SEMESTER : 2
COURSE CODE : ST 221
COURSE TITLE : PROBABILITY THEORY II
COURSE OUTCOMES
On completion of the course, students should be able to:
CO1 : Calculate the expectation and moments of random variables.
CO2 : Identify the applications of various moment inequalities.
CO3 : Explain the concept of convergence and check for the of convergence of a
given sequences of random variables.
CO4 : Find the expressions for the characteristic function of a random variable and
verify its properties.
CO5 : Apply the various laws of large numbers to sequences of random variables.
MODULE OUTCOMES
Sl. No: Outcomes Taxonomy
On completion of each module, students should be able to: Level
MO1 : Calculate the mathematical expectation, moments Evaluate
Module I and
generating functions of random variables.
Understand
MO2 : Articulate the various moment inequalities
Apply
MO3 : Apply the various moment inequalities to various
distributions.
MO1 : Articulate and appraise stochastic convergence of Understand
Module II sequence
of random variables.
Apply
MO2 : Apply the concepts of convergence to sequences of
random variables.
Create
MO3 : Construct counter examples for not satisfying
certain
convergence implications.
MO1 : Derive expressions for the characteristic function Evaluate
for various distributions.
MO2 : Find moments using characteristic function. Evaluate
Module III MO3 : Derive expressions for the probability density Evaluate
function corresponding to a given characteristic
function’
MO4 : Articulate the various theorems associated with the Apply
characteristic function and identify their
applications.
MO1 : State and prove the various laws of large numbers. Understand
MO2 : Apply the laws to sequences of random variables. Apply
Module IV MO3 : State and prove various central limit theorems. Understand
MO4 : Applications of various central limit theorem. Apply
Module 1
Expectation of random variables and its properties, moments and factorial moments,
probability generating function, moment generating function and cumulant generating
function. Inequalities- Markov, Chebychev’s, Lyapunov (for moments), Jensen,
Holder’s, Cr– inequality, Minkowski and basic inequality.
Module II
Stochastic convergence of sequence of random variables: - convergence in
probability, almost sure convergence, convergence in pth mean, weak and complete
convergence of distribution functions and their interrelations. Slutsky’s theorem and
its applications. Helly-Bray lemma (statement only) and Helly-Bray theorem
(statement only).
Module III
Characteristic function (c.f.) and their elementary properties, uniform continuity and
non-negative definiteness of characteristic function. Uniqueness theorem, Inversion
theorem (without proof), Fourier inversion theorem, Convolution theorem, Levy’s
continuity theorem (without proof) and Bochners theorem (without proof).
Module IV
Stochastic series of sequence of random variables: - Law of large numbers, weak law
of large numbers due to Bernoulli, Tchebyhev and Khintchine. Kolmogorov inequality
(statement only), Kolmogorov three-series theorem(statement only). Strong law of
large numbers- Kolmogorov’s strong law of large numbers for independent random
variables (statement and applications only). Kolmogorov’s strong law of large
numbers for independent and identically distributed random variables (statement and
applications only). Central limit theorem: Classical Central limit theorem, De Moivre-
Laplace Central limit theorem, Statement of Lyapunov Central limit theorem and
Lindberg-Feller Central limit theorem. Applications of various central limit theorems.
Text books
1. Bhat, B.R. (1991).Modern Probability Theory, 2 ndEdn., Wiley Eastern Ltd.,
New Delhi.
2. Laha, R.G and Rohatgi, V.K. (1979). Probability Theory, John Wiley, New
York.
3. Rohatgi, V.K. and Saleh, Ehsanes (2014). An Introduction to Probability
Theory and Mathematical Statistics, Wiley Eastern Ltd.
References
1. Cacoullos, T. (1989). Exercise in Probability, Springer-Verlag, New-York.
2. Feller W. (1968). Introduction to Probability Theory and Its Applications Vol.
1 and 2, John Wiley, New York.
3. Gnedenko, B.V. (1969). The Theory of Probability, Mir Publishers, Mosko.
4. Loeve, M. (1968). Probability Theory Allied East-West Press.
5. Mukhopadhyay, P. (2011). An Introduction to the Theory of Probability,
World Scientific Publishing Company.
6. Roussas, G.G.(2014). An Introduction to Measure- Theoretic Probability,
Academic Press, USA.
COURSE CODE : ST 222
COURSE TITLE : DISTRIBUTION THEORY
COURSE OUTCOMES
On completion of the course, students should be able to:
CO1.Understand various specifications such as probability density functions and
cumulative distribution functions etc, of the probability distribution of a
random variables.
CO2. Derive various generating functions of random variables such as
probability generating function, moment generating functions,
characteristic functions, etc.
