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The following will be the scheme of M.A./ M.Sc. Part .II Texamination for the
branch of Statistics with effect from 2008-2009 : TM.A./ M.SC. PART .II
EXAMINATION .
.
Scheme of Examination : - TPaper VI - Multivariate Analysis T
T TFor M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T TFor M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
TPaper VII - Testing of Hypothesis T
For M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T T For M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
TPaper VIII . Optional Paper . Any two to be selected from the following T
electives: T
For M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T T For M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
T1.TBayesian Analysis T2.TBio informatics T3.TBiostatistics T4.TClinical research
T5.TContingencies T6.TData Mining T7.TFinancial Mathematics T8.TGenetics T9.TNon
Parametric Inference T10.Operations Research T
T
TPaper IX - Optional Paper- Any two to be Selected from the following T
electives: T
For M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T T For M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
T1.TAdvanced theory of designs T2.TCategorical Data Analysis T3.TEconometrics
T4.TFinancial Statistical Economics T5.TMeasure Theory T6.TRisk Analysis
T7.TStatistical Decision Theory T8.TStatistical process control T9.TStochastic
Processes T
10.Survival Analysis T
T
T
T
.
.
Scheme of Examination : - TPaper VI - Multivariate Analysis T
T TFor M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T TFor M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
TPaper VII - Testing of Hypothesis T
For M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T T For M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
TPaper VIII . Optional Paper . Any two to be selected from the following T
electives: T
For M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T T For M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
T1.TBayesian Analysis T2.TBio informatics T3.TBiostatistics T4.TClinical research
T5.TContingencies T6.TData Mining T7.TFinancial Mathematics T8.TGenetics T9.TNon
Parametric Inference T10.Operations Research T
T
TPaper IX - Optional Paper- Any two to be Selected from the following T
electives: T
For M.Sc. (Part-II) (One Paper . 3 hours . 100 marks) T
T T For M.A. (Part-II) (One Paper . 3 hours . 75 marks) T
T1.TAdvanced theory of designs T2.TCategorical Data Analysis T3.TEconometrics
T4.TFinancial Statistical Economics T5.TMeasure Theory T6.TRisk Analysis
T7.TStatistical Decision Theory T8.TStatistical process control T9.TStochastic
Processes T
10.Survival Analysis T
T
T
T
T
T
T
T
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T
T
T
T
TDistribution of marks : - T
T
.All Questions in the theory Paper are compulsory and Appropriate Tweightage
should be given to each topic in the syllabus. T
TPaper X-Practical based on paper VI to IX and project work/dissertation T
For M.Sc. (Part-II) (One Paper . 6 hours . 100 marks) T
T T For M.A. (Part-II) (One Paper . 6 hours . 100 marks) T
T
Distribution of marks for paper X:- T
.70 marks for practical examination consisting of two sessions Teach of 3 hours
duration . T
.10 marks for journal and viva-voce. T
.20 marks for project work. Teaching Hours:- T
.he syllabus of each Theory paper should be covered in120 hours Tin one academic
year i.e. 60 hours per term, Consisting of 4 hours Tper week for each paper. T
.here will be one seminar of one .hour duration per paper per Tweek. T
.Eight hours of practical consisting of two practical session of 4 Thours per week
per batch. T
.Each batch for practical consists of ten students. T
.wo hours of practical session of teaching of Statistical Software Tper week per
batch. T
T
T
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COMPULSORY PAPER: PAPER VI: MULTIVARIATE ANALYSIS TMODULE I T
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TMultivariate data and Multivariate Tgraphical display.
TJohnson-Wichern T1-157 T2. TMultivariate distributions ,marginal Tand conditional
distribution ,some Tmultivariate generalizations of Tunivariate distributions,
simulation, Tmultivariate normal distribution, TWishart distribution. TAnderson T
TJohnson-Wichern TKshirsagar TFlury T
T6-65 T
T252-272 T23-184 T
. Unit 2 . (15 Lectures) .Books .Pg.No. .3. THotelling T2 and its applications.
TAnderson T170-206 T4. TRegression and correlation Tcoefficients among several
variables Tand their testing. TAnderson T115-169 T
. Unit 3 . (15 Lectures) .Books .Pg.No. .5. TLikelihood Ratio Tests T
TAnderson TGiri T
T291-380 T175-288 T
T
. Unit 4 . (15 Lectures) .Books .Pg.No. .6. TMultivariate Analysis of variance
.Johnson,Wichern .290-375 .
TMODULE II .
.
T Unit 1 . (15 Lectures) .Books .Pg.No. .1. TDiscriminant analysis,
Tclassification of the observations Tinto one of the two Tpopulations.Extension to
more Tthan two populations. TJohnson-Wichern T
TDillon-Goldstein T629-723 T
T360-392 T
T Unit 2 . (15 Lectures) .Books .Pg.No. .2. TPrincipal Component Analysis.
TJohnson-Wichern T458-512 T3. TFactor Analysis TJohnson-Wichern T
T
T
T Unit 3 . (15 Lectures) .Books .Pg.No. .4. TCanonical Correlations and TVariates.
TJohnson-Wichren TDillon-Goldstein T587-627 T
T337-359 T5. TCluster Analysis. TJohnson-Wichren T726-798 T
T Unit 4 . (15 Lectures) .Books .Pg.No. .6. TMultidimensional Scaling. TDillon
-Goldstein T157-206 TReference Books: T1.TJohnson Richard A(1998) :Applied
Multivariate Statistical TAnalysis(4th Edition). T2.TAnderson Theodore W.
(2003 ) : An Introduction to Multivariate TStatistical Analysis. T3.TDillon
William R & Goldstein Mathew (1984): Multivariate Analysis T:Methods and
Applications. T1. TMultivariate data and Multivariate Tgraphical display.
TJohnson-Wichern T1-157 T2. TMultivariate distributions ,marginal Tand conditional
distribution ,some Tmultivariate generalizations of Tunivariate distributions,
simulation, Tmultivariate normal distribution, TWishart distribution. TAnderson T
TJohnson-Wichern TKshirsagar TFlury T
T6-65 T
T252-272 T23-184 T
. Unit 2 . (15 Lectures) .Books .Pg.No. .3. THotelling T2 and its applications.
TAnderson T170-206 T4. TRegression and correlation Tcoefficients among several
variables Tand their testing. TAnderson T115-169 T
. Unit 3 . (15 Lectures) .Books .Pg.No. .5. TLikelihood Ratio Tests T
TAnderson TGiri T
T291-380 T175-288 T
T
. Unit 4 . (15 Lectures) .Books .Pg.No. .6. TMultivariate Analysis of variance
.Johnson,Wichern .290-375 .
TMODULE II .
.
T Unit 1 . (15 Lectures) .Books .Pg.No. .1. TDiscriminant analysis,
Tclassification of the observations Tinto one of the two Tpopulations.Extension to
more Tthan two populations. TJohnson-Wichern T
TDillon-Goldstein T629-723 T
T360-392 T
T Unit 2 . (15 Lectures) .Books .Pg.No. .2. TPrincipal Component Analysis.
TJohnson-Wichern T458-512 T3. TFactor Analysis TJohnson-Wichern T
T
T
T Unit 3 . (15 Lectures) .Books .Pg.No. .4. TCanonical Correlations and TVariates.
TJohnson-Wichren TDillon-Goldstein T587-627 T
T337-359 T5. TCluster Analysis. TJohnson-Wichren T726-798 T
T Unit 4 . (15 Lectures) .Books .Pg.No. .6. TMultidimensional Scaling. TDillon
-Goldstein T157-206 TReference Books: T1.TJohnson Richard A(1998) :Applied
Multivariate Statistical TAnalysis(4th Edition). T2.TAnderson Theodore W.
(2003 ) : An Introduction to Multivariate TStatistical Analysis. T3.TDillon
William R & Goldstein Mathew (1984): Multivariate Analysis T:Methods and
Applications. T4.TGiri Narayan C.(1995): Multivariate Statistical Analysis.
T5.TKshirsagar A.M.(1979):Multivariate Analysis. T6.THardle Wolfgang & Hlavka
:Multivariate Statistics: Exercise & TSolutions T
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COMPULSORY PAPER: PAPER VII: TESTING OF HYPOTHESIS TMODULE I .
. Unit 1 . (15 Lectures) . . .
Books .Pg.No .1. Some fundamental notations of Thypothesis testing TRohatgi T455-
464 T2. N P Lemma (Necessary Tpart,Sufficiency,Existance) TMP, UMP testsTLehmann
TRohatgi T72-78 T
T464-472 T3. Families with Monotone Likelihood TRatio TRohatgi T472-479 TUnit 2-
(15 Lectures) .Books .Pg.No .4. Unbiased and similar tests TLehmann T135-144 T5.
