mechanism that determines Population growth which is very useful in National Planning as well as in Actuarial Science in solving Insurance problems. 2 Prerequisites: NIL Student Learning Outcomes: 3 4 5 6 7 8 The students will able to lean the basic concepts of mathematical demography. The students will able to construct the life table. The students will learn about the risk theory. SW/F W 0 Weightage (%) Module I: Sources of Demographic data, Coverage and content errors in demographic data, 25 Chandrasekharan—Deming formula to check completeness of registration data, adjustment of age data- use of Whipple, Myer and UN indices. Module II: Measures of mortality, description of life table, construction of complete and abridged life tables, maximum likelihood, MVU and CAN estimators of life table parameters. Model life table, Measures of fertility, Indices of fertility measures, Relationship between CBR, GFR and TFR, Mathematical Models on fertility Module III: Population growth indices: measurement of population growth, logistic model, methods of fitting logistic curves, Stable population analysis, Population projection techniques, Frejka’s component method, Representation of component method by the use of Leslie matrix. Module IV: Competing risk Theory: Measurement of competing risks, Inter-relations of the death probabilities, Estimation of crude, net and partial crude probabilities of death. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a TOTAL CREDIT UNITS 4 25 25 25 9 separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) E NA MidTerm Exam HA CP/ Viva Attendanc e 10% 8% 7% 5% End Term Examinati on 70% Text & References: Samuel Preston, Patrick Heuveline, Michel Guillot (2000) Demography: Measuring and Modeling Population Processes, Wiley-Blackwel. Biswas, S. (1988): Stochastic Processes in Demography and Applications, Wiley Eastern Ltd. Chiang, C.L. (1968): Introduction to Stochastic Processes in Bio statistics, John Wiley. Keyfitz, N. (1971): Applied Mathematical Demography, Springer Verlag. Spiegelman, M. (1969): Introduction to Demographic Analysis, Harvard University Press. Kumar, R. (1986): Technical Demography, Wiley Eastern Ltd. Annexure ‘AAB-CD-01’ Course Title: Advanced Biostatistics Course Code: [STAT 643] Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: To acquaint Public Health master and doctoral student with methods for analyzing correlated data without requiring a high level of mathematical sophistication. The course should we helpful in the analysis of research data and doctoral dissertation projects. Prerequisites: NIL Student Learning Outcomes: 2 3 SW/F W 0 Weightage (%) The students will able to use the applications of statistics in clinical data. 4 5 6 7 8 9 The students will able to interpret the results of the given data with the help of different mathematical models. Module I: Survival analysis, Survival function and Hazard Function, Censoring, Type-I, Type-II and Random Censoring, Progressively censored Type-I data, BLUE based on Type-II censored data, Estimator for censored sample of ordered observation, basic concept of some parametric, nonparametric and semiparametric survival models. Module II: Competing risk theory, Indices for measurement of probability of death under competing risks and their inter-relations. Estimation of probabilities of death under competing risks by maximum likelihood and modified minimum Chi-square methods. Theory of independent and dependent risks. Module III: Stochastic epidemic models, Simple and general epidemic models (by use of random variable technique), Carrier Borne Epidemic Model. Module IV: Planning and design of clinical trials; Phase I, II, and III trials; Consideration in planning a clinical trial; designs for comparative trials; rules of allocation – Two Armed Bandit Rule and Play The Winner Rule; Sample size determination in fixed sample designs. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: TOTAL CREDIT UNITS 4 25 25 25 25 Theory L/T (%) Lab/Practical/Studio (%) En 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Componen ts (Drop down) Weightage (%) NA End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: Collett, D. (2003): Modelling survival Data in Medical Research, Chapman & Hall/CRC. Cox, D.R. and Oakes, D. (1984). Analysis of Survival Data, Chapman Hall. Indrayan, A. (2008). Medical Biostatistics, Second Edition, Chapman & Hall/CRC. Lee, Elisa, T. (1992). Statistical Methods for Survival Data Analysis, John Wiley & Sons Ewens, W.J. and Grant, G.R. (2001). Statistical methods in Bio informatics: An introduction, Springer. David and Moeschberger. Theory of Competing Risks. Friedman, L.M., Furburg, C. and DeMets, D.L. (1998). Fundamentals of Clinical Trials, Springer Verlag. Gross, A. J. and Clark V. A. (1975). Survival Distribution: Reliability Applications in Biomedical Sciences, John Wiley & Sons. Annexure ‘AAB-CD-01’ Course Title: Stochastic Processes and Applications Course Code: [STAT 711] Credit Units: 3 Level: PG L T 2 1 P/ S # Course Title 1 Course Objectives: Stochastic process, or sometimes random process is a collection of random variables; this is often used to represent the evolution of some random value, or system, over time. Familiar examples of processes modeled as stochastic time series include stock market and exchange rate fluctuations, signals such as speech, audio and video, medical data such as a patient's EKG, EEG, blood pressure or temperature, and random movement such as Brownian motion or random walks. 2 Prerequisites: NIL Student Learning Outcomes: 3 4 5 6 7 8 SW/F W 0 Weightage (%) The students will able to learn the basics of stochastic processes. The students will learn about the Renewal theory. Module I: Introduction to Stochastic Processes (sp’s); classification of sp’s according to state space and time domain. Countable state Markov chains (MC’s), ChapmanKolmogorov equations, calculation of n-step transition probabilities and their limits. Stationary distribution, classification of states, transient MC. Random walk and gambler’s ruin problem. Applications of stochastic processes. Stationarity of stochastic processes, autocorrelation, power spectral density function, power of a process. Module II: Discrete state space continuous time MC, Kolmogorov- Feller differential equations, Poisson process, birth and death process Module III: Renewal theory: Elementary renewal theorem and applications. Statement and uses of key renewal theorem, study of residual lifetime process. Branching process: Galton-Watson branching process, probability of ultimate extinction, distribution of population size. Module IV: Martingale in discrete time, inequality, convergence and smoothing properties, Queueing processes, application to queues –M/M/1 and M/M/C models. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of TOTAL CREDIT UNITS 3 30 20 30 20 9 reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) E 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) NA End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: Medhi, J. (1994): Stochastic Processes, Wiley Eastern 2nd Ed. Groos, Da Harris, C.M. (1985): Fundamental of Queuing Theory, Wiley. Biswas, S. (1995): Applied Stochastic Processes, Wiley. Adke, S.R. and Manjunath, S.M. (1984): An Introduction to Finite Markov Processes, Wiley Estern. Bhat, B.R. (2000) : Stochastic Models: Analysis and Applications, New Age International, India. Chapter 13 (13.1-13.3). Cinlar, E. (1975) : Introduction to Stochastic Processes, Prentice Hall. Feller, W. (1968) : Introduction to Probability Theory and its Applications, Vol.1, Wiley Eastern. Harris, T.E. (1963): The Theory of Branching Processes, Springer – Verlag. Hoel, P.G., Port S.C. and Stone, C.J. (1972) : Introduction to Stochastic Processes, Houghton Miffin & Co. Jagers, P. (1974) : Branching Processes with Biological Applications, Wiley. Karlin, S. and Taylor, H.M. (1975) : A First Course in Stochastic Processes, Vol.1, Academic Press. Parzen, E. (1962): Stochastic Processes, Holden – Day. Annexure ‘AAB-CD-01’ Course Title: Statistical Quality Control Course Code: [STAT 714] Credit Units: 3 Level: PG L T 2 1 P/ S # Course Title 1 Course Objectives: Quality Control is a comprehensive course in QC terminology, practices, statistics, and troubleshooting for the clinical laboratory. Designed for those who have little or no experience with quality control but need a firm grounding, this course will help all students quickly and easily identify and correct errors in quality control procedures. Concepts covered include: running assayed and unassayed controls, specificity, sensitivity, Westgard rules, Levey-Jennings charts, Youden plots, and CUSUM calculations. MediaLab also offers an "Introduction to Quality Control" course to complement the more detailed and thorough presentation in this course. Prerequisites: NIL Student Learning Outcomes: 2 3 SW/F W 0 Weightage (%) The students will learn the basic concepts of quality control for industrial purposes. 4 5 6 7 8 The students will able to construct various control charts for monitoring the process control. Module I: Introduction to Statistical Quality Control, General theory and review of control charts for attribute and variable data; OC and A. R. L. of control charts. Some other control charts for variables - Moving Average and Moving Range charts, Cusum charts ; Decision rules for Cusum charts - V-mark and decision interval techniques, Equivalence of these two rules. Module II: Tolerance Range; Tolerance Range based on Order Statistics; Normal Tolerance Range – Mean known, Variance unknown ; Mean unknown and Variance known ; both Mean and Variance unknown. Module III: Acceptance Sampling, Lot Acceptance Sampling for Attributes Inspection, Parameters of Acceptance Sampling Plan – AQL, LTPD, PR and CR; Acceptance Sampling in terms of Testing of Hypotheses; characteristics of an Acceptance Sampling Plan - OC function, ASN , AOQ. Single Sampling Plan – Acceptance/Rejection Plan ; Corrective Sampling plan; Double Sampling plan; Continuous Sampling plan. Single Sampling plan for Variable Inspection. Module IV: Process Capability Analysis, Capability Indices, Estimation, Cofidence Intervals and Test of Hypothesis relating to capability indices for normally distributed process characteristics. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life TOTAL CREDIT UNITS 3 20% 20% 30% 30% 9 problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: 1. Montgomery, D. C. (1985): Introduction of Statistical Quality Control, Wiley. 2. Biswas, S. (2007). Statistics of Quality Control. New Central Book agency. 3. Ott, E. R. (1975): Process Quality Control. McGraw Hill. Annexure ‘AAB-CD-01’ Course Title: Advanced Statistical Inference – II Course Code: [STAT 701] Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: In Statistics population parameters describe the characteristics under study. These parameters need to be estimated on the basis of collected data called sample. The purpose of estimation theory is to arrive at an estimator that exhibits optimality. The estimator takes observed data as an input and produces an estimate of the parameters. This course will make a student learn the various properties of a good estimator as well as techniques to develop such estimators from both classical and Bayesian point of view. 2 Prerequisites: NIL Student Learning Outcomes: 3 4 5 6 7 The students will able to emphasize the statistical thinking in decision theory. The students will able to use technology by using various properties of statistical inference. The students will able to distinguish the common elements of inference procedures. Module I: Statistical decision problem: Decision problem and 2-person game, nonrandonized, mixed and randomized decision rules, loss function, risk function, admissibility, Bayes rules, minimax rules, least favourable distributions, complete class and minimal complete class. Module II: Decision problem for finite parameter space, convex loss function. Admissible Bayes & minimax estimators, Test of simple hypothesis against a simple alternative from decision theoretic vew point.. Module III: Bayes theorem and computation of posterior distribution, Bayesian point estimation as a prediction problem from posterior distribution, Bayes estimators for (i) absolute loss function (ii) squared loss function and (iii) 0-1 loss function, Evaluation of estimates in terms of the posterior risk. Module IV: SW/F W 0 Weightage (%) 25 25 25 Bayesian interval estimation, Bayesian testing of hypothesis, Bayes factor 25 for various types of testing hypothesis problem depending upon whether the null hypothesis and the alternative hypothesis are simple or composite, Bayesian prediction problem. 8 Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a TOTAL CREDIT UNITS 4 separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: 9 Theory L/T (%) Lab/Practical/Studio (%) 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) En NA MidTerm Exam HA CP/ Viva Attendanc e 10% 8% 7% 5% End Term Examinati on 70% Text & References: Farguson, T.S. (1967), Mathematical Statistics Academic. Goon, A.M., Gupta M.K. and Dasgupta, B. (1973): An Outline of Statistical Theory, Vol.2, World Press. Berger, J.O.: Statistical Decision theory and Bayesian Analysis, Springer-Verlag Sinha, S.K. (1998): Bayesian Estimation, New Age International Annexure ‘AAB-CD-01’ Course Title: Experimental Design Course Code: [STAT 634] Credit Units: 4 Level: PG L T 3 1 P/ S SW/F W # Course Title 1 Course Objectives: The course objective is to learn how to plan, design and conduct experiments efficiently and effectively, and analyze the resulting data to obtain objective conclusions. Both design and statistical analysis issues are discussed. Opportunities to use the principles taught in the course arise in all phases of engineering work, including new product design and development, process development, and manufacturing process improvement. Applications from various fields of engineering (including chemical, mechanical, electrical, materials science, industrial, etc.) will be illustrated throughout the course. Computer software packages (Design-Expert, Minitab) to implement the methods presented will be illustrated extensively, and you will have opportunities to use it for homework assignments and the term project. 