CO3. Find out characteristics of random variables like moments from either
probability density (mass) functions or the generating functions.
CO4. Understand the probability distribution of bivariate random variables and
the terms marginal distributions, conditional distributions, marginal, joint
and conditional moments.
C05. Apply transformation of variable technique for finding the
distribution of functions of random variables and solve related
problems
C06. Understand the properties and applications of some standard
univariate and bivariate probability distributions for both discrete and
continuous random variables.
CO7. Explain the concept of order statistics and solving problems related to
it.
CO8. Explain different sampling distributions, and their properties and
applications
MODULE OUTCOMES
Sl. No: Outcomes Taxonomy level
On completion of each module, students should
be able to:
Module I M01. Explain the basic concepts of pgf, mgf and Understand
characteristic functions
M02 Evaluate characteristics of random variables Apply
M03. Find out the joint, marginal , conditional
Apply
distributions and characteristics of a bivariate
distribution
Analysis
M04. Apply transformation of variable technique
for finding the distribution of functions of
random variables and solve related problems
Module II M01. Understand the properties of standard Understand
univariate discrete distributions.
M02 Articulate the connections between discrete
distributions Analysis
M03. Explain the how to apply the standard Apply
discrete distributions in various situations
M04. Articulate multivariate discrete probability Analysis
distributions such as multinomial and
bivariate Poisson distribution
Module III M01. Understand the properties standard univariate Understand
continuous distributions.
M02 Articulate the connections between
continuous distributions Analysis
M03. Explain the how to apply the standard Apply
continuous distributions in various situations
M04. Understand the bivariate normal Understand
distributions and its applications
Module IV M01. Explain the concept of order statistics Understand
M02. Find the joint distribution of two order Apply
statistics
M03. Calculate Distribution of functions of two Apply
order statistics Understand
M04. Explain different sampling distributions Apply
M05. Find out expressions for probability density
function of sampling distribution Apply
M06 Understand the applications of sampling
distributions
COURSE CONTENT
Module I
Generating functions (concepts and examples only) - probability generating function,
moment generating function, cumulant generating function and characteristic
function; bivariate distributions- joint, marginal and conditional distribution.
Independence of random variables, bivariate mgf, pgf and moments, functions of
random variables and their distributions, concepts of Compound, truncated and
mixture distributions, definition and examples of Singular and Cantor distributions.
Module II
Discrete distributions- Degenerate, binomial, Poisson, negative binomial, geometric,
uniform, hyper geometric distributions, Power series distributions- generalized power
series and modified power series distribution, multinomial distribution.
Module III
Continuous distributions- uniform, normal, exponential, double exponential, beta,
gamma, Cauchy, Weibull, Pareto, log-normal and logistic distributions. Pearson
system of distributions, bivariate normal and Gumbel’s bivariate exponential
distribution.
Module IV
Order Statistics- definition and basic distribution theory of order statistics - joint,
marginal and conditional distributions of order statistics of a random sample arising
from continuous distributions, distribution of sample median and range.
Sampling distributions- distribution of the mean and variance of a random sample
from normal population, Chi-square, t, and F distributions (both central and Non-
central), their properties and applications.
Text books:
1. Rohatgi, V. K. and Saleh, (2003). An Introduction to Probability Theory and
Mathematical Statistics, John Wiley and Sons.
2. Mukhopadhyay, P. (2006). Mathematical Statistics, Books and Allied (P) Ltd.,
Kolkatta.
3. Gumbel, E.J. (1960). Bivariate exponential distribution, JASA, Vol. 55,pp.698-
707.
References:
1. Hogg, R.V. and Craig, A.T. (1995). Introduction to Mathematical Statistics,
Fifth Edition, Prentice Hall N J
2. Johnson, N. L., Kotz, S. and Balakrishnan, N. (2004). Continuous Univariate
Distributions, Vol I Second Edition, John Wiley and Sons ( Asia), PVT Ltd,
Singapore.
3. Johnson, N. L., Kotz, S. and Balakrishnan, N. (2004). Continuous Univariate
Distributions, Vol II Second Edition, John Wiley and Sons ( Asia), PVT Ltd,
Singapore.
COURSE CODE : ST 223
COURSE TITLE : APPLIED STATISTICS AND NUMERICAL METHODS
COURSE OUTCOMES
On completion of the course, students should be able to:
CO1. Identify the various index numbers and compute them for data sets
CO2. Explain the concepts of base shifting, slicing and deflating of index numbers
CO3. Illustrate the applications of index numbers.
CO4. Understand the need, use, relevance and limitations of official statistics
CO5. Explain the roles and responsibilities of various organisations like NSSO, CSO
etc.