Invariant tests TRohatgi T479-486 T6. Locally most powerful tests TRohatgi T486-
489 TUnit 3 . (15 Lectures).Books .Pg.No .7. Neyman structure test TLehman T144-
156 T8. UMA,UMAU confidence sets TRohatgi T TUnit 4- (15 Lectures).Books .Pg.No .
9. Likelihood ratio testsTRohatgi T490-500 T10. SPRT TWald TModule II
Unit 1 . (15 Lectures).Books .Pg.No .1. TOrder Statistics, Joint distribution,
Tmarginal distribution of order Tstatistics, distribution of median and Trange
TGibbons T&Chakrabarti T25-35 T2. TConfidence-interval estimation of Tpopulation
quantiles TGibbons T&Chakrabarti T48-54 T3. The emphirical distribution function
TGibbons T&Chakrabarti T54-60 T4. Test based on runs, Test based on Ttotal number
of runs, lengths of the Tlongest run, runs up and down TGibbons T&Chakrabarti T68-
88 TUnit 2 . (15 Lectures).Books .Pg.No .5. Tests of goodness of fit, Chi-square
Tgoodness of fit test, The kolmogorov-TSmirnov one sample Tstatistics,Applications
TGibbons T&Chakrabarti T94-124 T6. TSign test,Wilcoxon Signed-rank test TGibbons
T&Chakrabarti T139-177 T7. TGeneral two sample problem, Wald TWolfowitz run test
TKolmogorov-Smirnov two sample test TGibbons T&Chakrabarti T184-206 T8. TMann-
Whitney U-test T T212-223 T9. TWilcoxon Rank-Sum test TGibbons T&Chakrabarti T239-
246 TSome fundamental notations of Thypothesis testing TRohatgi T455-464 T2. N P
Lemma (Necessary Tpart,Sufficiency,Existance) TMP, UMP testsTLehmann TRohatgi T72-
78 T
T464-472 T3. Families with Monotone Likelihood TRatio TRohatgi T472-479 TUnit 2-
(15 Lectures) .Books .Pg.No .4. Unbiased and similar tests TLehmann T135-144 T5.
Invariant tests TRohatgi T479-486 T6. Locally most powerful tests TRohatgi T486-
489 TUnit 3 . (15 Lectures).Books .Pg.No .7. Neyman structure test TLehman T144-
156 T8. UMA,UMAU confidence sets TRohatgi T TUnit 4- (15 Lectures).Books .Pg.No .
9. Likelihood ratio testsTRohatgi T490-500 T10. SPRT TWald TModule II
Unit 1 . (15 Lectures).Books .Pg.No .1. TOrder Statistics, Joint distribution,
Tmarginal distribution of order Tstatistics, distribution of median and Trange
TGibbons T&Chakrabarti T25-35 T2. TConfidence-interval estimation of Tpopulation
quantiles TGibbons T&Chakrabarti T48-54 T3. The emphirical distribution function
TGibbons T&Chakrabarti T54-60 T4. Test based on runs, Test based on Ttotal number
of runs, lengths of the Tlongest run, runs up and down TGibbons T&Chakrabarti T68-
88 TUnit 2 . (15 Lectures).Books .Pg.No .5. Tests of goodness of fit, Chi-square
Tgoodness of fit test, The kolmogorov-TSmirnov one sample Tstatistics,Applications
TGibbons T&Chakrabarti T94-124 T6. TSign test,Wilcoxon Signed-rank test TGibbons
T&Chakrabarti T139-177 T7. TGeneral two sample problem, Wald TWolfowitz run test
TKolmogorov-Smirnov two sample test TGibbons T&Chakrabarti T184-206 T8. TMann-
Whitney U-test T T212-223 T9. TWilcoxon Rank-Sum test TGibbons T&Chakrabarti T239-
246 T
T .
Unit 3 . (15 Lectures).
.
Books .
.
Pg.No .14. Test for equality of k independent TGibbons T T
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samples T&Chakrabarti T15. The Kruskal-Wallis one way ANOVA Ttest T
T288-307 T16. TFriedmans test T T386-396 T
TUnit 4 . (15 Lectures).Books .Pg.No .17. TMeasures of association for bivariate
TSamples, Kendalls Tau coefficient TSpearmans coefficient of rank Tcorrelation,
Measure of association TGibbons T&Chakrabarti T399-445 T
TReference Books: T1.TRohatgi Vijay K., Ehsanes Saleh A. K. M. D.(2001):- An
Tintroduction to probability theory and mathematical statistics. T2.TGibbons J. D.
& S. Chakrabarti (2007):- Non parametric Statistical TInference. (Revised &
Expanded) T3.TLehmann E. L. (1959):- Testing Statistical Hypothesis 2nd Edition
T4.TWald A.(2004):- Sequential Analysis. TRecommended Books T1.TFergusson T. S.
(1967): Mathematical Statistics a decision Ttheoretic approach T2.TZacks S.
Chelemyahu (1994):- Theory of Statistical Inference T3.TConover W. J. (1971):-
Practical Non Parametric Statistics. T4.TShao Jun (2005): Mathematical Statistics.
T5.THollander Myles and Wolf Douglas A(2006):- Non Parametric TStatistical method.
2nd edition. T
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T&Chakrabarti T15. The Kruskal-Wallis one way ANOVA Ttest T
T288-307 T16. TFriedmans test T T386-396 T
TUnit 4 . (15 Lectures).Books .Pg.No .17. TMeasures of association for bivariate
TSamples, Kendalls Tau coefficient TSpearmans coefficient of rank Tcorrelation,
Measure of association TGibbons T&Chakrabarti T399-445 T
TReference Books: T1.TRohatgi Vijay K., Ehsanes Saleh A. K. M. D.(2001):- An
Tintroduction to probability theory and mathematical statistics. T2.TGibbons J. D.
& S. Chakrabarti (2007):- Non parametric Statistical TInference. (Revised &
Expanded) T3.TLehmann E. L. (1959):- Testing Statistical Hypothesis 2nd Edition
T4.TWald A.(2004):- Sequential Analysis. TRecommended Books T1.TFergusson T. S.
(1967): Mathematical Statistics a decision Ttheoretic approach T2.TZacks S.
Chelemyahu (1994):- Theory of Statistical Inference T3.TConover W. J. (1971):-
Practical Non Parametric Statistics. T4.TShao Jun (2005): Mathematical Statistics.
T5.THollander Myles and Wolf Douglas A(2006):- Non Parametric TStatistical method.
2nd edition. T
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OPTIONAL PAPERS: PAPER VIII : (1) BAYESIAN ANALYSIS .
.
. Unit 1 . (15 Lectures) . . .
. . Books .Pg.No. .1. TUtility & Non Function TBerger T46-73 T2. TPrior
Informatics & Subjective TProbability TBerger T
Lee T74-117 T33-120 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TBayesian Analysis TBerger T118-307 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .4. TMinimax Analysis TBerger T308-387 T5.
THypothesis-Testing TLee T123-167 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TPreposterior & Sequential Analysis
TBerger T432-512 TReference Books: T1.TBerger TJames TO T(1980): TStatistical
TDecision Theory T& TBayesian TAnalysis. verlag. T2.TLee Peter M (1989) : Bayesian
Statistics : An Introduction; Oxford Press T
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1. TUtility & Non Function TBerger T46-73 T2. TPrior Informatics & Subjective
TProbability TBerger T
Lee T74-117 T33-120 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TBayesian Analysis TBerger T118-307 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .4. TMinimax Analysis TBerger T308-387 T5.
THypothesis-Testing TLee T123-167 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TPreposterior & Sequential Analysis
TBerger T432-512 TReference Books: T1.TBerger TJames TO T(1980): TStatistical
TDecision Theory T& TBayesian TAnalysis. verlag. T2.TLee Peter M (1989) : Bayesian
Statistics : An Introduction; Oxford Press T
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OPTIONAL PAPER: PAPER VIII: (2) BIOINFORMATICS T
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TPosson Process and Markov Chains, TAnalysis of One and
Multiple DNA TSequences TEwens & Grant T129-218 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .2. TRandom Walks, Classical Estimation Tand
Testing, BLAST TEwens & Grant T219-302 T
. Unit 3 . (15 Lectures) .Books .Pg.No .3. TM.C.s with No Absorbing States,
THigher-Order Markov Dependence, TMarkov Chain Monte Carlo, M.C. Twith Absorbing
States, Continuous-Time M.C., Hidden Markov Models TEwens & Grant T303-348 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .4 TComputationally Intensive Methods,
TEvolutionary Models, Phylogenetic Tree Estimation. TEwens & Grant .349-422
TReference Books: T1.TEwens Warren J. & Grant Gregory R.(2004): Statistical
TMethods in Bioinformatics An Introduction T
T
T
Recommended Books: T1. Simon Richard M (2003) :- Design and analysis of DNA Micro
Tarray Investigations.T2. Mount David W.(2004): Bioinformatics Sequence and genome
Tanalysis.T3. Durbin Richard (1998):- Biological sequence analysis. TProbabilistic
models of proteins and Nucleic Acids.T
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1. TPosson Process and Markov Chains, TAnalysis of One and Multiple DNA TSequences
TEwens & Grant T129-218 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .2. TRandom Walks, Classical Estimation Tand
Testing, BLAST TEwens & Grant T219-302 T
. Unit 3 . (15 Lectures) .Books .Pg.No .3. TM.C.s with No Absorbing States,
THigher-Order Markov Dependence, TMarkov Chain Monte Carlo, M.C. Twith Absorbing
States, Continuous-Time M.C., Hidden Markov Models TEwens & Grant T303-348 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .4 TComputationally Intensive Methods,
TEvolutionary Models, Phylogenetic Tree Estimation. TEwens & Grant .349-422
TReference Books: T1.TEwens Warren J. & Grant Gregory R.(2004): Statistical
TMethods in Bioinformatics An Introduction T
T
T
Recommended Books: T1. Simon Richard M (2003) :- Design and analysis of DNA Micro
Tarray Investigations.T2. Mount David W.(2004): Bioinformatics Sequence and genome
Tanalysis.T3. Durbin Richard (1998):- Biological sequence analysis. TProbabilistic
models of proteins and Nucleic Acids.T
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OPTIONAL PAPER: PAPER VIII: (3) BIOSTATISTICS .
