University of Madras - Syllabus of Bachelor of Science (BSc) Statistics - Allied - Paper II - Mathematical Statistics II
UNIVERSITY OF MADRAS
B.Sc. DEGREE COURSE IN STATISTICS
SEMESTER SYSTEM WITH CREDITS
(Effective from the Academic Year 2003-2004)
SYLLABUS
Allied - Paper II - Mathematical Statistics II
UNIT - 1:
Sampling Theory - Sampling distributions - Concept of standard error - Sampling distribution based on Normal distribution: t, Chi-square and F distributions
UNIT - 2:
Point estimation - Concepts ofunbiasedness, consistency, efficiency and sufficiency - Cramer Rao inequality - Methods of estimation: Maximum likelihood, moments and minimum chi-square and their properties. (Statements only).
UNIT - 3:
Interval estimation - Confidence Intervals for population mean, proportions and variance based on Normal, t and Chi-square, F. Test of significance - Standard Error - Large sample tests. Exact tests based on t, Chi-square and F distribution with respect to population mean, proportion, variance and correlation coefficient. Test of independence of attributes based on contingency tables - Goodness of fit tests based on Chi-square.
UNIT - 4:
Test of significance - Standard Error - Large sample tests. Exact tests based on t, Chi-square and F distribution with respect to population mean, proportion, variance and correlation coefficient. Theory of attributes - Tests of independence of attributes based on contingency tables - Goodness of fit tests based on Chi-square.
UNIT - 5:
Tests of hypothesis: Type I and II errors - Power of test - Neyman Pearson Lemma - Likelihood ratio tests - Concepts of most powerfiil test - (Statements and results only) simple problems.
Books for Study and Reference:
Hogg, R.V. & Craig, A.T. (1998) : Introduction 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.: Statistical Methods, Oxford and IBH.
Hoel P.G. (1971): Introduction to Mathematical Statistics, Wiley.
Wilks, S.S.: Elementary Statistical Analysis, Oxford and IBH.