BS Statistics (5th Semester) for affiliated Colleges

Course Titles, Credit Hours and Codes Semester-V to VIII

Course Title Credit Hours New Code

SEMESTER-V
Parametric and Non-Parametric tests (Theory) 3 STAT-301
Parametric and Non-Parametric tests (Practical) 1 STAT-302
Design and Analysis of Experiments (Theory) 3 STAT-303
Design and Analysis of Experiments (Practical) 1 STAT-304
Sampling Techniques (Theory) 3 STAT-305
Sampling Techniques (Practical) 1 STAT-306
Probability Theory (Theory) 3 STAT-307
Probability Theory (Practical) 1 STAT-308
Statistical Computer Packages 2 STAT-309
Semester's Total Credits 18
SEMESTER-VI
Advanced Experimental Design (Theory) 3 STAT-310
Advanced Experimental Design (Practical) 1 STAT-311
Advanced Sampling Techniques (Theory) 3 STAT-312
Advanced Sampling Techniques (Practical) 1 STAT-313
Multivariate Techniques (Theory) 3 STAT-314
Multivariate Techniques (Practical) 1 STAT-315
Probability Distributions (Theory) 3 STAT-316
Probability Distributions (Practical) 1 STAT-317
Fortran Computer Language 2 STAT-318
Semester's Total Credits 18
SEMESTER-VII
Statistical Inference-I (Theory) 3 STAT-401
Statistical Inference-I (Practical) 1 STAT-402
Basic Econometrics (Theory) 3 STAT-403
Basic Econometrics (Practical) 1 STAT-404
C++ Computer Programming Language 3 STAT-405
Research Methodology 2 STAT-406
Time Series Analysis-I (Specialization) 3 STAT-411
Operation Research (Specialization) 3 STAT-412
Semester's Total Credits 19
SEMESTER-VIII
Statistical Inference-II (Theory) 3 STAT-407
Statistical Inference-II (Practical) 1 STAT-408
Applied Econometrics (Theory) 3 STAT-409
Applied Econometrics (Practical) 1 STAT-410
Time Series Analysis-II (Specialization) 3 STAT-413
Multivariate Analysis (Specialization) 3 STAT-414
Total Quality Management (Specialization) 3 STAT-415
Semester's Total Credits 17
 College of Statistical and Actuarial Sciences
University of the Punjab, Q.A. Campus, Lahore
Tel: +92-42-35962612-4 ~ E-mail: [email protected]

BS Statistics (5th Semester) for affiliated colleges

(Semester-V to VIII)
Course Outlines & Books Recommended

Semester-V

Module Code: STAT-301

STAT-302
Module Title:  Parametric and Nonparametric Tests
(Theory) – 3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
1. Tests of hypothesis: parametric methods, Type I and Type II error, pointer of
the test, Z-test, t-test, F-test.
2. Analysis of categorized data. Goodness of fit tests. Homogeneity of variance.
Bartlett test and Cochran test. Contingency tables. Test of independence in
contingency tables. Fisher’s exact test for 2x2 contingency tables, Test for
Homogenty.
3. Non-parametric methods. Chebyshev’s inequality. The sign test. Wilcoxon’s
signed rank test. Mann-Whitney U test. Median test. Run test. Kolmogrorov-
Smirnov test. Kruskal-Wallis test. Median test for k-samples. Friedman’s test.
4. Sequential test. Test for proportion. Operating characteristic (OC) function.
Average sample number (ASN) function. Test for standard deviation.

Books Recommended
1. Dixon, W.J., and Massey, F.J. “Introduction to Statistical Analysis” McGraw-Hill
Company, New York, Fourth Edition, 1979.
2. Steel, R.G.D. and Torrie, J.H. “Introduction to Statistical Analysis” McGrow-Hill
Book Company, New York, Second Edition, 1980.

Reference Books
1. Larson, H.J. “Introduction to Probability Theory and Statistical Inference” John
Wiley and Sons, New York, Third Edition, 1982.
2. Wilcox, Rand R. “Fundamentals of modern Statistical methods”, Springer N.Y.
2001.
3. Vaidyanathan, M. “Latest Statistical Methods”, S. Chand and Company, New
Delhi, 2001.
4. Aggarwal, Y.P. “Statistical Methods” Sterling publisher, New Delhi, 1998.