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. The Evaluation of Screening Tests TFleiss,Levin & Paik T1-15
T2. TComparative Studies: Cross-TSectional, Naturalistic, or TMultinomial Sampling
TFleiss,Levin & Paik T95-140 T3. TComparative Studies: Prospective Tand
Retrospective Sampling TFleiss,Levin & Paik .144-157 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. The Analysis of Data from Matched
TSamples TFleiss,Levin & Paik T373-403 T5. TDirect Assays T
TFinney T21-57 T6. TQuantitative Dose- Response TRelationships TFinney T58-75 T
T7. TParallel Line Assays TFinney T99-117 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .8. TEfficiency, Reliability and Sensitivity
TFinney T164-186 T9. TSlope Ration Assays TFinney T187-213 T10. TRepeated
Measures, Introduction TDavis T1-12 T11. TUnivariate Methods TDavis T15-28 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .12. TNormal Theory Methods: TUnstructured
Multivariate Approach TDavis T45-54 T13. TNormal-Theory Methods: TMultivariate
Analysis Variance TDavis T73-82 T14. TNormal-Theory Methods : Repeated TMeasures
ANOVA TDavis T103-109 TReference Books: T1.TDavis Charles S.(2002): Statistical
Methods for the TAnalysis of Repeated Measurements. T2.TFinney D.J. (1971):
Statistical Method in Biological TAssays. T3.TFleiss Joseph L.,Levin Bruce & Paik
Myunghee Cho T(2003): Statistical Methods for Rates and Proportions T
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1. The Evaluation of Screening Tests TFleiss,Levin & Paik T1-15 T2. TComparative
Studies: Cross-TSectional, Naturalistic, or TMultinomial Sampling TFleiss,Levin &
Paik T95-140 T3. TComparative Studies: Prospective Tand Retrospective Sampling
TFleiss,Levin & Paik .144-157 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. The Analysis of Data from Matched
TSamples TFleiss,Levin & Paik T373-403 T5. TDirect Assays T
TFinney T21-57 T6. TQuantitative Dose- Response TRelationships TFinney T58-75 T
T7. TParallel Line Assays TFinney T99-117 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .8. TEfficiency, Reliability and Sensitivity
TFinney T164-186 T9. TSlope Ration Assays TFinney T187-213 T10. TRepeated
Measures, Introduction TDavis T1-12 T11. TUnivariate Methods TDavis T15-28 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .12. TNormal Theory Methods: TUnstructured
Multivariate Approach TDavis T45-54 T13. TNormal-Theory Methods: TMultivariate
Analysis Variance TDavis T73-82 T14. TNormal-Theory Methods : Repeated TMeasures
ANOVA TDavis T103-109 TReference Books: T1.TDavis Charles S.(2002): Statistical
Methods for the TAnalysis of Repeated Measurements. T2.TFinney D.J. (1971):
Statistical Method in Biological TAssays. T3.TFleiss Joseph L.,Levin Bruce & Paik
Myunghee Cho T(2003): Statistical Methods for Rates and Proportions T
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.
.
OPTIONAL PAPER: PAPER VIII: (4) CLINICAL RESEARCH .
T
T
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TBackground and Basic Concepts, TPhase I and II Clinical
Trials T
TFieller TZhang T
T7-20 T18-48 T2. TBasic Trial Analysis TPhase III Clinical Trials TFieller TZhang
T21-38 T35-48 T3. TRandomization TFieller TZhang T39-54 T49-73 T
TUnit 2 . (15 Lectures) TBooks .Pg.No. .4. TProtocol Deviations TSome Additional
Issues in Phase TIII Clinical Trials TFieller T
TZhang T55-62 T
T74-80 T5. TSize of the Trial TSample Size Calculations TFieller TZhang T63-78
T81-95 T
TUnit 3 . (15 Lectures) TBooks .Pg.No. .6. TMultiplicity and Interim Analysis
TComparing More Than Two Treatments TFieller T
TZhang T79-112 T
T96-117 T7. TCrossover Trials TCausality, Non.compliance and TIntent-to-treat
TFieller T
TZhang T113-132 T
T118-130 T8. TCombining Trials TSurvival Analysis in Phase III TClinical Trials
TFieller T
TZhang T133-146 T
T131-163 T
TUnit 4 . (15 Lectures) TBooks .Pg.No. .9. TBinary Response Data TEarly stopping
of Clinical Trials TFieller TZhang T147-166 T164-193 T10. TComparing Methods of
TMeasurements T
TFieller T
T167-175 TReference Books: T1.TDr. Fieller Nick(2007): Medical Statistics:
Clinical Trials T2. Zhang Daowen (2007): Statistical Principles of Clinical Trials
T(Lecture Notes) T
TRecommended Books: .
1.TWang Duolao, Bakhai Ameet: Clinical Trials - A Practical TGuide to Design,
Analysis, and Reporting: . T
T2.TGood Phillip I. (2006):- A Manager�s Guide to the Design Tand Conduct of
Clinical Trials. T
T1. TBackground and Basic Concepts, TPhase I and II Clinical Trials T
TFieller TZhang T
T7-20 T18-48 T2. TBasic Trial Analysis TPhase III Clinical Trials TFieller TZhang
T21-38 T35-48 T3. TRandomization TFieller TZhang T39-54 T49-73 T
TUnit 2 . (15 Lectures) TBooks .Pg.No. .4. TProtocol Deviations TSome Additional
Issues in Phase TIII Clinical Trials TFieller T
TZhang T55-62 T
T74-80 T5. TSize of the Trial TSample Size Calculations TFieller TZhang T63-78
T81-95 T
TUnit 3 . (15 Lectures) TBooks .Pg.No. .6. TMultiplicity and Interim Analysis
TComparing More Than Two Treatments TFieller T
TZhang T79-112 T
T96-117 T7. TCrossover Trials TCausality, Non.compliance and TIntent-to-treat
TFieller T
TZhang T113-132 T
T118-130 T8. TCombining Trials TSurvival Analysis in Phase III TClinical Trials
TFieller T
TZhang T133-146 T
T131-163 T
TUnit 4 . (15 Lectures) TBooks .Pg.No. .9. TBinary Response Data TEarly stopping
of Clinical Trials TFieller TZhang T147-166 T164-193 T10. TComparing Methods of
TMeasurements T
TFieller T
T167-175 TReference Books: T1.TDr. Fieller Nick(2007): Medical Statistics:
Clinical Trials T2. Zhang Daowen (2007): Statistical Principles of Clinical Trials
T(Lecture Notes) T
TRecommended Books: .
1.TWang Duolao, Bakhai Ameet: Clinical Trials - A Practical TGuide to Design,
Analysis, and Reporting: . T
T2.TGood Phillip I. (2006):- A Manager�s Guide to the Design Tand Conduct of
Clinical Trials. T
T
T
T3.TFriedman Lawrence M., Furberg Curt D., DeMets David TL.(1998) Fundamentals of
Clinical Trials .
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.4.TMulay Marilyn (2001):A Step-By-Step Guide to Clinical Trials. T
T
T5.TWalker, Glenn A. (2002):-Common Statistical Methods for TClinical Research:
with SAS Examples T
T6.TCleophas, Ton J.M.(2006):-Statistics Applied to Clinical Trials 3rd Edition] T

T7.TChow Shein-Chung, Liu Jen-Pei (2004):Design and TAnalysis of Clinical Trials:


Concepts and Methodologies.] T
.8.TChow Shein-Chung, Shao Jun, Wang Hansheng (2003):- TSample Size Calculations
in Clinical Research .
.
.9.TWhitehead Anne (2003):-Meta-Analysis of Controlled TClinical Trials T
T10.TLeandro, Gioacchino (2005):-Meta-analysis In Medical TResearch: The Handbook
for the Understanding and TPractice of Meta-Analysis T
T11.TJones Byron (2003):- Design and Analysis of Cross-Over Trials.] T
T12.TPatterson, Scott, Jones Byron (2005):-Bioequivalence And TStatistics in
Clinical Pharmacology T
T
T13.TAnalysis of Clinical Trials Using Sas: A Practical Guide: TDmitrienko, Alex;
Molenberghs, Geert; Chuang-Stein, TChristy; Offen, Walter. [2005, Sas Inst] T
T14.TKimko, Hui C, Duffull Stephen B.(2002):-Simulation for TDesigning Clinical
Trials: A Pharmacokinetic-TPharmacodynamic Modeling Perspective .
.
.15.TCody Ron (2007): Learning SAS by Example: A TProgrammer�s Guide. T
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OPTIONAL PAPER: PAPER VIII: (5) CONTINGENCIES .
.
