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STATISTICS PAPER I

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STATISTICS

PAPER-I

1. Probability :

Sample space and events, probability measure and probability space, random variable as a measurable function.

distribution function of a random variable, discrete and continuous-type random variable, probability mass function, probability density function, vector-valued random variable, marginal and conditional distributions, stochastic independence of events and of random variables, expectation and moments of a random variable, conditional expectation, convergence of a sequence of random variable in distribution, in probability, in path mean and almost everywhere, their criteria and inter-relations, Chebyshev’s inequality and Khintchine’s weak law of large numbers, strong law of large numbers and Kolmogoroffs theorems, probability generating function, moment generating function, characteristic function, inversion theorem, Linderberg and Levy forms of central limit theorem, standard discrete and continuous probability distributions.

2. Statistical Inference:

Consistency, unbiasedness, efficiency, sufficiency, completeness, ancillary statistics, factorization theorem, exponential family of distribution and its properties, uniformly minimum variance unbiased (UMVU) estimation, Rao Blackwell and Lehmann-Scheffe theorems, Cramer-Rao inequality for single Parameter. Estimation by methods of moments, maximum likelihood, least squares, minimum chisquare and modified minimum chisquare, properties of maximum likelihood and other estimators, asymptotic efficiency, prior and posterior distributions, loss function, risk function, and minimax estimator. Bayes estimators.

Non-randomised and randomised tests, critical function, MP tests, Neyman-Pearson lemma, UMP tests, monotone likelihood ratio: similar and unbiased tests, UMPU tests for single paramet likelihood ratio test and its asymptotic distribution. Confidence bounds and its relation with tests.

Kolmogorov’s test for goodness  of fit and its  consistency, sign test and its optimality. Wilcoxon signedranks test and its consistency, Kolmogorov-Smirnov two sample test, run test, Wilcoxon-Mann-Whitney test and median test, their consistency and asymptotic normality.

Wald’s SPRT and its properties, Oc and ASN functions for tests regarding parameters for Bernoulli, Poisson, normal and exponential distributions. Wald’s fundamental identity.

3. Linear Inference and Multivariate Analysis :

Linear statistical models, theory of least squares and analysis of variance, Gauss-Markoff theory, normal equations, least squares estimates and their precision, test of significance and interval estimates based on least squares theory in oneway, two-way and three-way classified data, regression analysis, linear regression, curvilinear regression and orthogonal polynomials, multiple regression, multiple and partial correlations,  estimation  of  variance  and  covariance  components,  multivariate  normal  distribution,

Mahalanobis’s D2 and Hotelling’s T2 statistics and their applications and properties, discriminant analysis, canonical correlations, principal component analysis.

4. Sampling Theory and Design of Experiments :

An outline of fixed-population and super-population approaches, distinctive features of finite population sampling, propability sampling designs, simple random sampling with and without replacement, stratified random sampling, systematic sampling and its efficacy, cluster sampling, twostage and multi-stage sampling, ratio and regression methods of estimation involving one or more auxiliary variables, two-phase

sampling, probability proportional to size sampling with and without replacement,  the Hansen-Hurwitz and the HorvitzThompson estimators, non-negative variance estimation with reference to the Horvitz-Thompson estimator, non-sampling errors.

Fixed effects model (two-way classification) random and mixed effects models (two-way classification with equal observation per cell), CRD, RBD, LSD and their analyses, incomplete block designs, concepts of orthogonality and balance, BIBD, missing plot technique, factorial experiments and 24 and 32, confounding in factorial experiments, split-plot and simple lattice  designs,  transformation  of  data  Duncan’s  multiple range test.

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