1
Module Code: STAT-303
STAT-304
Module Title:  Design and Analysis of Experiments
(Theory) – 3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics
Course Outline
1. Concept of experiment. Planning of experiment. Design of experiment and its
terminology. Principles of experimental designs. Analysis of Variance (ANOVA).
Inference about means after ANOVA. Multiple comparison tests: LSD test,
Duncan’s test, Tukey’s test, Orthogonal contrast test, Scheffe’s Test,
Transformations.
2. Layout and analysis of Completely Randomized, Randomized Complete Block,
Latin Square and Graeco-Latin Square designs. Estimation of missing
observations. Relative efficiency of these designs. Fixed, Random and Mixed
effect models. Expected mean squares deviations. Partitioning of treatment and
error SS. Orthogonal Polynomials.
3. Covariance analysis for Completely Randomized, Randomized Complete Block
and Latin Square designs; single and double covariates.
Books Recommended
1. Cochran, W.C. and Cox, G.M. “Experimental Design” John Wiley and Sons,
New York, Second Edition, 1957.
2. Montgomery, D.C. “The Design and Analysis of Experiments”. John Wiley and
Sons, New York, Fourth Edition, 1997.
3. John, J.A. and Quenoville, M.H. “Experiments and Analysis of Experiments”,
Charles Griffin & Co. London, Second Edition, 1977.

Reference Books
1. Kempthorone, O. & Hin Kelmann, K. “Design and Analysis of Experiments,
Vol.1”, John Wiley and Sons, New York, 1994.
2. Barker, T.B. “Quality by Exp. Design”, Second Edition, 1994, Marcel Dekker,
Inc. New York.
3. Boniface, D.R., “Experiment Design and Statistical Methods for Behavioural and
Social Research”, Champman & Hall, London, First Edition, 1995.
4. Ostle, B. and Mensing, R.W. “Statistics in Research” The lowa State University
Press, New York, Second Edition, 1971.
5. Winer, B.J. “Statistical principles in Experimental Design”, McGraw-Hill Book
Company, New York, Second Edition, 1971.
6. Federer, W.T. “Experimental Design”. Macmillan Company, New York, 1955.
7. Graybill, F.A. “An Introduction to Linear Statistical Models Vol.1”, McGraw Hill
Book Company, New York, 1961.
8. Heath, D. “An Introduction to Experimental Design and Statistics for Biology”,
UCI Press, London, Second Edition, 1996.
9. Clewer, Alan, G. “Practical Statistics and Experimental Design for Plant and
Crop Science”, Wiley, N.Y., 2001.
10. Quinn Gerry, P. “Exp. Design and Data Analysis for Biologists”, Camb. Press,
Cambridge, 2002.
11. JeffWu, C.F. “Experimental: Planning Analysis”, Wiley N.Y., 2002.
12. Kuehl, R.O., “Design of Experiments: Statistical principles of research design
and analysis” Duxbury, Boston, 2000.

2
Module Code: STAT-305
STAT-306
Module Title:  Sampling Techniques
(Theory) – 3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
1. Sampling and non-sampling errors and their sources. Non-response and their
sources. Bias and sources of bias. Probability and Non-probability samples.
2. Simple random sampling. Estimation of mean, total, proportion and variance
Confidence limits, Determination of sample size. Inverse Sampling.
3. Stratified random sampling. Estimation of mean, total, proportion and variance.
Arbitrary, proportional and optimum allocations and their comparisons.
Determination of sample size. Effect of deviation from optimum allocation.
Controlled and two way selection. Gain in precision in stratified sampling as
compared with simple random sampling. Construction of strata.
4. Systematic sampling. Estimation of mean, total and variance. Systematic
sampling under stratification. Comparison of systematic, stratified and random
sampling for population with linear trend. Population in random order. Periodic
variations.

Books Recommended
1. Cochran, W.G. “Sampling Techniques” John Wiley and Sons, New York, Third
Edition, 1977.
2. Raj. D., “Sampling Theory” Mc-Graw-Hill Book Company, New York, 1971.
3. Singh, D. Chaudhry F.S. “Theory and Analysis of Sample Survey Designs”,
Wiley Eastern Limited, New Dehli, India, 1986.