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. The Mathematics of Compound TInterest TGerber T1-14 T2. The
Future Lifetime of a Life Aged TGerber T15-22 T3. TLife Insurance .GerberT23-34 .
TLife Annuities TGerberT35-48 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. TNet Premiums TGerberT49-58 T5. TNet
Premium Reserves .GerberT59-74 .
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. TMultiple Decrements TGerberT75-82 T7. T
Multiple Life Insurance .GerberT83-92 .8. The Total Claim Amount in a TPortfolio .
GerberT93-102 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .9. TExpense Loading TGerber T103-108 T10.
TEstimating Probabilities of Death TGerber T109-118 T
T
TReference Books: T1.TGerber Hans U. (1997) Third Edition: Life Insurance
TMathematics. T
T
TRecommended Books: T
T1.TBooth Philip, Chadburn, Robert, Haberman Steven, James TDevi, Khorasanee Zaki,
Plumb Robert H., Rickay Zen Ben T(2004) :- Modern actuarial theory and practice
2nd edition T
T2.TCT-5 Lecture Notes: UK Institute Actuaries Core Reading for TSubject CT5
Contingencies. T
T3.TPromislow S. David (2006) Fundamentals of acturial Tmathematics. T
T
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1. The Mathematics of Compound TInterest TGerber T1-14 T2. The Future Lifetime of
a Life Aged TGerber T15-22 T3. TLife Insurance .GerberT23-34 .
TLife Annuities TGerberT35-48 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. TNet Premiums TGerberT49-58 T5. TNet
Premium Reserves .GerberT59-74 .
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. TMultiple Decrements TGerberT75-82 T7. T
Multiple Life Insurance .GerberT83-92 .8. The Total Claim Amount in a TPortfolio .
GerberT93-102 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .9. TExpense Loading TGerber T103-108 T10.
TEstimating Probabilities of Death TGerber T109-118 T
T
TReference Books: T1.TGerber Hans U. (1997) Third Edition: Life Insurance
TMathematics. T
T
TRecommended Books: T
T1.TBooth Philip, Chadburn, Robert, Haberman Steven, James TDevi, Khorasanee Zaki,
Plumb Robert H., Rickay Zen Ben T(2004) :- Modern actuarial theory and practice
2nd edition T
T2.TCT-5 Lecture Notes: UK Institute Actuaries Core Reading for TSubject CT5
Contingencies. T
T3.TPromislow S. David (2006) Fundamentals of acturial Tmathematics. T
T
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OPTIONAL PAPER: PAPER VIII: (6) DATA MINING .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TData Preprocessing ,Databases, TData Warehouses, and OLAP,
TFeature Extraction and selection TMethods, Discretization Methods, TCios,
Pedeycz, TSwiniarski T&Kurgan T93-254 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .2. TMethods for constructing Data TModels :
Unsupervised learning ..
Clustering, Association Rules, TStatistical Methods, Decision Trees,Rules
Algorithms,and Their THybrids, Neural Networks, Text Tmining TCios, Pedeycz,
TSwiniarski T&Kurgan T255-467 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .3. TData Model AssessmentT. TCios, Pedeycz,
TSwiniarski T&Kurgan T467-486 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .4. TData security and Privacy Issues TCios,
Pedeycz, TSwiniarski T&Kurgan T487-501 TReference Books: T1. Cios Krzysztof J.,
Pedeycz Witold, Swiniarski Roman W. and TKurgan Lukasz A. (2007): Data mining : A
knowledge TDiscovery Approach.TRecommended Books: T1.TBerson, A. and Smith, S.J.
(1997):- Data Warehousing, Data TMining, and OLAP. T2.TBreiman, L., Friedman,
J.H., Olshen, R.A. and Stone, C.J. T(1984):- Classification and Regression Trees.
T3.THan,J. and Kamber.M. (2000):- Data Mining; Concepts and Techniques.
T4.TMitchell, T.M. (1997). Machine Learning. T
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1. TData Preprocessing ,Databases, TData Warehouses, and OLAP, TFeature Extraction
and selection TMethods, Discretization Methods, TCios, Pedeycz, TSwiniarski
T&Kurgan T93-254 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .2. TMethods for constructing Data TModels :
Unsupervised learning ..
Clustering, Association Rules, TStatistical Methods, Decision Trees,Rules
Algorithms,and Their THybrids, Neural Networks, Text Tmining TCios, Pedeycz,
TSwiniarski T&Kurgan T255-467 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .3. TData Model AssessmentT. TCios, Pedeycz,
TSwiniarski T&Kurgan T467-486 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .4. TData security and Privacy Issues TCios,
Pedeycz, TSwiniarski T&Kurgan T487-501 TReference Books: T1. Cios Krzysztof J.,
Pedeycz Witold, Swiniarski Roman W. and TKurgan Lukasz A. (2007): Data mining : A
knowledge TDiscovery Approach.TRecommended Books: T1.TBerson, A. and Smith, S.J.
(1997):- Data Warehousing, Data TMining, and OLAP. T2.TBreiman, L., Friedman,
J.H., Olshen, R.A. and Stone, C.J. T(1984):- Classification and Regression Trees.
T3.THan,J. and Kamber.M. (2000):- Data Mining; Concepts and Techniques.
T4.TMitchell, T.M. (1997). Machine Learning. T
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.
.
OPTIONAL PAPER: PAPER VIII: (7) FINANCIAL MATHEMATICS .
T
T
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. Theory of interest rates,Basic TCompound Interest
function,Nomial Trates of interest :annuities payable Tpth ly, TMcCutcheon and
TScott T10-85 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .2. TDiscounted cash flow, capital
Tredemption policies TMcCutcheon and TScott T86-144 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .3. The valuation of securities, Capital
Tgains tax,Cumulative sinking funds TMcCutcheon and TScott T145-229 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .4. TYield curves, discounted mean Tterms,
matching and immunization, TConsumer credit,an introduction to Tstochastic
interest rate models TMcCutcheon and TScott T
230-298 T
T
T
TReference Books: T1.TMcCUTCHEON J. J and Scott W.F.(2005): An Introduction to the
TMathematics of Finance. T
TRecommended Books: T
T1.TCT-1 TLecture TNotes: TUK TInstitute TActuaries TCore TReading Tfor TSubject
CT1 Contingencies. T2.TChan TWai-Sum, Tse TYius-Kiren: TFinancial Tand TActurial
Tmathematics T3.TMc-cuttheon J. J. and Scott W. F.: Introduction to math Finance
TCases (step by step). T
T
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1. Theory of interest rates,Basic TCompound Interest function,Nomial Trates of
interest :annuities payable Tpth ly, TMcCutcheon and TScott T10-85 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .2. TDiscounted cash flow, capital
Tredemption policies TMcCutcheon and TScott T86-144 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .3. The valuation of securities, Capital
Tgains tax,Cumulative sinking funds TMcCutcheon and TScott T145-229 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .4. TYield curves, discounted mean Tterms,
matching and immunization, TConsumer credit,an introduction to Tstochastic
interest rate models TMcCutcheon and TScott T
230-298 T
T
T
TReference Books: T1.TMcCUTCHEON J. J and Scott W.F.(2005): An Introduction to the
TMathematics of Finance. T
TRecommended Books: T
T1.TCT-1 TLecture TNotes: TUK TInstitute TActuaries TCore TReading Tfor TSubject
CT1 Contingencies. T2.TChan TWai-Sum, Tse TYius-Kiren: TFinancial Tand TActurial
Tmathematics T3.TMc-cuttheon J. J. and Scott W. F.: Introduction to math Finance
TCases (step by step). T
T
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OPTIONAL PAPER: PAPER VIII: (8) GENETICS .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TBasic Terms and Definitions in TGenetics and Concepts
TElandt-Johnson T1-9,33-T35,39-52 T2. TEquilibrium Laws in Panimictic TPopulations
TElandt-Johnson T57-75 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TGenotype Distributions for Relatives
Tin Randomly Mating Populations TElandt-Johnson T122-149 T4. TInbreeding and
Nonrandom Mating TElandt-Johnson T196-234 T5. TNatural Selection and Mutation
TElandt-Johnson T240-275 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. THuman Blood Groups TElandt-Johnson
T391-415 T7. TAutosomal Linkage in Experimental TPopulations TElandt-Johnson T421-
435 T8. TStatistically Equivalent Models of TInheritance. TElandt-Johnson T439-453
T
TUnit 4 . (15 Lectures) TBooks .Pg.No .9 TSegregation Ratios in Families. TSimple
Modes of Inheritance TElandt-Johnson T458-492 T10. TPath Analysis TB. L. Agarwal
TS. P. Agarwal T22-42 T
T11. THeritability and Repeatability TB. L. Agarwal TS. P. Agarwal T43-83 T
.
Reference Books: T
T1.Elandt-Johnson Regina C.(1971): Probability Models and T T T
T Statistical Methods in Genetics.