2 Prerequisites: NIL Student Learning Outcomes: 3 4 5 6 7 8 The students will able to learn about basic principles of design of experiments. The students will able to do various experimental design for the given data. The students will learn the analysis of series experiments. Module I: Review of linear estimation and basic designs; ANOVA: Fixed effect models (2-way classification with unequal and proportional number of observations per cell); Random and Mixed effect models (2-way classification with m (>1) observations per cell); ANCOVA for RBD; Missing plot technique. Module II: Incomplete Block Designs; Concepts of Connectedness, Orthogonality and Balancing; Intrablock Analysis of General Incomplete Block design; Balanced Incomplete Block Designs (BIBD) with and without recovery of interblock information; PBIBD. Lattice Design. Module III: Factorial Experiments: 2n, 32 and 33 systems only. Complete and Partial Confounding. Factorial Replication in 2n systems. Split plot design. Module IV: Finite fields. Finite Geometries- Projective geometry and Euclidean geometry. Construction of complete set of mutually orthogonal latin squares. Construction of B.I.B.D. using finite Abelian groups, MOLS, finite geometry and method of differences. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations 0 TOTAL CREDIT UNITS 4 Weightage (%) 20% 30% 30% 20% 9 will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) End End Term Examination Mid-Term Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: 1. Das, M.N. and Giri, N.C. (1986). Design and Analysis of Experiments, Wiley Eastern. 2. Chakrabarti, M.C. (1962). Mathematics of Design and Analysis of Experiments, Asia Publishing House, Bombay. 3. Dey, A. (1986). Theory of Block Designs, John Wiley & Sons. 4. Montgomery, D.C. (2005). Design and Analysis of Experiments, Sixth Edition, John Wiley. 5. Raghavarao, D. (1970). Construction and Combinatorial Problems in Design of Experiments, John Wiley & Sons. 6. Giri, N. (1986). Analysis of Variance. South Asian Publishers. Annexure ‘AAB-CD-01’ Course Title: Survival Analysis Course Code: [STAT 715] Credit Units: 3 Level: PG L T 2 1 P/ S # Course Title 1 Course Objectives: Survival Analysis is a collection of methods for the analysis of data that involve the time to occurrence of some event, and more generally, to multiple durations between occurrences of different events or a repeatable (recurrent) event. From their extensive use over decades in studies of survival times in clinical and health related studies and failures times in industrial engineering (e.g., reliability studies), these methods have evolved to special applications in several other fields, including demography (e.g., analyses of time intervals between successive child births), sociology (e.g., studies of recidivism, duration of marriages), and labor economics (e.g., analysis of spells of unemployment, duration of strikes). 2 Prerequisites: NIL Student Learning Outcomes: 3 4 5 6 7 8 The students will able to learn the basic concepts of survival analysis. The students will able to study different life distributions for research purposes. The students will learn how to estimate the survival function. Module I: Concepts of Censoring: Type-I, Type-II and random censoring; likelihood in these cases. Parametric - exponential, gamma, Weibull, lognormal, Pareto, Rayleigh, logistic and log-logistic; Life distributions, linear failure rate. Inference for exponential, gamma, Weibull distributions under censoring. Module II: Non-parametric – Life Table method, Greenwood’s method, Kaplan-Meier, Nelson-Aalen; Concept of Self-consistency and EM algorithm, Robust Estimators, L-estimators and M-estimators, Baye’s estimators Module III: Nonparametric Comparision of Survival Curves: Gehan test, Log-rank test. Mantel-Haenszel test, Efron’s test. Module IV: Semi-parametric Models: Cox proportional hazard model. Accelerated Failure Time Model. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. SW/F W 0 TOTAL CREDIT UNITS 3 Weightage (%) 25 25 25 25 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% En NA End Term Examinatio n 70% Text & References: Cox, D.R. and Oakes, D. : Analysis of Survival Data, Chapters 1, 2, 3, 4. Crowder Martin, J. (2001): Classical Competing Risks, Chapman & Hall, CRC, London. Gross, A.J. & Clark, V.A.: Survival Distributions-Reliability Applications in Biomedical Sciences, Chapters 3,4. Elandt-Johnson, R.E. and John, N.L.: Survival Models and Data Analysis, John Wiley and Sons. Miller, R.G. (1981): Survival Analysis, Chapters 1-4. Kalbfleisch, J.D. and Prentice, R.L. (1980): The Statistical Analysis of Failure Time Data, John Wiley. Annexure ‘AAB-CD-01’ Course Title: Theory of Econometrics Course Code: Yet to be decided Credit Units: 3 Level: PG L T 2 1 P/ S # Course Title 1 Course Objectives: A significant development of Mathematical Economics is the increased application of probabilistic tools and Statistical techniques known as “Econometrics”. A reasonable understanding of econometric principles is indispensable for further studies in economics. This course is aimed at introducing students to the most fundamental aspects of both mathematical economics and econometrics. The objective of this paper is to apply both deterministic as well as Stochastic models for the purpose of Planning. The techniques of estimation in Econometrics like’ two or three stage Least squares’ are entirely non traditional than that of classical estimation in Statistics. With the knowledge of the contents of this paper students will acquire how Modern Statistics answers Economic problems. 