B.Sc.
MATHEMATICS
SEMESTER – III
ALLIED PAPER – 3
MATHEMATICAL STATISTICS – I
Code: Teaching Hours: 120 Hrs.
Credits: 5 Max. Marks: 100 Marks
Course Objectives:
To enable the students to state the definition of a random variable and key definitions
associated with random variable in the discrete and continuous case including probability mass
function, probability density function, cumulative distribution function, expectation, variance
and state the concept of correlation between two variables and the concept of regression.
Unit I (24 hours)
Theory of Probability: Basic terminology – Mathematical Probability – Limitations of Classical
Definition – Statistical Probability –Limitations ofEmpirical Probability – Addition theorem of
Probability(proof excluded) –Conditional Probability – Multiplication theorem of Probability
(proof excluded) – Independent Events – Multiplication theorem of Probability for independent
events (proof excluded)– Baye’s theorem – Simple Problems.
Unit II (24 hours)
Random variables and Distribution Functions: Distribution Function– Properties of
Distribution Function – Discrete Random Variable – Probability Mass Function – Discrete
Distribution Function – Continuous Random Variable – Probability Density Function –
Continuous Distribution Function.
Mathematical expectation: Mathematical Expectation – Expected value of function of a
random variable – Properties of Expectation – Properties of Variance.
Generating Functions and Law of Large Numbers:Moment Generating Function – Some
limitations of Moment Generating Function–Properties of Moment Generating Function –
Uniqueness theorem of Moment Generating Function – Simple problems.
Unit III (24 hours)
Generating Functions and Law of Large Numbers (contd.): Cumulants– Properties
ofCumulants – Characteristic Function – Properties of Characteristic function – Inversion
theorem (Statement only) – Chebychev’s Inequality – Simple problems.
Unit IV (24 hours)
Special Discrete Probability Distributions: Discrete Uniform Distribution – Binomial
Distribution – Moments of Binomial Distribution – Recurrence relation for the moments of
Binomial Distribution – Factorial moments of Binomial Distribution – Mean deviation about
mean of Binomial Distribution – Mode of Binomial Distribution – Moment generating function
of Binomial Distribution – Additive property of Binomial Distribution – Characteristic function
of Binomial Distribution –Poisson Distribution – The Poisson process – Moments of the Poisson
distribution – Mode of the Poisson distribution – Recurrence relation for the moments of the
Poisson Distribution – Moment generating function of the Poisson Distribution – Characteristic
function of the Poisson Distribution –Additive or Reproductive property of Independent Poisson
variates.
Special Continuous Probability Distributions:Normal Distribution – Normal distribution as a
limiting form of Binomial distribution – Chief characteristic of the Normal distribution – Mode
of Normal distribution – Median of Normal distribution – M.G.F of Normal distribution –
Moments of Normal distribution – A linear combination of Independent Normal variates – Points
of inflexion of Normal curves – Mean deviation about the mean for Normal distribution – Area
Property (Normal probability integral) – Error function – Importance of Normal distribution –
Fitting of Normal distribution.
Unit V (24 hours)
Correlation: Meaning of Correlation – Scatter Diagram – Karl Pearson’s Coefficient of
Correlation – Limits for Correlation Coefficient – Calculation of the correlation coefficient for a
bivariate frequency distribution – Rank Correlation – Spearman’s Rank CorrelationCoefficient –
Tied or Repeated Ranks – Repeated ranks (contd.)(exclude probable error of correlation
coefficient).
Linear and Curvilinear Regression:Introduction – Linear Regression – Regression
Coefficients – Properties of Regression coefficients – Angle between two lines ofregression.
BOOK FOR STUDY:
S.C. Gupta, V. K .Kapoor, 2006, Fundamentals of Mathematical Statistics, Sultan Chand & Sons
Unit I:Chapter 3: Section: 3.3 – 3.5, 3.9.1, 3.10 – 3.13,Chapter 4: Section: 4.2 only
Unit II: Chapter 5: Section: 5.2 – 5.4, Chapter 6 Section 6.2 – 6.5
Chapter 7: Section 7.1(7.1.1, 7.1.2, 7.1.3)
Unit III:Chapter 7: Section 7.2, 7.3 (7.3.1 only), 7.4 (Theorem 7.1 Statement only),7.5 only
Unit IV: Chapter 8 Section 8.2, 8.4 (8.4.1 – 8.4.8), 8.5(8.5.1 –8.5.6, 8.5.8)
Chapter 9 Section 9.2 (9.2.1 – 9.2.5, 9.2.7 – 9.2.14)
Unit V: Chapter 10 Section 10.2 – 10.5, 10.7, Chapter 11 Section 11.1 – 11.2 (11.2.1 – 11.2.3)
BOOK FOR REFERENCE:
P.R. Vittal& V. Malini, 2002, Mathematical Statistics, Margham Publications.
Learning Outcomes:
After completing the course, the learner will be able to
Identify discrete and continuous distributions and be able to apply them in simple cases.
Investigate relationship between variables using regression lines.
Learn experiments, outcomes and sample space of probabilities.