CO6. Explain the methods of data collection and dissemination in population census
CO7. Identify the roles of various organisation s involved in the census procedure.
CO8. Explain the concepts of various measures of fertility and mortality.
CO9. Compute these fertility and mortality measures.
CO10. Distinguish between stationary and stable population.
CO11. Construct abridged life tables.
CO12. Understand the concepts of iteration and interpolation.
CO13. Apply various methods of interpolation to solve numerical problems.
CO14. Solve differential equations using Picard, Euler, Modified Euler and Runge-
Kutta methods
MODULE OUTCOME
Sl. No: Outcomes Taxonomy
On completion of each module, students should be able to: Level
Module I M01. Explain the concept of index numbers and understand Understand
their applications
M02. Explain and exemplify the various methods of Apply
constructing index numbers.
M03. Distinguish between various index numbers and Evaluate
evaluate their values.
M04. Explain the concepts of base shifting, splicing, and Apply
deflating. Understand
M01. Explain the need, uses, relevance and limitations of
‘Official Statistics’. Understand
M02. Explain the roles and responsibilities of NSSO, CSO
etc. Apply
M03. Articulate/exemplify various concepts associated with
Population Census.
Module II M01. Distinguish between the various measures of Fertility Evaluate
and Mortality and evaluate their values.
M02. Explain concepts of stationary and stable population, Understand
central mortality, force of mortality.
M03. Construct abridged life tables. Create
Module III M01. Articulate the various methods of iteration and Understand
interpolation.
M02. Carry out various interpolation techniques to solve Apply
algebraic equations
Module IV M01. Solve differential equations using Picard, Euler,
Modified Euler and Runge-Kutta methods.
Evaluate
Module I
Index numbers-definition and application of index numbers, price and quantity
relatives, link and chain relatives. Computation of index numbers. Use of averages,
simple aggregate, and weighted average methods, Laspeyre’s, Paache’s, Marshall-
Edgeworth, Kelly’s, Dorbish-Bowley and Fisher’s index numbers. Criteria of a good
index number. Consumer price index number. Base shifting, splicing and deflating
index numbers.
Official Statistics: Indian statistical system - NSSO, CSO, RGI and their roles and
responsibilities
Module II
Vital Statistics- Measurement of Fertility: Crude birth rate, General fertility rate, Age
specific birth rate, Total fertility rate, Gross reproduction rate, Net reproduction rate.
Measurement of Mortality: Crude death rate, Standardized death rates, Age-specific
death rates, Infant Mortality rate, Death rate by cause. Mortality table, stationary and
stable population, central mortality rate, force of mortality, construction of abridged
life tables.
Module III
Numerical solutions of algebraic equations- method of iteration and Newton Raphson
Method, Finite differences, Lagrange, Hermite and Spline interpolation,
Module IV
Numerical differentiation and integration, Numerical solutions of differential
equations using Picard, Euler, Modified Euler and Runge-Kutta methods.
Text Books:
1. Mukhopadhyay, P. (1999), Applied Statistics, New Central Book Agency Pvt.
Ltd, Calcutta.
2. Goon A.M., Gupta.M.K., and Dasgupta, B. (1986). Fundamentals of Statistics,
Vol 2, World Press, Calcutta
3. Sastry, S. S. (2006). Introductory methods of Numerical Analysis (Fourth
Edition), Printice Hall, New Delhi.
4. Barlow.R.E and Proschan, F (1985). Statistical theory of reliability and life
testing, Holt, Rinehart and Winston.
5. Lawless J.F. (1982), Statistical Models and Methods of lifetime data, John
Wiley & Sons, New York.
6. Montgomery, D.C. (2012). Introduction to Statistical Quality Control, 7th edn,
John Wiley & Sons, New York.
References:
1. Anderson, T.W. (1971). Statistical Analysis of Time Series, John Wiley & Sons,
New York.
2. Chatfield, C. (1980). The Analysis of Time Series-An introduction, 2nd edn,
Chapman and Hall.
3. Medhi, J. (1992). Statistical Methods-An Introductory Text, New Age, Delhi.
4. Gupta, S.C. and Kapoor, V.K. (2007). Fundamentals of Applied Statistics,
Sultan Chand & Sons
5. Grant. E. L. and Leavenworth, R.S. (1996). Statistical Quality Control, 7th edn,
McGraw Hill Education (India) Private Limited, New Delhi.
COURSE CODE : ST 224
COURSE TITLE : STATISTICAL QUALITY CONTROL AND RELIABILITY
MODELING
COURSE OUTCOMES
On completion of the course, students should be able to:
CO1: Understand the concept of quality and statistical process control.