2. Agarwal B. L. and Agarwal S. P.(2007):Statistical Analysis of T
Quantitative Genetics. TRecommended Books: T
T1.TKempthome, O.(1957): An Introduction to Genetic Statistics. T
T2.TLi, C. C.,(1955): Population Genetics, Chicago University Press. T
T3.TEwens, W.J. (1979) Mathematical Population Genetics . T
T4.TNagilaki, T. (1992) Introduction to Theoretical Population Genetics T
T5.TDurbin, R., Eddy, S.R., Krogh, A. and Mitchison,G. (1998) TBiological Sequence
Analysis: Probabilistic Models of Proteins and TNucleic Acids. T
T
1. TBasic Terms and Definitions in TGenetics and Concepts TElandt-Johnson T1-9,33-
T35,39-52 T2. TEquilibrium Laws in Panimictic TPopulations TElandt-Johnson T57-75
T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TGenotype Distributions for Relatives
Tin Randomly Mating Populations TElandt-Johnson T122-149 T4. TInbreeding and
Nonrandom Mating TElandt-Johnson T196-234 T5. TNatural Selection and Mutation
TElandt-Johnson T240-275 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. THuman Blood Groups TElandt-Johnson
T391-415 T7. TAutosomal Linkage in Experimental TPopulations TElandt-Johnson T421-
435 T8. TStatistically Equivalent Models of TInheritance. TElandt-Johnson T439-453
T
TUnit 4 . (15 Lectures) TBooks .Pg.No .9 TSegregation Ratios in Families. TSimple
Modes of Inheritance TElandt-Johnson T458-492 T10. TPath Analysis TB. L. Agarwal
TS. P. Agarwal T22-42 T
T11. THeritability and Repeatability TB. L. Agarwal TS. P. Agarwal T43-83 T
.
Reference Books: T
T1.Elandt-Johnson Regina C.(1971): Probability Models and T T T
T Statistical Methods in Genetics.
2. Agarwal B. L. and Agarwal S. P.(2007):Statistical Analysis of T
Quantitative Genetics. TRecommended Books: T
T1.TKempthome, O.(1957): An Introduction to Genetic Statistics. T
T2.TLi, C. C.,(1955): Population Genetics, Chicago University Press. T
T3.TEwens, W.J. (1979) Mathematical Population Genetics . T
T4.TNagilaki, T. (1992) Introduction to Theoretical Population Genetics T
T5.TDurbin, R., Eddy, S.R., Krogh, A. and Mitchison,G. (1998) TBiological Sequence
Analysis: Probabilistic Models of Proteins and TNucleic Acids. T
T
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OPTIONAL PAPER: PAPER VIII: (9) NON-PARAMETRIC INFERENCE .
.
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TLinear rank statistics and the Tgeneral two sample problem
TGibbons T281-295 T2. TLinear rank tests for location Tproblems TGibbons T296-318
T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TLinear rank tests for scale problem
TGibbons T319-352 T4. Tests of equality of independent Tsamples TGibbons
THollander and TWolfe T353-398 T189-269 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TMeasure of association in Multiple
TClassification TGibbons T450-493 T6. TAsymptotic relative efficiency TGibbons
T494-519 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .7. TAnalysis of Count data TGibbons T520-
551 T8. TRegression Problem THollander and TWolfe T415-457 T
.
.
Reference Books: T1.TGibbons J.D., Chakrabarti S. 2007): Nonparametric Statistical
TInference. 4th edition T2.THollander Myles(1999): Nonparametric Statistical
Methods T T3. Wolfe Douglas A.(1999): Nonparametric Statistical MethodsT
T
TRecommended Books: T
T1.TDaniel W. W. (1990): Applied Nonparametric Statistics, 2nd ed. T2. Ghosh J.
K.and Ramamoorthi R. V. (2003): Bayesian TNonparametric3. Hollandor M.and Wolfe D.
A. (1973): Non-parametric Statistical TInference.T4. Lehman E. L.
(1975):Nonparametric Statistical Methods Based on TRanksT5. Randles R. H. and
Wolfe D. A. (1979): Introduction to the Theory Tof Nonparametric StatisticsT6.
TSprent P.(1989): Applied Nonparametric Statistical Methods. T
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1. TLinear rank statistics and the Tgeneral two sample problem TGibbons T281-295
T2. TLinear rank tests for location Tproblems TGibbons T296-318 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TLinear rank tests for scale problem
TGibbons T319-352 T4. Tests of equality of independent Tsamples TGibbons
THollander and TWolfe T353-398 T189-269 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TMeasure of association in Multiple
TClassification TGibbons T450-493 T6. TAsymptotic relative efficiency TGibbons
T494-519 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .7. TAnalysis of Count data TGibbons T520-
551 T8. TRegression Problem THollander and TWolfe T415-457 T
.
.
Reference Books: T1.TGibbons J.D., Chakrabarti S. 2007): Nonparametric Statistical
TInference. 4th edition T2.THollander Myles(1999): Nonparametric Statistical
Methods T T3. Wolfe Douglas A.(1999): Nonparametric Statistical MethodsT
T
TRecommended Books: T
T1.TDaniel W. W. (1990): Applied Nonparametric Statistics, 2nd ed. T2. Ghosh J.
K.and Ramamoorthi R. V. (2003): Bayesian TNonparametric3. Hollandor M.and Wolfe D.
A. (1973): Non-parametric Statistical TInference.T4. Lehman E. L.
(1975):Nonparametric Statistical Methods Based on TRanksT5. Randles R. H. and
Wolfe D. A. (1979): Introduction to the Theory Tof Nonparametric StatisticsT6.
TSprent P.(1989): Applied Nonparametric Statistical Methods. T
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OPTIONAL PAPER: PAPER VIII: (10) OPERATIONS RESEARCH .
.
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TLinear programming : Model Tbuilding, Graphical method (To
be Tstudied by students), Simplex Tmethod, Goal Programming. TWinston2 TAlbright T

T2. TSensitivity analysis in LP: Use of Tsensitivity analysis TWinston1 TSection


T5.1 6.3, T6.4 T3. TDual of LP: Forming dual of LP and Tits relation with primal
LP, TEconomic interpretation of dual .
Winston1 T
TWinston1TSections T6.5, 6.7 TSections T6.6, T6.8,6.9 .
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. TData envelopment analysis (DEA): .
Meaning and use of DEA TWinston1: TSection T6.12 T5. Transportation problem:
TFormulation of transportation Tproblem and obtaining solution TWinston1 &
TAlbright T
TWinston2: T
TWinston1: Tsections T7.1 to T7.3 Tsection T5.2 Tsection T7.4 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. TAssignment problem: Formulation of
Tassignment problem and obtaining Tsolution .
Winston1 T
TWinston2 .
section T7.5 Tsection T5.4 .7. TNetwork models: Shortest path Tproblem, Maximum
flow problem, TPERT and CPM, Minimum cost Tnetwork flow problem, Minimum Tspanning
tree problem TWinston1 T
TWinston2 Tsection T8.2 Tsection T5.4 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .8. TAdvanced methods in LP: Revised
Tsimplex method, Column generation Tto solve large scale LPs, Dantzig-TWolfe
decomposition method, TSimplex method for upper bounded Tvariables, Dr. Karmarkars
method .
Winston1 T .9. TSimulation: Discrete event Tsimulation, Monte Carlo simulation,
TSimulation with continuous random Tvariables, Stochastic simulation .
Winston1 T .1. TLinear programming : Model Tbuilding, Graphical method (To be
Tstudied by students), Simplex Tmethod, Goal Programming. TWinston2 TAlbright T
T2. TSensitivity analysis in LP: Use of Tsensitivity analysis TWinston1 TSection
T5.1 6.3, T6.4 T3. TDual of LP: Forming dual of LP and Tits relation with primal
LP, TEconomic interpretation of dual .
Winston1 T
TWinston1TSections T6.5, 6.7 TSections T6.6, T6.8,6.9 .
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. TData envelopment analysis (DEA): .
Meaning and use of DEA TWinston1: TSection T6.12 T5. Transportation problem:
TFormulation of transportation Tproblem and obtaining solution TWinston1 &
TAlbright T
TWinston2: T
TWinston1: Tsections T7.1 to T7.3 Tsection T5.2 Tsection T7.4 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. TAssignment problem: Formulation of
Tassignment problem and obtaining Tsolution .
Winston1 T
TWinston2 .
section T7.5 Tsection T5.4 .7. TNetwork models: Shortest path Tproblem, Maximum
flow problem, TPERT and CPM, Minimum cost Tnetwork flow problem, Minimum Tspanning
tree problem TWinston1 T
TWinston2 Tsection T8.2 Tsection T5.4 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .8. TAdvanced methods in LP: Revised
Tsimplex method, Column generation Tto solve large scale LPs, Dantzig-TWolfe
decomposition method, TSimplex method for upper bounded Tvariables, Dr. Karmarkars
method .
Winston1 T .9. TSimulation: Discrete event Tsimulation, Monte Carlo simulation,
TSimulation with continuous random Tvariables, Stochastic simulation .
Winston1 T .
T
T
T
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T
T
TReference Books: T1.TWinston Wayne L, (1997) - Operations Research applications
and Talgorithms T2.TWinston Wayne L., Albright, Christian S. (2006): Practical
TManagement Science T3.TStevenson, Ozgur :Introduction to Management Science with
TSpreadsheets T4.THillier F. S. and Hillier M. S.:Introduction to Management
TSciencer T
.
Software: T1.TMicrosoft solver for topics 1 to 7 T2.TLINDO (Linear Interactive and
Discrete Optimizer), LINGO for Ttopics 1 to 7 T3.TMicrosoft project for PERT and
CPM T4.TCrystal Ball for simulation T
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OPTIONAL PAPER: PAPER IX: (1) ADVANCED THEORY OF DESIGNS .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TOptimality of Block Designs TShah & SInha T17-61 T2.