2 Prerequisites: Graduate level knowledge of elementary Algebra and Estimation Theory Student Learning Outcomes: 3 The students will able to apply the basic concepts of economics for interpreting the results of the given data. The students will able to acquire knowledge on various econometric methods and techniques. SW/F W 0 Weightage (%) 4 5 6 Enable students to conduct statistical analysis of different economic dataset. Module I: Introduction of Theory of Econometrics. Nature and Scope of Econometrics. Meaning, Scope, and Limitations. Methodology of econometrics. Types of data: Time series, Cross section and panel data. General Linear Model – Assumptions, least square estimation. The correlation Matrix, Pridiction, linear restrictions, Multi-Collinearity and. Specification Error Module II: Generalised Least squares-the generalized Least Square(Aitken) estimator, Heteroscedasticitic disturbances, pure and mixed estimation, grouping of observations, grouping of observations. Autocorrelation – nature of autocorrelation, consequences of autocorrelated disturbances, conventional tests for autocorrelation, Theil’s BLUE procedure, estimation, prediction. Module III: Errors in Variables, time as a variable, Dummy variable, Estimation from grouped data. Lagged variables and distributed Lag Models-Exogenous, & Endogenous lagged variables, Methods of estimation of lagged models. Simultaneous equation Models and methods. ILS, 2SLS, and least variance TOTAL CREDIT UNITS 3 20% 30% 30% 7 8 9 ratio. The problem of Identification, Implications of the identification state of a model, formal rues for identification, Identifying restrictions, test for identifying restrictions. Restriction on structural parameters, restrictions on variances and covariaces. Module IV: Mathematical representation of economic models, demand function, supply function, utility function, production function, cost function, revenue function, profit function, saving function, investment function. MPC, marginal utility, MPS, Marginal product, marginal cost, marginal revenue, marginal rate of substitution, Relationship between average revenue and marginal revenue, relationship between average cost and marginal cost. Concept of elasticitydemand elasticity, price elasticity, income elasticity and cross elasticity-Angel function. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 20 10% 8% NA End Term Examination HA MidTerm Exam E CP/ Viva Attendance 7% 5% 70% Text & References: Chiang A.C. and K. Wainwright, Fundamental Methods of Mathematical Economics, 4 th Edition, McGrawHill, New York, 2005. Dowling E.T, Introduction to Mathematical Economics, 2nd Edition, Schaum’s Series, McGraw- Hill, New York, 2003(ETD) Damodar N.Gujarati, Basic Econometrics, McGraw-Hill, New York. Johnston, J., Econometric Methods, 2nd edition, McGraw-Hill, 1972 Koutsoyiannis A. Theory of Econometrics(2nd edition), ELBS Goldberger, A.S.,(1991), A Course in Econometrics. Cambridge, MA: Harvard University Press. Wooldridge Introductory Econometrics(3rd edition), Thomson Greene, W.(1997), Econometric Analysis Henderson and Quandt, Microeconomic Theory, McGraw Hill Company, New York. Lange Oscar, Introduction to Econometrics. Mathematical Economics by Bush , clown. Annexure ‘AAB-CD-01’ Course Title: Modeling and Simulation Course Code: [STAT 722] Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: Modeling and simulation is getting information about how something will behave without actually testing it in real life. For instance, if we wanted to design a racecar, but weren't sure what type of spoiler would improve traction the most, we would be able to use a computer simulation of the car to estimate the effect of different spoiler shapes on the coefficient of friction in a turn. We're getting useful insights about different decisions we could make for the car without actually building the car. Prerequisites: NIL Student Learning Outcomes: 2 3 4 5 6 8 The students will able to learn basic concepts of modeling and about the formulation of the mathematical model. The students will able to do comparative study of different populations by using simulation. SW/F W 0 TOTAL CREDIT UNITS 4 Weightage (%) Module I: Introduction to Simulation modeling, Mathematical Models, types of 25 Mathematical models and properties, Discrete Simulation model, Continuous Simulation, Monte-Carlo simulation. Module II: Approaches to differential equation: Heun method, Local stability theory: 25 Bernoulli Trials, Classical and continuous models, Case studies in problems of engineering and biological sciences. Module III: Stochastic Simulation, Selecting Input Probability Distributions, Random 25 Number generation, Techniques for Generating Continuous Random Variates, Generating Discrete Random Variates, simulating a non – homogeneous Poisson Process and queuing system. Module IV: Introduction to Markov Chain Monte Carlo (MCMC), MCMC Basics-- 25 Metropolis, Metropolis-Hastings, and Gibbs Sampling, Convergence and Exact sampling techniques, A variety of tricks for MCMC design. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% E NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: Edward A. Bender. An Introduction to Mathematical Modeling. A. C. Fowler. Mathematical Models in Applied Sciences, Cambridge University Press. Seila Andrew F.; Ceric Vlatko and Tadikamalla Pandu. Applied Simulation Modeling, Cengage Learning. Winston Wayne L. Probability Models, Cengage Learning. J. N. Kapoor. Mathematical Modeling, Wiley eastern limited. S.M. Ross. Simulation, India Elsevier Publication. A.M. Law and W.D. Kelton. Simulation Modeling and Analysis, T.M.H. Edition. Annexure ‘AAB-CD-01’ Course Title: Reliability Theory and Applications Course Code: [STAT 725] Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: Reliability Course is a practical application of fundamental mechanical engineering to system and component reliability. Designed for the practitioner, this course covers the theories of mechanical reliability and demonstrates the supporting mathematical theory. For the beginner, the essential tools of reliability analysis are presented and demonstrated. These applications are further solidified by practical problem solving and open discussion. With the knowledge of the contents of the paper the students will be able to apply this branch of Engineering Statistics very fruitfully in industrial applications. Prerequisites: NIL Student Learning Outcomes: 2 3 4 5 6 7 8 The students will learn how to construct the systems for getting the maximum reliability. The students will able to use different distributions for the study of systems. The students will able to construct Life cycle curves. Module I: Definition of Reliability function, hazard function & failure rate, pdf in form of Hazard function, Reliability function and mean time to failure distribution (MTTF) with DFR and IFR. Basic characterstics for exponential, normal and lognormal, Weibull and gamma distribution, Loss of memory property of exponential distribution Module II: Life cycle curves and probability distribution in modeling reliability, Reliability of the system with independent limit connected in (a) Series (b) parallel and (c) K out of n system. Module III: Reliability and mean life estimation based on failures time from (i) Complete data (ii) Censored data with and without replacement of failed items following exponential distribution [N C r],[N B r], [N B T], [N C(r, T)], [N B(r T)]. Module IV: Accelerated testing, types of acceleration and stress loading. Life stress relationships. Arrhenius –lognormal, Arrhenius-Weibull, Arrhenius-exponential models, Power-Weibull and Power-exponential models Pedagogy for Course Delivery: SW/F W 0 TOTAL CREDIT UNITS 4 Weightage (%) 25 25 25 25 9 The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: 1. 