CO2: Evaluate the performance of a Statistical quality process control
CO3: Perceive the notion of statistical quality product control
CO4: Understand the basic reliability functions and their estimation and utilization
to lifetime probability distributions useful in reliability analysis.
CO5: To know the notion of Ageing and interpret the reliability concepts in discrete
set up
CO6: Understand the concept of reliability modeling.
MODULE OUTCOMES
Sl. No Outcomes Taxonomy Level
On completion of each module, students
should be able to
Module I M01. Explain statistical process control Understand
M02. Describe various control charts Evaluate
Module II
M01. Describe Acceptance sampling Evaluate
inspection techniques
M02. Explains Standardization and six- Understand
sigma concepts
M03. Distinguish chain sampling and Understand
continuous sampling
Module III M01. Explain basic concepts of reliability. Understand
M02. Describe reliability of a coherent Remember
system.
M03. Describe functions of reliability . Remember
Module IV MO1. Describe various censoring schemes Understand
M02. Describe estimation of parameters
based on censored sampling Apply
MO3. Nonparametric evaluation of Evaluation
survival function
COURSE CONTENT
Module I
Meaning of quality and quality improvement. Basic SQC terminologies-Control
limits, Specification limits and Natural tolerance limits. Statistical Process Control-
chance and assignable causes of variation, Statistical basis of control charts, – Shewart
control charts for variables- ,Mean, Range and S charts. Control charts for attributes
- chart for fraction nonconforming- p-chart, np chart ,c and u charts – OC and ARL
curve . CUSUM chart.
Module II
Acceptance sampling by attributes- Single sampling plan, Consumer’s and Producer’s
risk, AQL and LTPD.Type A and Type B OC curves , Rectifying Inspection plan –
AOQ , AOQL and ATI curves . Double, Multiple and Sequential sampling plans.
Chain and Continuous sampling. Military Standard 105 E and six sigma concepts.
Module III
Basic Reliability concepts - system reliability, series and parallel systems, k out of n
systems and its reliability, coherent systems, reliability of coherent systems, cuts and
paths. Survival function, hazard function, mean residual life function, life time
distributions- exponential, Weibull, gamma distributions-their survival and hazard
functions.
Module IV
Observation schemes: censoring and trucation. Concept of left, right and interval
censoring. Non-parametric estimation of survival function function: Kaplan-Meier
estimator (definition and derivation only) .
Text Books:
1. Montgomery, D.C. (2012). Introduction to Statistical Quality Control, 7th edn,
John Wiley & Sons, New York.
2. Grant. E. L. and Leavenworth, R.S. (1996). Statistical Quality Control, 7 th edn,
McGraw Hill Education (India) Private Limited, New Delhi
3. Lawless J.F. (1982), Statistical Models and Methods of lifetime data, John
Wiley & Sons, New York
4. Barlow.R.E and Proschan, F (1985). Statistical theory of reliability and life
testing, Holt, Rinehart and Winston
References:
5. Nelson, W. (1982): Applied life data analysis, Wiley.
6. Cox, D.R. and Oakes, D. (1984): Analysis of Survival Data, Chappman Hall .
7. Duncan A.J.(1959): Quality Control and Industrial Statistics,
Irwin,Homewood I
8. Sinha, S. K. (1986) Reliability and Life Testing, Wiley.
COURSE CODE : ST 225
COURSE TITLE : PRACTICAL I USING R
MODULE I
DIAGRAMMATIC AND GRAPHICAL REPRESENTATION OF DATA: Graphics
with R – standard plot functions and its arguments; Bar diagram, Sub-divided bar
diagram, Multiple bar diagram, Pie chart, Line chart, Strip chart, Scatter plot,
histogram, Ogives, line graphs, Box-and-Whiskers plot, Normality plots-P-P plots,
QQ plots.
MODULE II
TABULAR REPRESENTATION OF DATA AND STATISTICAL MEASURES:
Frequency tables, Contingency tables, Measures of Central Tendency, Measures of
Dispersion, Skewness, Kurtosis, Correlation coefficient.
MODULE III
TESTS OF HYPOTHESES: Parametric tests: One sample and two samples tests for
mean-Z-tests, t-tests; Tests of proportion,Tests of variances- Chi square and F –test;
Analysis of variance- One-way and Two way; Non-parametric tests- Chi square tests
for proportions, Chi square test for association, Run test, Kolmogorov- Smirnov test
of normality, Mann-Whitney U test for equality of means or medians of two
independent samples, Wilcoxon test for paired samples, Kruskal-Wallis H test for
equality of means of independent samples, Friedman test for more than two dependent
samples.
Examination: Three Data sets should be given for Data Analysis which cover the
topics in three Modules( Should contain a minimum of three objectives) in the
syllabus and two data sets should be answered.