Reference Books
1. Fuller, Wayne A. “Sampling Statistics” John Wiley and Sons, New Jersey, 2009.
2. Brewer, K. “Combined Survey Sampling Inference” Oxford University Press,
New York, 2002.
3. Raj, D. “Design of Sample Survey” Mc-Graw-Hill Book Company, New York,
1971.
4. Kish, L. “Survey Sampling” John Wiley and Sons, New York, 1965.
5. Som, R.K. “A Manual of Sampling Techniques” Heinemaan Educational Books
Limited, London, 1973.
6. Sukhatme, P.V. and Sukhatme, B.V., Sukhatme, S. and Asok, C. “Sampling
Theory of Surveys with Applications” Iowa State University Press, Ames, IOWA.
Third Edition, 1984.

3
 Module Code: STAT-307
STAT-308
Module Title:  Probability Theory (Theory) – 3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
Probability. Kinds of probability. Conditional probability and independence. Total
probability and Bayes theorem. Random variables. Distribution function, probability
function and probability density function. Moments, factorial moments and
cumulants. Probability generating function. Moments generating function. Cumulant
generating function. Chebyshev inequality, Univariate distributions: Discrete uniform,
binomial, hyper-geometric, multinomial, Poisson, geometric, negative binomial
distributions.

Books Recommended
1. Hogg. R.V. and Craig, A.T., “Introduction to Mathematical Statistics” Prentice-
Hall International, Inc. Engle Wood Cliffs, N.T., Fifth Edition, 1995.
2. Mood, A.M., Graybill, F.A. and Bloes, D.C. “Introduction to the Theory of
Statistics “McGraw-Hill Book Company, New York, Third Edition, 1974.

Reference Books
1. J. Susan Milton and Jesse C. Arnold, “Introduction to probability and statistics”,
McGraw Hill, 2003.
2. Sheldon, M. Ross, “Introduction to probability modes”, Academic press, 2003.
3. Dudewicz, E.J. and Misra, S.N. “Modern Mathematical Statistics” John Wiley
and Sons, New York, 1988.
4. Hogg. R.V. and Tanis, E.A. “Probability and Statistical Inference” McMillan
Publishing Company, New York, Forth Edition, 1993.
5. Stuart, A. and Ord, J.K. “Kendall’s Advanced Theory of Statistics Vol.-I” Edward
Arnold, London, Sixth Edition, 1994.

4
 Module Code: STAT-309
Module Title:  Statistical Computer Packages 2 Credit Hours
(Paper: Theory & Practical equal marks)
Name of Scheme: BS Statistics

Course Outline
Introduction to Computer and Windows, Introduction to SPSS, Starting SPSS, How
to exit from SPSS, Different windows in SPSS, Data Entry in SPSS: Defining a
variable, Entering data, Saving data file, Defining Value Labels, Computing
frequencies, Computing the new variables, Selection of cases, Defining Date
Variable, Defining weights variable, Recoding and categorizing the existing
variables, Categorizing the variables, Ranking the cases, Defining the missing
values, Replacing the missing values, Creating a time series, Exploring the variable.
Finding descriptive statistics, Editing Output., Cross tabulation and measures of
association, Entering a Cross-tabulated data, Graphs for variables and cross-
tabulated variables, Merging and Splitting files, Bar Chart, Pie Chart, Histogram, and
Historigram.
Box plot, P-P plot, Q-Q plot, One sample t-test, Independent Samples t-test, Paired
samples t-test, Parametric statistical inference (one sample, Two sample, More than
two sample).
Scatter Diagram, Correlation, Partial Correlation, and Regression Analysis: Simple
and Multiple regressions, Non-Parametric Tests, Test of inference about proportions
(one & several), Computing probability distribution and distribution functions.

Recommended Books:
1. Discovering Statistics by using SPSS. 3rd ed. Any Field.
2. Ho, Robert (2006), Handbook of Univariate and Multivariate Data Analysis and
Interpretation with SPSS, Chapman and Hall/CRC.
3. Kirkpatrick, L.A. and Feeney, B.C. (2001), A Simple Guide to SPSS for
Windows, Wadsworth: Thompson Learning.
4. George, D. and Mallery, P. (1999), SPSS for Windows: Step by Step, Allyn and
Bacon.
5. Brace, N., Kemp, R. and Snelgar, R. (2003), SPSS for Psychologists: 2nd
Edition, Palgrave and Macmillan.
6. Statistics for researchers.

