UNIVERSITY OF MADRAS
B.Sc. DEGREE COURSE IN STATISTICS
SEMESTER SYSTEM WITH CREDITS
(Effective from the Academic Year 2003-2004)

SYLLABUS

Allied - Paper I - Mathematical Statistics I

For B.Sc. - Mathematics

UNIT - 1:

Concept of Sample Space - Events, Definition of Probability (Classical, Statistical & Axiomatic) - Addition and Multiplication laws of probability - Independence - Conditional Probability - Bayes' theorem - Simple problems.

UNIT - 2:

Random Variables (Discrete and Continuous) Distribution function - Expected values & moments - Moment generation function - probability generation functions - Examples.

UNIT - 3:

Characteristic function - Uniqueness and Inversion theorems (Statements and applications only) - Cumulants, Chebychev's Inequality - Simple problems.

UMIT - 4:

Concepts of bivariate distribution - Correlation and regression - Linear prediction - Rank correlation coefficient - Concepts of Partial and Multiple Correlation coefficients - Simple problems.

UNIT - 5:

Standard Distributions - Binomial, Poisson, Normal and Uniform distributions - Geometric, Exponential, Gamma and Beta distributions. Inter relationship between distributions.

Books for Study and Reference:

Hogg, R.V. & Craig, A.T. (1998): lntroduqtion to Mathematical Statistics, Macmillan.
Mood A.M. & Graybill F.A. & Boes, D.G. (1974): Introduction to theory of Statistics, McGraw Hill.
Snedecor, G.W. & Cochran W.G. (1967): Statistical Methods, Oxford and IBH.
Hoel P.G. (1971): Introduction to Mathematical Statistics, Wiley.
Wilks, S.S.: Elementary Statistical Analysis, Oxford and IBH.