TOptimality of Weighing Designs TShah & SInha T141-160 T
TUnit 2 . (15 Lectures) . . .3. Two-Level Fractional Factorial TDesigns TMyers &
TMontgomery T134-182 T4. TProcess Improvement with Steepest TAscent TMyers &
TMontgomery T183-207 T5. TAnalysis of Response Surfaces TMyers & TMontgomery .208-
278 T
TUnit 3 . (15 Lectures) T T T6. TExperiment Designs for fitting TResponse Surfaces
TMyers & TMontgomery .279-400 T7. TResponse Surface Methods and Taguchis Robust
Parameter TDesigns TMyers & TMontgomery .460-534 T
TUnit 4 . (15 Lectures) T . T8 TExperiments With Mistures TMyers & TMontgomery .
535-623 T9 TAnalysis of Mixture Data TCornell T228-289 TReference Books:
T1.TCornell TJohn TA.(1990): TExperiments Twith TMixtures. TDesigns, TModels and
the Analysis of Mixture Data T2.TMyers Raymond H. & Montgomery Douglas C. (1995):
Response TSurface TMethodology. TProcess Tand TProduct TOptimization TUsing
TDesigned Experiments. T3.TShah Kirti R. & SInha Bika K.(1989): Lecture Notes in
Statistics. Theory of Optimal Designs. T
TRecommended Books: T1.TChakrabarti, TM. TC.: TMathematics Tof TDesign Tand
TAnalysis Tof TExperiments T2.TRaghavrao, TD.: TConstruction Tand TCombinatorial
TProblems Tin TDesign of Experiments. T
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1. TOptimality of Block Designs TShah & SInha T17-61 T2. TOptimality of Weighing
Designs TShah & SInha T141-160 T
TUnit 2 . (15 Lectures) . . .3. Two-Level Fractional Factorial TDesigns TMyers &
TMontgomery T134-182 T4. TProcess Improvement with Steepest TAscent TMyers &
TMontgomery T183-207 T5. TAnalysis of Response Surfaces TMyers & TMontgomery .208-
278 T
TUnit 3 . (15 Lectures) T T T6. TExperiment Designs for fitting TResponse Surfaces
TMyers & TMontgomery .279-400 T7. TResponse Surface Methods and Taguchis Robust
Parameter TDesigns TMyers & TMontgomery .460-534 T
TUnit 4 . (15 Lectures) T . T8 TExperiments With Mistures TMyers & TMontgomery .
535-623 T9 TAnalysis of Mixture Data TCornell T228-289 TReference Books:
T1.TCornell TJohn TA.(1990): TExperiments Twith TMixtures. TDesigns, TModels and
the Analysis of Mixture Data T2.TMyers Raymond H. & Montgomery Douglas C. (1995):
Response TSurface TMethodology. TProcess Tand TProduct TOptimization TUsing
TDesigned Experiments. T3.TShah Kirti R. & SInha Bika K.(1989): Lecture Notes in
Statistics. Theory of Optimal Designs. T
TRecommended Books: T1.TChakrabarti, TM. TC.: TMathematics Tof TDesign Tand
TAnalysis Tof TExperiments T2.TRaghavrao, TD.: TConstruction Tand TCombinatorial
TProblems Tin TDesign of Experiments. T
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OPTIONAL PAPER: PAPER IX: (2) CATEGORICAL DATA ANALYSIS .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TModels For Binary Response TVariables, Log Linear Models,
Fitting TLog linear and Logic Models TAlan Agresti T79-200 T
. Unit 2 . (15 Lectures) .Books .Pg.No. .2. TBuilding and Applying Log Linear
TModels, LogLinear-Logit Models for TOrdinal Variables, TAlan Agresti T210-297 T
. Unit 3 . (15 Lectures) .Books .Pg.No. .3. TMultinomial Reponse Models, TModels
for Matched Pairs TAlan Agresti T306-375 T
. Unit 4 . (15 Lectures) .Books .Pg.No. .4. TAnalyzing Repeated Categorical
TResponse Data, Asymptotic Theory Tfor Parametric Models, Estimation Theory for
Parametric Models TAlan Agresti T386-477 T
.
Reference Books:T1.TAgresti Alan(1990): Categorical Data Analysis. T
T
TRecommended Books: T
T1.THosmer D. W. and Lemeshow S. (1989) :Applied Logistic TRegression. T2.TCox D.
R. (1970): The Analysis of Binary Data. T3.TGokhale, D. V. and S. Kullback(1978):
The Information in TContingency Tables. T
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1. TModels For Binary Response TVariables, Log Linear Models, Fitting TLog linear
and Logic Models TAlan Agresti T79-200 T
. Unit 2 . (15 Lectures) .Books .Pg.No. .2. TBuilding and Applying Log Linear
TModels, LogLinear-Logit Models for TOrdinal Variables, TAlan Agresti T210-297 T
. Unit 3 . (15 Lectures) .Books .Pg.No. .3. TMultinomial Reponse Models, TModels
for Matched Pairs TAlan Agresti T306-375 T
. Unit 4 . (15 Lectures) .Books .Pg.No. .4. TAnalyzing Repeated Categorical
TResponse Data, Asymptotic Theory Tfor Parametric Models, Estimation Theory for
Parametric Models TAlan Agresti T386-477 T
.
Reference Books:T1.TAgresti Alan(1990): Categorical Data Analysis. T
T
TRecommended Books: T
T1.THosmer D. W. and Lemeshow S. (1989) :Applied Logistic TRegression. T2.TCox D.
R. (1970): The Analysis of Binary Data. T3.TGokhale, D. V. and S. Kullback(1978):
The Information in TContingency Tables. T
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OPTIONAL PAPER: PAPER IX: (3) ECONOMETRICS .
.
. Unit 1 . (15 Lectures) . . .
Books .Pg.No .1. TLinear Regression Model TGujarati T246-282 T2.
TMulticollinearity TGujarati T283-315 T3. THeteroscedasticity TGujarati T316-352 T

TUnit 2 . (15 Lectures) . T T4. TAutocorrelation TGujarati T353-392 T5. TModel


Specification TGujarati T398-430 T
TUnit 3 . (15 Lectures). T T6. TRegression on Dummy Variables TGujarati T431-466
T7. TRegression on Dummy Dependent TVariable: The LPM, Logit, and Probit TModels
TGujarati T467-504 T8. TAutoregressive and Distributed Lag TModels TGujarati T505-
554 T
TUnit 4 . (15 Lectures).Gujarati T T9. TSimultaneous-Equation Models TGujarati
T555-620 T10 TEndogeneity in Nonparametric TRegression Models, Weakly Dependent
TData TLi and Racine T521-573 TReference Books: T1.TGujarati Damodar N.(1988):
Basic Econometrics Second Edition T2.TQi Li and Jeffrey Scott Racine (2007):
Nonparametric Econometrics T
TRecommended Books: T1.TSnowdon Brian, Vane Howard R.: Modern Macroeconomics: Its
TOrigins, Development And Current State. T2.TBade, Robin; and Michael Parkin
(2001): Foundations of TMicroeconomics. Addison Wesley Paperback. T3.TEaton, B.
Curtis; Eaton, Diane F.; and Douglas W. Allen. (2002): TMicroeconomics.
T4.TAmemiya, T.(1985): Advanced Econometrics. T5.iBerndt, E. R.(1991):The Practice
of Econometrics. i6.TCard, D., and A. Krueger.(1995): Myth and Measurement: The
New iEconomics of the Minimum Wage. T7.iDeGroot, M. H., and M. J. Schervish.
(2002): Probability and TStatistics.. i8.TGoldberger, A. S.(1991): A Course in
Econometrics. T9.TWooldridge, J. M.(2003): Introductory Econometrics.
T10.TGriliches, Z., and Intriligator, M.(1983): Handbook of TEconometrics. Vol 1-
3. T11.TKoopmans, T. C.(1957): Three Essays on the State of Economic TScience.)
T12.TGreene, W. H.(1984): Econometric Analysis. 5th ed. T13.TWhite, H.(1984):
Asymptotic Theory for Econometricians. T1. TLinear Regression Model TGujarati
T246-282 T2. TMulticollinearity TGujarati T283-315 T3. THeteroscedasticity
TGujarati T316-352 T
TUnit 2 . (15 Lectures) . T T4. TAutocorrelation TGujarati T353-392 T5. TModel
Specification TGujarati T398-430 T
TUnit 3 . (15 Lectures). T T6. TRegression on Dummy Variables TGujarati T431-466
T7. TRegression on Dummy Dependent TVariable: The LPM, Logit, and Probit TModels
TGujarati T467-504 T8. TAutoregressive and Distributed Lag TModels TGujarati T505-
554 T
TUnit 4 . (15 Lectures).Gujarati T T9. TSimultaneous-Equation Models TGujarati
T555-620 T10 TEndogeneity in Nonparametric TRegression Models, Weakly Dependent
TData TLi and Racine T521-573 TReference Books: T1.TGujarati Damodar N.(1988):
Basic Econometrics Second Edition T2.TQi Li and Jeffrey Scott Racine (2007):
Nonparametric Econometrics T
TRecommended Books: T1.TSnowdon Brian, Vane Howard R.: Modern Macroeconomics: Its
TOrigins, Development And Current State. T2.TBade, Robin; and Michael Parkin
(2001): Foundations of TMicroeconomics. Addison Wesley Paperback. T3.TEaton, B.