2. 3. 4. Sinha,S.K. (1980): Reliability and life testing, Wiley,Eastern Ltd. Nelson, W. (1989): Accelerated Testing, Wiley. Zacks: Introduction to reliability analysis, probability models and statistical, Springer-Verlag. Barlow, R.E. and Proschan, F. (1965) Mathematical Theory of Reliability, Wiley, New York, NY. 5. Barlow, R.E. and Proschan, F. (1975) Statistical Theory of Reliability, Holt, Rinehart & Winston, New York, NY. Annexure ‘AAB-CD-01’ Course Title: ACTUARIAL STATISTICS Course Code: Yet to be decided Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: Actuarial Science is the discipline that applies mathematical and statistical methods to assess risk in the insurance and finance industries. In view of the uncertainties involved, probability theory, statistics and economic theories provide the foundation for developing and analysing actuarial models. Using an appropriate stochastic model, simulation and high speed computing, it has become possible to construct various tables and objectively determine the premiums of different types of insurance contracts, even in the presence of uncertainties associated with the prevailing risk factors. In such a decision making process, statistical techniques play a central role. A strong statistical background provides a good foundation for the integrated aspects of finance, economics, risk management and insurance. 2 Prerequisites: NIL Student Learning Outcomes: 3 4 5 6 The students will acquire the knowledge on various statistical techniques in insurance field. The students will able to compute risks for the given real life situation. The students will learn about the Life annuities. Module I: Utility theory, insurance and utility theory, models for individual claims and their sums, survival function, curt ate future lifetime, force of mortality. Life table and its relation with survival function, examples. Multiple life functions, joint life and last survivor status. Module II: Multiple decrement models, deterministic and random survivorship groups, associated single decrement tables, central rates of multiple decrements. Distribution of aggregate claims, compound Poisson distribution and its applications. Claim Amount distributions, approximating the individual model, Stop-loss insurance. Module III: Principles of compound interest: Nominal and effective rates of interest and discount, force of interest and discount, compound interest, accumulation factor. Life insurance: Insurance payable at the moment of death and at the end of the year of death-level benefit insurance, endowment insurance, deferred insurance and varying benefit insurance. Life annuities: Single payment, continuous life annuities, discrete life annuities, life annuities with monthly payments, varying annuities. SW/F W 0 Weightage (%) 25 25 25 TOTAL CREDIT UNITS 4 7 8 9 Module IV: Net premiums: Continuous and discrete premiums, true monthly payment premiums. Net premium reserves: Continuous and discrete net premium reserves, reserves on a semi continuous basis, reserves based on true monthly premiums. Lab Problems based on All papers of Semester IV Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) 25 Lab/Practical/Studio (%) 30% E NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: N.L. Bowers, H.U. Gerber J.C. Hickman, D.A. Jones Mand C.J. Nesbitt, (1986): ‘Actuarial Mathematics’, Society of Actuarial, Mathematics’, Society for Actuarial, Ithaca, Illinois, U.S.A. Second Edition (1997). Section I – Chapters: 1,2,3,8,9,11, 13. Section II – Chapters: 4,5,6,7. Spurgeon E.T. (1972) : Life Contingencies, Cambridge University Press. Neill, A. (1977) : Life Contingencies, Heineman. Annexure ‘AAB-CD-01’ Course Title: Multivariate Analysis Course Code: [STAT 705] Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: Multivariate analysis is the analysis of observations on several correlated random variables for a number of individuals in one or more samples simultaneously, this analysis, has been used in almost all scientific studies. For example, the data may be the nutritional anthropometrical measurements like height, weight, arm circumference, chest circumference, etc. taken from randomly selected students to assess their nutritional studies. Since here we are considering more than one variable this is called multivariate analysis. 2 Prerequisites: NIL Student Learning Outcomes: 3 SW/F W 0 Weightage (%) The students will learn various statistical techniques for multivariate data. 4 The students will able to do analysis by using different procedures for multivariate data. Module I: Singular and non-singular multivariate normal distributions, Characteristic function of N p ( , ) Maximum likelihood estimators of and in 25 N p ( , ) and their independence. 5 6 7 8 Module II: Wishart distribution: Definition and its distribution, properties and characteristic function. Generalized variance. Testing of independence of sets of variates and equality of covariance matrices. Estimation of multiple and partial correlation coefficients and their null distribution, Test of hypothesis on multiple and partial correlation coefficients. Module III: Hotelling’s : Definition, distribution and its optimum properties. Application in tests on mean vector for one and more multivariate normal population and also on equality of the components of a mean vector of a multivariate normal population. Distribution of Mahalanobis’s . Discriminant analysis: Classification of observations into one or two or more groups. Estimation of the misclassification probabilities. Tests associated with discriminant functions. Module IV: Principal component, canonical variate and canonical correlation: Definition, use, estimation and computation. Cluster analysis, Factor Analysis. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. TOTAL CREDIT UNITS 4 25 25 25 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) E 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Component s (Drop down) Weightage (%) NA End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: Anderson, T.W. (1984): An introduction to multivariate statistical analysis. John Wiley. Giri, N.C. (1977): Multivariate statistical inference. Academic Press. Singh, B.M. (2002): Multivariate statistical analysis. South Asian Publishers. Johnson A. Richard and Wichern dean W. Applied Multivariate Statistical Analysis(2 nd Indian reprint 2005), Pearson Education Annexure ‘AAB-CD-01’ Course Title: Statistical Genetics Course Code: [STAT 724] Credit Units: 4 Level: PG L T 3 1 P/ S # Course Title 1 Course Objectives: The goal of the program is to provide an opportunity for Students will receive an in depth training in the statistical foundations and methods of analysis of genetic data, including genetic mapping, quantitative genetic analysis, and design and analysis of medical genetic studies. They will learn Population Genetics theory and Computational Molecular Biology. Those not already having the necessary background will also study some basic Genetics courses. The primary goal of the program is to provide an opportunity for students from the Mathematical, Statistical, and Computational Sciences to learn to use their skills in the arena of molecular biology and genetic analysis. 2 Prerequisites: NIL Student Learning Outcomes: 3 4 5 6 7 The students will acquire the knowledge on the applications of statistics in life sciences. The sudents will able to do various statistical analyses for the given biological data. Module I: Functions of survival time, survival distributions and their applications viz. exponential, gamma, weibull, Rayleigh, lognormal, death density function for a distribution having bath-tub shape hazard function. Tests of goodness of fit for survival distributions (WE test for exponential distribution, W-test for lognormal distribution, Chi-square test for uncensored observations). Module II: Competing risk theory, Indices for measure-ment of probability of death under competing risks and their inter-relations. Estimation of probabilities of death under competing risks by maximum likelihood and modified minimum Chi-square methods. Theory of independent and dependent risks. Bivariate normal dependent risk model. Conditional death density functions. Stochastic epidemic models: Simple and general epidemic models (by use of random variable technique). Module III: Basic biological concepts in genetics, Mendels law, Hardy- Weinberg equilibirium, random mating, distribution of allele frequency ( dominant/codominant cases), Approach to equilibirium for X-linked genes, natural selection, mutation, genetic drift, equilibirium when both natural selection and mutation are operative, detection and estimation of linkage in heredity. Module IV: Planning and design of clinical trials, Phase I, II, and III trials. Consideration in SW/F W 0 TOTAL CREDIT UNITS 4 Weightage (%) 25 25 25 25 planning a clinical trial, designs for comparative trials. Sample size determination in fixed sample designs. 8 9 Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be given to incorporate the knowledge and applications of reliability theory in industrial applications and problems solving. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) E NA End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: Biswas, S. (1995). Applied Stochastic Processes. A Biostatistical and Population Oriented Approach, Wiley Eastern Ltd. Collett, D. (2003). Modelling Survival Data in Medical Research, Chapman & Hall/CRC. Cox, D.R. and Oakes, D. (1984). Analysis of Survival Data, Chapman and Hall. Elandt Johnson R.C. (1971). Probability Models and Statistical Methods in Genetics, John Wiley & Sons. Ewens, W. J. (1979). Mathematics of Population Genetics, Springer Verlag. Ewens, W. J. and Grant, G.R. (2001). Statistical methods in Bio informatics: An Introduction, Springer. Friedman, L.M., Furburg, C. and DeMets, D.L. (1998). Fundamentals of Clinical Trials, Springer Verlag. Gross, A. J. And Clark V.A. (1975). Survival Distribution; Reliability Applications in Biomedical Sciences, John Wiley & Sons. Indrayan, A. (2008). Medical Biostatistics, Second Edition, Chapman & Hall/CRC. Lee, Elisa, T. (1992). Statistical Methods for Survival Data Analysis, John Wiley & Sons. Li, C.C. (1976). First Course of Population Genetics, Boxwood Press. Miller, R.G. (1981). Survival Analysis, John Wiley & Sons. Robert F. Woolson (1987). Statistical Methods for the analysis of biomedical data, John Wiley & Sons. Annexure ‘AAB-CD-01’ Course Title: Mathematical Statistics L T P/ S SW/F W Course Code: Credit Units: 5 Level: M. Sc.(P.G) 3 1 2 0 TOTAL CREDIT UNITS 5 Please give your valuable feedback ratings (on the scale of 6 points) for following course curriculum with respect to relevance to Industry / Profession: 6 Excellent 5 Very Good 4 Good 3 Moderate # Course Title 1 Course Objectives: The main objective of the course is to provide the detailed knowledge of the random variable and its applications to various probability distributions. Also illustrate the use of basic statistical tools to analyze the given data and interpretation. 2 Prerequisites: NILL Student Learning Outcomes: 3 The students will be able to calculate moments, moment generating function characteristic function, random variables and distribution functions. The students will learn to get the solution of the problems based on probability distribution. The students will learn to get the solution of the problems based statistical inference. 2 Needs Improvement Comment s (if any) The students will learn to get the solution of the problems based on correlation and regression. Course Contents / Syllabus: 4 Module I Random variable and mathematical expectation 1 Poor 20% Weightag e 5 6 Set of events. Operation on sets, sequences of sets and their limits, Random variables and Distribution functions. Probability density function, Probability mass function. Mathematical Expectation, Expectation of a function of a random variable, conditional expectation, Moments of a random variable, variance and covariance of a random variable. Moment Generating function, Characteristic function, Probability generating function. Module II Probability distributions 30% Weightag e Discrete distributions: Bernoulli, Binomial, Poisson, Geometric, Negative Binomial, uniform, Hypergeometric and various properties. Computation mean and variance through moment generating function. Fitting of Binomial and Poission distribution. Continuous distributions: Uniform, exponential, Gamma distribution, Beta distribution, Normal distribution. Computation mean and variance through moment generating function. Fitting of Normal distribution. Module III Statistical Inference 35% Weightag e Introduction to statistical inference, Population, sample, parameter, Statistic and Estimator. Requirements of a good estimator: Unbiasedness, Consistency, Sufficiency, C.R. inequality and efficiency. Minimal sufficient statistics. Exponential and Pitman family of distributions. Complete sufficient statistic, Rav-Blackwell theorem, Lehmann-Scheffe theorem. Methods of Estimation: Method of Moments, Method of Maximum Likelihood and its small sample properties, CAN & BAN estimators, . 