5
 Semester-VI

Module Code: STAT-310

STAT-311
Module Title:  Advanced Experimental Design
(Theory) – 3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
1. Factorial experiments and its advantages. pxq Factorial in Randomized
Complete Block designs. 2nd series Factorial experiments. Linear and
quadratic components of main effects and interactions. 3rd series Factorial
experiments.
2. Confounding, its types and its advantages. Complete and partial confounding in
2nd series.
3. Fractional replication. Quasi-Latin squares.
4. Split-plot designs and Split-split plot designs.
5. Balanced incomplete and Partially Balanced incomplete block designs.
Comparison of Incomplete Block design with Randomized Complete Block
design. Youden Squares.
Books Recommended
1. Cochran, W.C. and Cox, G.M. “Experimental Design”, John Wiley and Sons,
New York, Second Edition, 1957.
2. Montgomery, D.C. “The Design and Analysis of Experiments”, John Wiley and
Sons, New York, Fourth Edition, 1997.
3. John, J.A. and Quenoville, M.H. “Experiments Design and Analysis”, Second
Edition, Charles Griffin & Co. London, 1977.

Reference Books
1. Kempthorone, O. & Hin Kelmann, K. “Design and Analysis of Experiments,
Vol.1”, John Wiley and Sons, New York, 1994.
2. Barker, T.B. “Quality by Exp. Design”, Marcel Dekker, Inc. New York, Second
Edition, 1994.
3. Boniface, D.R., “Experiment Design and Statistical Methods for Behavioural and
Social Research”, Chapman & Hall, London. First Edition, 1995.
4. Ostle, B. and Mensing, R.W. “Statistics in Research”, The lowa State University
Press, Third Edition, 1975.
5. Winer, B.J. “Statistical Principles in Experimental Design”. McGraw-Hill Book
Company, New York, Second Edition, 1971.
6. Federer, W.T. “Experimental Design”, Macmillan Company, New York, 1955.
7. Graybill, F.A. “An Introduction to Linear Statistical Models, Vol.1” McGraw Hill
Book Company, New York, 1961.
8. Heath, D. “An Introduction to Experimental Design and Statistics for Biology”,
UCI Press, London, second edition, 1996.
9. Clewer, AlanG, “Practical Statistics and Experimental Design for Plant and Crop
Science”, Wiley N.Y., 2001.
10. Quinn Gerry P, “Exp. Design and Data Analysis for Biologists” Camb. Press,
Cambridge, 2002.
11. JeffWu, C.F. “Experimental: Planning Analysis”, Wiley, New York, 2002.
12. Kuehl, R.O. “Design of experiments: Statistical principles of research design
and analysis” Duxbury, Boston, 2000.

6
 Module Code: STAT-312
STAT-313
Module Title:  Advanced Sampling Techniques
(Theory) – 3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
1. Ratio and Regression estimation. Estimation of total, mean square error and
bias using design based approach and model based approach in estimate in
simple random sampling. Unbiased ratio-type estimators. Ratio estimation in
stratified sampling. Estimation of mean and variance in linear regression
estimates. Best linear unbiased estimator (BLUE). Bias of the linear regression
estimates. Regression estimation in stratified sampling. The Linear regression
estimator under the general linear model.

2. Cluster sampling. Estimation of mean, total and variance for single-stage cluster
sampling. Cost function. Variance function, cluster sampling for proportions,
Sampling with unequal probability with replacement.

3. Two-stage sampling. Estimation of mean, total, proportion and variance. Both

stages with equal probability. Two-stage sampling with units of unequal sizes,
First stage PPS (with replacement) and second stage with equal probability.
Both stages with probability proportional to size and with replacement.
Sampling methods when a single primary unit is selected for the sample. Basic
concept of double sampling.
Books Recommended
1. Cochran, W.G. “Sampling Techniques” John Wiley & Sons, New York, Third
Edition, 1977.
2. Raj. D., “Sampling Theory” Mc-Graw-Hill Book Company, New York, 1971.
3. Singh, D. Chaudhry F.S. “Theory and Analysis of Sample Survey Designs”,
Wiley Eastern Limited, New Dehli, India, 1986.

Reference Books
1. Fuller, Wayne A. “Sampling Statistics” John Wiley and Sons, New Jersey, 2009.
2. Brewer, K. “Combined Survey Sampling Inference” Oxford University Press,
New York, 2002.
3. Raj, D. “Design of Sample Survey” Mc-Graw-Hill Book Company, New York,
1971.
4. Kish, L. “Survey Sampling” John Wiley and Sons, New York, 1965.
5. Som, R.K. “A Manual of Sampling Techniques” Heinemaan Educational Books
Limited, London, 1973.
6. Sukhatme, P.V. and Sukhatme, B.V., Sukhatme, S. and Asok, C. “Sampling
Theory of Surveys with Applications” Iowa State University Press, Ames, IOWA.
Third Edition, 1984.