Curtis; Eaton, Diane F.; and Douglas W. Allen. (2002): TMicroeconomics.
T4.TAmemiya, T.(1985): Advanced Econometrics. T5.iBerndt, E. R.(1991):The Practice
of Econometrics. i6.TCard, D., and A. Krueger.(1995): Myth and Measurement: The
New iEconomics of the Minimum Wage. T7.iDeGroot, M. H., and M. J. Schervish.
(2002): Probability and TStatistics.. i8.TGoldberger, A. S.(1991): A Course in
Econometrics. T9.TWooldridge, J. M.(2003): Introductory Econometrics.
T10.TGriliches, Z., and Intriligator, M.(1983): Handbook of TEconometrics. Vol 1-
3. T11.TKoopmans, T. C.(1957): Three Essays on the State of Economic TScience.)
T12.TGreene, W. H.(1984): Econometric Analysis. 5th ed. T13.TWhite, H.(1984):
Asymptotic Theory for Econometricians. T14.TWooldridge, J. M.(2001): Econometric
Analysis of Cross Section Tand Panel Data. T15.TRuud, P.(2000): An Introduction to
Classical Econometric Theory. T
T
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.
.
OPTIONAL .PAPER:PAPER .IX: .(4) .FINANCIAL .STATISTICAL .
ECONOMICS. .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TMechanics of Future Market & THedging Strategies. TJohn C.
Hull T21 -73 T2. T Interest Rate TJohn C. Hull T75-128 T3. .Determination of
Forward and TFuture Prices .
John C. Hull . .
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. TInterest Rate Futures,Swaps TJohn C.
Hull T129-148 T5. T Mechanics of Options Markets .John C. Hull .149-202 .
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. T Properties of Stock Options, Trading
Strategies involving Options .
John C. Hull .205-239 .7. TBinomial Trees, Wiener Procedures Tand Itos Lemma .
John C. Hull .241-279 .
TUnit 4 . (15 Lectures) TBooks .Pg.No .8. The Black-Scholes-Metron Model TJohn C.
Hull .281-310 T9. TBasic Numerical Procedures,Credit TRisk TJohn C. Hull .391-432
T481-505 T10. TMartingales and Measures, Interest TRate Derivatives: the standard
Tmarket models TJohn C. Hull .589-632 .
.
Reference Books: T1.THull John C. (2006): Options , Futures and Other Derivatives
T
6th Edition. T2.TElton Edwin J.and Gruber Martin J(1997): Modern Portfolio T
Theory and Investment Analysis 5th Edition. T3.TPanjer Hary H.(1998): Financial
Economics T
T
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1. TMechanics of Future Market & THedging Strategies. TJohn C. Hull T21 -73 T2. T
Interest Rate TJohn C. Hull T75-128 T3. .Determination of Forward and TFuture
Prices .
John C. Hull . .
TUnit 2 . (15 Lectures) TBooks .Pg.No .4. TInterest Rate Futures,Swaps TJohn C.
Hull T129-148 T5. T Mechanics of Options Markets .John C. Hull .149-202 .
TUnit 3 . (15 Lectures) TBooks .Pg.No .6. T Properties of Stock Options, Trading
Strategies involving Options .
John C. Hull .205-239 .7. TBinomial Trees, Wiener Procedures Tand Itos Lemma .
John C. Hull .241-279 .
TUnit 4 . (15 Lectures) TBooks .Pg.No .8. The Black-Scholes-Metron Model TJohn C.
Hull .281-310 T9. TBasic Numerical Procedures,Credit TRisk TJohn C. Hull .391-432
T481-505 T10. TMartingales and Measures, Interest TRate Derivatives: the standard
Tmarket models TJohn C. Hull .589-632 .
.
Reference Books: T1.THull John C. (2006): Options , Futures and Other Derivatives
T
6th Edition. T2.TElton Edwin J.and Gruber Martin J(1997): Modern Portfolio T
Theory and Investment Analysis 5th Edition. T3.TPanjer Hary H.(1998): Financial
Economics T
T
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OPTIONAL PAPER: PAPER IX: (5) MEASURE THEORY .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TOperation On Sets TDoob THalmos T7-16 T9-15 T2. TClasses Of
Subjects of a Spaces Set-Tfunctions TDoob THalmos T11-36 T16-29 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TMeasure Spaces TDoob THalmos T37-52
T30-48 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .4. TExtension Of Measures THalmos T49-72
T5. TMeasurable Functions TDoob THalmos T53-72 T73-94 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TIntegrations TDoob THalmos T73-102 T95-
136 T
.
Reference Books: T1.TDoob. J.L.(1994) T: Measure Theory, Spring-Verlag T2.THalmos
Paul R (1950) : Measure Theory : Spring-Verlag T
.
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1. TOperation On Sets TDoob THalmos T7-16 T9-15 T2. TClasses Of Subjects of a
Spaces Set-Tfunctions TDoob THalmos T11-36 T16-29 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TMeasure Spaces TDoob THalmos T37-52
T30-48 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .4. TExtension Of Measures THalmos T49-72
T5. TMeasurable Functions TDoob THalmos T53-72 T73-94 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TIntegrations TDoob THalmos T73-102 T95-
136 T
.
Reference Books: T1.TDoob. J.L.(1994) T: Measure Theory, Spring-Verlag T2.THalmos
Paul R (1950) : Measure Theory : Spring-Verlag T
.
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OPTIONAL PAPER: PAPER IX: (6) RISK ANALYSIS .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TClaim Number Process TBeard, Pentikainen T& Pesonen T1-46
T2. TCompound Poisson Process TBeard, Pentikainen T& Pesonen T47-125 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TApplication related one year time Tand
variance as a measure of Tstability TBeard, Pentikainen T& Pesonen T126-182 T4.
TRisk Process with a time span of Tseveral years TBeard, Pentikainen T& Pesonen
T186-257 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TParametric estimation for Non-Tcensored
and censored data TWillian & Briggs T11-42 T6. TCost effective analysis TWillian &
Briggs .43-92 .
TUnit 4 . (15 Lectures) TBooks .Pg.No .7 TPower and Sample Size Tdetermination
TWillian & Briggs T93-116 T8 TCovariate adjustment and Subgroup TAnalysis TWillian
& Briggs T117-144 TReference Books: T1.TWillan Andrew R. & Briggs Andrew H.(2006):
Statistical Analysis of Tcost effectiveness data. T2.TBeard R. E., Pentikainen T.
& Pesonen E.(1984): Risk Theory The TStochastic Basis of Insurance Third Edition T

T T
T
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1. TClaim Number Process TBeard, Pentikainen T& Pesonen T1-46 T2. TCompound
Poisson Process TBeard, Pentikainen T& Pesonen T47-125 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TApplication related one year time Tand
variance as a measure of Tstability TBeard, Pentikainen T& Pesonen T126-182 T4.
TRisk Process with a time span of Tseveral years TBeard, Pentikainen T& Pesonen
T186-257 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TParametric estimation for Non-Tcensored
and censored data TWillian & Briggs T11-42 T6. TCost effective analysis TWillian &
Briggs .43-92 .
TUnit 4 . (15 Lectures) TBooks .Pg.No .7 TPower and Sample Size Tdetermination
TWillian & Briggs T93-116 T8 TCovariate adjustment and Subgroup TAnalysis TWillian
& Briggs T117-144 TReference Books: T1.TWillan Andrew R. & Briggs Andrew H.(2006):
Statistical Analysis of Tcost effectiveness data. T2.TBeard R. E., Pentikainen T.
& Pesonen E.(1984): Risk Theory The TStochastic Basis of Insurance Third Edition T

T T
T
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OPTIONAL PAPER: PAPER IX: (7) STATISTICAL DECISION THEORY.
.Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TDecision Problem TDeGroot T121-154 T2. TConjugate Families
of Distributions TDeGroot T155-189 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TLimiting Posterior Distributions
TDeGroot T190-225 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .4. TSequential Sampling TDeGroot T267-323
T5. TOptimal Stopping TDeGroot .324-384 .
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TSequential Choice of Experiments
TDeGroot T385-439 TReference Books: T1.TDeGroot Morris H.(1970): Optimal
Statistical Decisions TRecommended Books: T1.TBerjer,J(1993): Statistical Decision
Theory and Bayesian Analysis. T2.TGhosh (1991): Sequential Tests of Statistical
Hypothesis T3.TSavage, L.J.(1972): Foundations of Statistics. T
T
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1. TDecision Problem TDeGroot T121-154 T2. TConjugate Families of Distributions
TDeGroot T155-189 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TLimiting Posterior Distributions
TDeGroot T190-225 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .4. TSequential Sampling TDeGroot T267-323
T5. TOptimal Stopping TDeGroot .324-384 .