7 Module IV Test of significance and Regression Analysis Test of significance based on Normal distribution, Student tdistribution, Test of single mean, difference of two means, Paired t-test, Chi-square, F-test and Analysis of variance (ANOVA) one way classification. 8 Scatter diagram, Correlation, types of correlation, Spearman’s rank correlation and properties of correlation. Linear Regression, lines of regressions and regression coefficients. Introduction of Partial and Multiple correlation and properties of residuals. Pedagogy for Course Delivery: 1. All the topics covered in the syllabus will be correlated 15% Weightag e with its applications in real life situations and also in other disciplines. 2. Extra sessions for revision will be undertaken. 1 1 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Component Mid- H CP/ Attendanc s (Drop Term A Viv e down) Exa a m Weightage (%) 10% 8% 7% 5% 70% End Term Examinatio n 70% Text & References: 1. Feller,W.(1971): Introduction to Probability Theory and its Applications, Vol. I and II. Wiley Eastern-Ltd. 2. V. K. Rohatgi, (1984): An Introduction to Probability Theory and Mathematical Statistics, Wiley Eastern. 3. Hogg, R.V. and Craig, A.T.(1971): Introduction to Mathematical Statistics, McMillan. 4. Mood, A.M., Graybill,F.A. and Boes, D.C.(1974): Introduction to the Theory of Statistics, McGraw Hill. 6. Gupta and Kapoor (2013): Fundamentals of Mathematical Statistics, Sultan Chand and Sons 7 Rice A. John. Mathematical statistics and data Analysis (Third edition); Thomson 8 Goon Gupta Das Gupta; Fundamental of Statistics, Vol I & II, World press Annexure ‘AAB-CD-01’ Course Title: Nonparametric Methods Course Code: [STAT 905] Credit Units: 4 Level: Doctoral (PhD) # L T 3 1 Course Title P/ S SW/F W 0 Weightage (%) Nonparametric Methods 1 2 3 Course Objectives: The main objective of the course is to provide the detailed knowledge of the order statistics, distribution of order statistics and recurrence relations. To develop the knowledge of theory and applications of nonparametric methods. Prerequisites: NIL Student Learning Outcomes: The students will learn about the concepts and applications of order statistics to handle the real life problems. The students will able to learn how to solve the problems by using non-parametric methods. The students will learn about the various non-parametric tests. 4 5 6 7 8 The students will able to distinguish between one sample and two sample non-parametric tests. Module I: Order Statistics Order statistics- their distributions and properties. Joint, marginal and conditional distributions of order statistics. Censoring and progressive censoring, order statistics for independent and non-identically distributed variates. Expected values and moments of order statistics. Recurrence relations and identities. Distribution free confidence intervals for quantiles , Distribution free tolerance intervals, Order statistics as a Markov Chain. Module II: Generalized order statistics Generalized order statistics- distribution of generalized order statistics. Joint, marginal and conditional distribution of generalized order statistics. Moments and recurrence relations. Characterization of continuous distributions through conditional moments and recurrence relations of generalized order statistics. Review of latest literatures. Module III: Non-parametric tests Linear Rank Tests, Nonparametric Tests for Independence, Other advanced nonparametric tests. Module IV: Nonparametric Density Estimation, Bootstrapping, Jackknifing. Pedagogy for Course Delivery: The class will be taught using theory and practical methods using software in a separate Lab sessions. In addition to numerical applications, the real life problems and situations will be assigned to the students and they are encouraged to get a feasible solution that could deliver meaningful and acceptable solutions by the end users. The focus will be 25 25 25 25 TOTAL CREDIT UNITS 4 9 given to incorporate the applications of order statistics and non-parametric methods for solving the real life problems and cases. Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Weightage (%) 70% End Term Examination MidTerm Exam HA CP/ Viva Attendance 10% 8% 7% 5% 70% Text & References: 1. 2. 3. 4. 5. 6. 7. 8. Gibbons, J.D. (1971): Non-parametric Statistical Inference, Mc Graw Hill Inc.Kamps, U. (1995): A Concept of Generalized Order Statistics. B.G. Teubner Stuttgart Makridakis, S., Wheelwright, S.C. and Hyndman, R.J. 1998. Forecasting: Methods and Applications. John Wiley. Pankratz, A. 1983. Forecasting with Univariate Box Jenkins Models: Concepts and Cases. John Wiley. Hollander, M. and Wolfe, D.A. (1999). Nonparametric Statistical Methods. Wiley and Sons. Gibbons, J.D. and Chakrabarty, S. (2010). Nonparametric Statistical Inference. Chapman and Hall/ CRC. Arnold, B.C., Balakrishnan, N. and Nagaraja, H.N. (2008). A first course in order statistics. SIAM. David, H. A. and Nagaraja, H.N. (2003). Order Statistics. Wiley and Sons. Wassecman Annexure ‘AAB-CD-01’ Course Title: Censoring Techniques in Biostatistics and Survival Analysis Course Code: [STAT 903] Credit Units: 4 Level: Doctoral (PhD) # L T 3 1 P/ S SW/F W Course Title: Censoring Techniques in Biostatistics and Survival Analysis 1 Course Objectives: 1. To understand the basics and fundamentals theories and related measurement in Biostatistics 2. To search for a feasible solution of real time problems of Biostatistics, survival analysis and related applications. 3. To develop and promote research work in the field of Biostatistics and its measurement using censoring techniques. 4. With the knowledge of the contents of the paper the students will be able to apply Biostatistics fruitfully in industrial applications, especially in medical sciences and related domain. 5. To resolve the issues related to model building using proportional hazard function and estimation of survival function 6. To learn various theories, methods and applications to solve the problem of competing risk using suitable statistical techniques. To demonstrates the supporting statistical/stochastic/mathematical theory through practical problems of day to day research activities in the field of biostatistics and interdisciplinary applications 2 Prerequisites: Graduate with mathematical statistics having knowledge of basic & pure Statistics, Statistical modeling and probability theory & related distributions, and elementary Biostatistics at PG level. 3 Student Learning Outcomes: 1. Develop and germinate research idea in biostatistics and related domain. 2. The students will learn censoring techniques to deal with applications in biostatistics and survival analysis. 