7
 Module Code: STAT-314
STAT-315
Module Title:  Multivariate Techniques (Theory) – 3
Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
Review of matrix algebra, Notions of multivariate distributions. The multivariate
normal distribution and its properties. Linear compound and linear combinations.
Estimation of the mean vector and the covariance matrix. The Wishart distribution
and its properties. The joint distribution of the sample mean vector and the sample
covariance matrix.

Books Recommended
1. Johnson, R.A., & Wichern, D.W. (2008). Applied multivariate statistical analysis,
Pearson Education: Singapore.
2. Anderson, T.W. (2003). An introduction to multivariate statistical analysis (3 rd
ed.). John Wiley & Sons: New York.
3. Chatfield, C. & Collins, A.J. (1980). Introduction to multivariate analysis.
Chapman and Hall: London.
4. Morrison, D.F. (1990). Multivariate statistical methods (3rd ed.). McGraw Hill
Publishing Co.: New York.

Reference Books
1. Kandall, M.G., & Stuart, A. (1983). The advanced theory of statistics (4th ed.).
Charles Griffin and Company: London.
2. Rao, C.R. (1973). Linear statistical inference and its applications (2 nd ed.). John
Wiley and Sons: New York.

8
 Module Code: STAT-316
STAT-317
Module Title:  Probability Distributions
(Theory) – 3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
Continuous distributions: continuous uniform, normal, exponential, gamma, beta,
lognormal, Weibull, Pareto and Cauchy distributions and their properties.

Bivariate distributions. Marginal distribution. Conditional distribution and

independence. Conditional expectation and conditional variance. Bivariate normal
distribution and its properties.

Transformation of random variables. Sum, product and quotient of random variables.

Moment generating function techniques. Derivations of chi-square, t and F
distributions and their properties. Order statistics, Distribution of the rth order
statistics. Distribution of sample range, sample median and sample mid-range.

Books Recommended
1. Hogg. R.V. and Craig, A.T., “Introduction to Mathematical Statistics” Prentice-
Hall International, Inc. Engle Wood Cliffs, N.T., Fifth Edition, 1995.
2. Mood, A.M., Graybill, F.A. and Bloes, D.C. “Introduction to the Theory of
Statistics “McGraw-Hill Book Company, New York, Third Edition, 1974.

Reference Books
1. J. Susan Milton and Jesse C. Arnold, “Introduction to probability and statistics”,
McGraw Hill, 2003.
2. Sheldon, M. Ross, “Introduction to probability modes”, Academic press, 2003.
3. Dudewicz, E.J. and Misra, S.N. “Modern Mathematical Statistics” John Wiley
and Sons, New York, 1988.
4. Hogg. R.V. and Tanis, E.A. “Probability and Statistical Inference” McMillan
Publishing Company, New York, Forth Edition, 1993.
5. Stuart, A. and Ord, J.K. “Kendall’s Advanced Theory of Statistics Vol.-I” Edward
Arnold, London, Sixth Edition, 1994.

9
Module Code: STAT-318
Module Title:  FORTRAN Computer Language --
2 Credit Hours
(Paper: Theory & Practical equal marks)
Name of Scheme: BS Statistics

Course Outline
Introduction to the Computers: History, Main Computers, Various Input and Output
devices and Tips for the computer maintenance.

Introduction to Operating Systems, Introduction to DOS: DATE, TIME, COPY,

XCOPY, FORMAT, DEL, RENAME etc. Commands.

FORTRAN, FORTRAN fundamentals, Constants, Variables and Arithmetic. Input,

Output and Format Statements. Decision making in FORTRAN language. Branching
and looping Arrays, Functions, sub-programs and sub-routines filing.

Books Recommended
1. Lipschutz, M.M. Lipschuts S. “Theory and Problems of Data Processing”.
Schaum’s outline series. McGraw Hill Book Company, New York.
2. Lipschutz., AS. And Poc., A. “Theory and Problems of Programming with
FORTRAN”. Schaum’s out line series, McGraw Hill Book Company, New York.
3. Salaria R.S. “Programming in Microsoft FORTRAN 77”, BPB Publications, New
Delhi, India, 1994.