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TSequential Choice of Experiments
TDeGroot T385-439 TReference Books: T1.TDeGroot Morris H.(1970): Optimal
Statistical Decisions TRecommended Books: T1.TBerjer,J(1993): Statistical Decision
Theory and Bayesian Analysis. T2.TGhosh (1991): Sequential Tests of Statistical
Hypothesis T3.TSavage, L.J.(1972): Foundations of Statistics. T
T
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OPTIONAL PAPER: PAPER IX: (8) STATISTICAL PROCESS CONTROL .
.
.
.Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TProcess and Measurement System TCapability Analysis
TMontgomery T349-402 T2. TCumulative sum and Exponentially TWeighted Moving
Average Control TCharts TMontgomery T405-442 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TOther Univariate Statistical Process
TMonitoringand Control Techniques. TMontgomery T443-506 T4. TMultivariate Process
Monitoring and TControl TMontgomery T507-545 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TEngineering Process Control TMontgomery
T546-568 T6. TProcess Design and Improvement Twith Designed Experiments
TMontgomery T569-638 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .7. TProcess Optimization with Designed
TExperiments TMontgomery T639-672 T8. TRobust Deign and Signal to Noise TRatios
TPhadke T67-128 T
.
Reference Books: T1.TMontgomery Douglas C.(2004) Fourth Edition: Introduction to
TStatistical Quality Control T2.TPhadke Madhav S.(1989): Quality Engineering Using
Robust TDesign T
TRecommended Books: T1.TBowker & Goode (1952): Sampling Inspection by variables.
T2.TBurr, I.(1976): Quality Control Methods. T3.TDuncan(1974): Quality Control and
Industrial Statistics. T4.TGrant,E.L. and LeavenWorth (1996): Statistical Quality
Control. T5.TJohnson and Leone (1977): Statistics and Experimental Design in
TEngineering and Phusical Science. T6.TMadhav Phadake(1986): Quality Engineering
using Robust Design. T7.TOakland John, S. & Followel Roy, F.(1986): Statistical
Process TControl-A Practical Guide. T8.Taguchi, G.(1986) : Introduction to Quality
Engineering. T
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1. TProcess and Measurement System TCapability Analysis TMontgomery T349-402 T2.
TCumulative sum and Exponentially TWeighted Moving Average Control TCharts
TMontgomery T405-442 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TOther Univariate Statistical Process
TMonitoringand Control Techniques. TMontgomery T443-506 T4. TMultivariate Process
Monitoring and TControl TMontgomery T507-545 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TEngineering Process Control TMontgomery
T546-568 T6. TProcess Design and Improvement Twith Designed Experiments
TMontgomery T569-638 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .7. TProcess Optimization with Designed
TExperiments TMontgomery T639-672 T8. TRobust Deign and Signal to Noise TRatios
TPhadke T67-128 T
.
Reference Books: T1.TMontgomery Douglas C.(2004) Fourth Edition: Introduction to
TStatistical Quality Control T2.TPhadke Madhav S.(1989): Quality Engineering Using
Robust TDesign T
TRecommended Books: T1.TBowker & Goode (1952): Sampling Inspection by variables.
T2.TBurr, I.(1976): Quality Control Methods. T3.TDuncan(1974): Quality Control and
Industrial Statistics. T4.TGrant,E.L. and LeavenWorth (1996): Statistical Quality
Control. T5.TJohnson and Leone (1977): Statistics and Experimental Design in
TEngineering and Phusical Science. T6.TMadhav Phadake(1986): Quality Engineering
using Robust Design. T7.TOakland John, S. & Followel Roy, F.(1986): Statistical
Process TControl-A Practical Guide. T8.Taguchi, G.(1986) : Introduction to Quality
Engineering. T
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OPTIONAL PAPER: PAPER IX: (9) STOCHASTIC PROCESS .
.
. Unit 1 . (15 Lectures . . .
. .Books .Pg.No. .1. TStochastic Process some notation. TMedhi T56-68 T2. TMarker
Process with Discrete State TSpace TMedhi T157-192 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TMarker Process- Continuous Time TMarco
Chains TMedhi T192-213 T4. TMarco Process With Continuous TState Space TMedhi
T221-237 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TRenewal Process- Renewal Process Tin
Continuous Time TMedhi TRoss T249-272 T549-569 T6. Time Series TMedhi T340-347 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .7. TMartingales TDurrett T100-120 T8.
TStimulation of Stochastic Process .Ross .613-624 .9. TVariance Reduction
Technique T
.
Ross T624-640 TReference Books: T
T1.Medhi J. (1994) : Stochastic Process Second edition T
T2.Ross S. M. (1993) : Introduction to Probability Models. T
T3. Durrett R. (1999) : Essentials of Stochastic Process. TRecommended Books:
T1.Cox D. R. and Miller H. D. (1965): The Theory of Stochastic TProcess. T2.Karlin
S. and Taylor H. M. (1975): First Course in Stochastic TProcesses second edition.
T
T
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1. TStochastic Process some notation. TMedhi T56-68 T2. TMarker Process with
Discrete State TSpace TMedhi T157-192 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TMarker Process- Continuous Time TMarco
Chains TMedhi T192-213 T4. TMarco Process With Continuous TState Space TMedhi
T221-237 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TRenewal Process- Renewal Process Tin
Continuous Time TMedhi TRoss T249-272 T549-569 T6. Time Series TMedhi T340-347 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .7. TMartingales TDurrett T100-120 T8.
TStimulation of Stochastic Process .Ross .613-624 .9. TVariance Reduction
Technique T
.
Ross T624-640 TReference Books: T
T1.Medhi J. (1994) : Stochastic Process Second edition T
T2.Ross S. M. (1993) : Introduction to Probability Models. T
T3. Durrett R. (1999) : Essentials of Stochastic Process. TRecommended Books:
T1.Cox D. R. and Miller H. D. (1965): The Theory of Stochastic TProcess. T2.Karlin
S. and Taylor H. M. (1975): First Course in Stochastic TProcesses second edition.
T
T
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OPTIONAL PAPER: PAPER IX : (10) SURVIVAL ANALYSIS .
.
. Unit 1 . (15 Lectures) . . .
. .Books .Pg.No. .1. TSurvival distribution Hazard models TSmith TBarlow &
Proschan T1-36 T52-79 T2. TReliability Theory TRoss TBarlow & Proschan TSmith
T499-516 T1-51 T54-72 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TData Plots TSmith T54-72 T4. TCensoring
and life tables TSmith T74-118 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TParametric Survival models under
Tconsuming and fitting Parametric TRegression Models. TBain T98-408 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TRenewal processes TMedhi T243-268 T7.
TOptimum Maintainance Policies TBarlow & Proschan T85-117 T
.
.
Reference Books: T
.1. Barlow R.E. and Proschan F (1965): Mathematcal theory of Treliability T2.
Barlow R.E. and Proschan F(1975): Statistical theory of Treliability and life
testing T3. Ross S. M.(1993): Introduction to Probability Models T4. Smith P.J.
(2002): Analysis of Failure and Survival data T5. Medhi J.(1994): Stochastic
Processes (second edition) T6. Bain L.J. (1978): Statistical Analysis of
Reliability and life Ttesting models. T
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1. TSurvival distribution Hazard models TSmith TBarlow & Proschan T1-36 T52-79 T2.
TReliability Theory TRoss TBarlow & Proschan TSmith T499-516 T1-51 T54-72 T
TUnit 2 . (15 Lectures) TBooks .Pg.No .3. TData Plots TSmith T54-72 T4. TCensoring
and life tables TSmith T74-118 T
TUnit 3 . (15 Lectures) TBooks .Pg.No .5. TParametric Survival models under
Tconsuming and fitting Parametric TRegression Models. TBain T98-408 T
TUnit 4 . (15 Lectures) TBooks .Pg.No .6. TRenewal processes TMedhi T243-268 T7.
TOptimum Maintainance Policies TBarlow & Proschan T85-117 T
.
.
Reference Books: T
.1. Barlow R.E. and Proschan F (1965): Mathematcal theory of Treliability T2.
Barlow R.E. and Proschan F(1975): Statistical theory of Treliability and life
testing T3. Ross S. M.(1993): Introduction to Probability Models T4. Smith P.J.
(2002): Analysis of Failure and Survival data T5. Medhi J.(1994): Stochastic
Processes (second edition) T6. Bain L.J. (1978): Statistical Analysis of
Reliability and life Ttesting models. T
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PAPER .X
Practical -Section .I
Based on Paper VI and Paper VII
Contents of this Section to be covered as given in the Data site and Tcase studies
with help of Statistical Software like SAS, SPSS, MINITAB Tetc. T
T
TPractical -Section .II
TBased on Paper VIII and Paper IX
Contents of this Section to be covered as given in the Data site and Tcase studies
with help of Statistical Software like SAS, SPSS, MINITAB Tetc. TPractical
-Section .III
Student should do a project/ dissertation
TData Site : .
Thttp://www.cmie.com/ - time series data (paid site) Twww.mospi.nic.in /
websitensso.htm (national sample survey site) Twww.mospi.nic.in /cso_test.htm
(central statistical organization) Twww.cenrusindia.net (cenrus of India)
Twww.indiastat.com (paid site on India statistics) Twww.maharashtra.gov.in
/index.php (Maharashtra govt.site) T
www.mospi.gov.in (government of India TSoftware: SAS / SPSS / MINITAB
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