3. The students will able to use different distributions for 0 TOTAL CREDIT UNITS 4 Weightage (%) modeling the survival functions. 4. The students will able to construct proportional hazard model. 5. Inculcate problem solving ability among the students related to Kaplan-Meier estimator and Nelson-Aalen estimator Course Contents / Syllabus: 4 Module I: Introduction to censoring and truncation, difference in censoring and truncation, right censoring, left censoring and interval censoring. Likelihood construction for censored and truncated data, counting processes, exercises, compliments and problems. 5 20% Module II: Non-parametric estimation of basic quantiles for right censored and 30% left truncated data. Estimates of the survival and the cumulative hazard function for right censored data, point wise confidences interval for the survival function, confidence bands for the survival function. Point and interval estimates of the mean and median survival time. Estimators of the survival function for left truncated and right censored data compliments and problems 6 Module III: Semi parametric proportional hazards regression with fixed covariates. 35% Model building using the proportional hazards model, estimation of survival function. Kaplan-Meier estimator and Nelson-Aalen estimator. compliments and problems 7 Module IV: Competing risks Analysis (parametric and nonparametric), Theory of Dependent and Independent Risks. Complements and problems, case discussion. 8 Pedagogy for Course Delivery: 1. All the topics covered in the syllabus will be correlated with its applications in real life situations and also in other disciplines. 2. Extra sessions for revision will be undertaken. 3. Research focus should be given through out the modules. 4. Use of suitable software for computational purposes and related solutions will be given priority in coverage of the syllabus. 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) End Term Examination 30% NA Theory Assessment (L&T): Continuous Assessment/Internal Assessment Components (Drop down) Mid- HA CP/ Attendance 70% End Term Examination 15% Term Exam Weightage (%) 15% Viva 8% 7% 5% 70% Text & References: 1. Rupert G., Miller Jr.: Survival Analysis John. Wiley and Sons Ltd. 2. John P. K., Melvin L. Moeschberger: Survival Analysis Techniques for Cencored and truncated Data Second edition, Springer. 3. David and Moeschberger: Competing Risk Theory Springer 4. Biswas, S.: Applied Stochastic Processes A Biostatistical and population Oriented Approach. New central Book Agency PVT 5. Despande and Purohit, Lifetime data 6. Cox-Analysis of survival data 7. Crowder, M. competing Risks. Annexure ‘AAB-CD-01’ Course Title: Reliability Theory and Methods Course Code: STAT 904 Credit Units: 4 Level: Doctoral (PhD) L T 3 1 P/ S SW/F W # Course Title: Reliability Theory and Methods 1 Course Objectives: 1. To understand the basics and fundamentals of reliability theory and related measurement. 2. To handle and get a feasible solution to real time problems of engineering Statistics and related applications. 3. To develop and promote research work in the field of Reliability and its measurement. 4. With the knowledge of the contents of the paper the students will be able to apply engineering statistics fruitfully in industrial applications. 5. To resolve the issues related to system and component reliability. 6. To learn various theories, methods and applications to solve the problem of mechanical reliability using suitable statistical techniques. 7. To demonstrates the supporting statistical/stochastic/mathematical theory through practical problems of day to day research activities as well as interdisciplinary applications. 2 Prerequisites: Graduate with mathematical statistics having knowledge of basic & pure Statistics, Statistical modeling and probability distributions at PG level. 3 Student Learning Outcomes: 0 TOTAL CREDIT UNITS 4 Weightage (%) 1. Develop and germinate research idea. 2. The students will learn how to construct the systems for getting the maximum reliability. 3. The students will able to use different distributions for the study of systems. 4. The students will able to construct Life cycle curves. 5. Inculcate problem solving ability among the students related to component and system reliability Course Contents / Syllabus: 4 Module I: Reliability, Importance of Reliability, Types of Reliability, Failures 20% and Failure Modes. Causes of Failures. Failure Rate. Hazard Function. Reliability in terms of Hazard Rate and Failure Density Functions. Hazard Models: Constant Hazard Model, Linear and Non-Linear Hazard Models, Weibull Model, Gamma Model and Normal Model. Markov Model. Estimation of Reliability and Failure Density Functions of Hazard and Markov Models. Mean Time to System Failure (MTSF). Relation between MTSF and Reliability. Mean Time Between Failures (MTBF). 5 Module II: System and System Structures. Evaluation of Mean Time to System 30% Failure (MTSF) and Reliability of The Systems: Series, Parallel, Series-Parallel, Parallel-Series, Non-Series-Parallel, Mixed Mode and k-out-of-n. Reliability Evaluation of Systems by Decomposition. Coherent system and Preventive maintenance policy. 6 Module III: Life cycle curves and probability distribution in modeling reliability, 15% Reliability of the system with independent limit connected in (a) Series (b) parallel and (c) K out of n system. 7 Module IV: Evaluation of Reliability and Availability of Parallel-Unit System with 35% Repair Using Markovian Approach. Reliability and Availability Analysis of Single Unit, Two-Unit Cold Standby and Parallel-Unit Systems with Constant Failure, Arbitrary Repair Rates and Waiting Time of the Server Using semi-Markov Process and Regenerative Point Technique. Supplementary Variable Technique. 8 Pedagogy for Course Delivery: 3. All the topics covered in the syllabus will be correlated with its applications in real life situations and also in other disciplines. 4. Extra sessions for revision will be undertaken. 5. For computational aspects use of software v.i.z. R-GUI, SAS, MS SOLVER, Minitab etc. will be used as per requirements and suitability of the problems. 9 Assessment/ Examination Scheme: Theory L/T (%) Lab/Practical/Studio (%) 30% Theory Assessment (L&T): Continuous Assessment/Internal Assessment Component s (Drop down) Weightage (%) MidTerm Test HA CP/ Viva Attendanc e 15% 8% 7% 5% NA End Term Examinati on 70% Text & References: 1. Zacks: Introduction to reliability analysis, probability models and statistical, SpringerVerlag. 2. Biswas, S. (2007): Statistics of Quality control, Sampling Inspection and reliability, New Central Book Agency. 3. Barlow, R.E. and Proschan, F. (1965) Mathematical Theory of Reliability, Wiley, New York, NY. 4. Barlow, R.E. and Proschan, F. (1975) Statistical Theory of Reliability, Holt, Rinehart & Winston, New York, NY.