Reference Books
1. Fouri, W.M. Gaughran, S.L and Fouri, M. “IBM FORTRAN 77: Elements of
Programming Style” 1986, Hayden Book Company.
2. Zwoss, V. “Introduction to Computer Science” 1981, Braves and Noble Books,
New York.

10
 Semester-VII

Module Code: STAT-401

STAT-402
Module Title:  Statistical Inference-I (Theory) –
3 Credit Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
Point estimation, problem of estimation. Properties of a good estimator:
Unbiasedness, Consistency, Efficiency and Sufficiency. Mean-squared error.
Consistency and Best asymptotically normal estimator. Minimal sufficient statistics.
Joint sufficiency. Exponential family. Sufficiency and Completeness. Cramer-Rao
inequality. Minimum Variance Bound estimators. Rao-Blackwell and Lehmann-
Sheffe theorems. Uniformly Minimum Variance Unbiased estimators. Joint
completeness. Location invariant and scale-invariant estimators. Pitman estimators
for location and scale.

Bayes estimators. Prior and Posterior distributions. Posterior Bayes estimators. Loss
function and Risk function. Bayes estimator, Minimax Methods of estimation.

Books Recommended
1. Hogg, R.V. and Craig, A.T. “Introduction to Mathematical Statistics”, Prentice-
Hall International, Inc. Engle Wod Cliff, N.J., Sixth Edition, 2004.
2. Hogg, R.V. and Tanis E.A., “Probability and Statistical Inference” Macmillan
Publishing Company, New York, Seventh Edition, 2009.
3. Mood, A.M. Graybill, F.A. and Boes, D.C., “Introduction to the Theory of
Statistics”, McGraw-Hill Book Company, New York, Third Edition, 1974.
4. Levy, P.S. and Lemeshow, S, “Sampling of Populations: Methods and
Applications”, John Wiley, New York, Third Edition, 1999.
5. Lehman, E.L. “Theory of Point Estimation”, John Wiley, New York, 1983.
6. Rao, C.R., “Linear Statistical Inference and its Applications”, John Wiley, New
York, 1973.
7. Hoel, P.G. “Introductions to Mathematical Statistics” Fifth Edition, John Wiley,
1984.

Reference Books
1. Lindgrind, B.W. “Statistical Theory” Macmillan Publishing Company, New York,
Third Edition, 1976.
2. Stuart, A. and Ord, J.K. “Kendalls Advanced Theory of Statistics, Vol-2, Edward
Arnold, London, Fifth Edition, 1991.
3. Spanos. A “Probability theory and Statistical Inference” Cambridge University
Press, 1999.
4. Welsh, A.H. “Aspects of Statistical Inference” John Wiley, 1996.
5. Freund, J.E. “Mathematical Statistics” Sixth Edition, 1999.
6. Kale, B.K. “a first course on parametric inference” Narosa, India, 1999.
7. Hagan, A. “Kendall’s Advanced theory of Statistics Vol.2B; Baysian inference”
Arnold, U.K. 1994.

11
 Module Code: STAT-403
STAT-404
Module Title:  Basic Econometrics (Theory) – 3 Credit
Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics
Course Outline
1. Econometrics
Its nature, methodology and functions.
2. Simple Linear regression
Ordinary least squares method; assumptions and estimation. Maximum
likelihood method; assumptions and estimation, Properties of OLS and ML
estimators. Partition of total sum of squares. Sampling distribution of sum of
squares, Testing of hypotheses confidence intervals for the parameters and
Linear combinations of parameter. Comparison of simple linear regressions,
Chow test.
3. General Linear regression
Ordinary least squares method; assumptions and estimation. Maximum
likelihood method; assumptions and estimation properties of OLS and ML
estimators. Partition of total sum of squares. Sampling distribution of sum of
squares, Testing of hypotheses for the single, all some any parameters, Linear
combinations of parameters. Comparison of general linear regressions, Chow
test. Gauss Markov’s theorem.
4. Other topics
Stepwise regression, Ridge regression, GLR partitioned form: Estimator &
testing of hypothesis, Use of extraneous information in linear regression.
Books Recommended
1. Gujrati, D. “Basic Econometrics”, McGraw Hill Book Company, Third Edition,
1995.
2. Johnston, J. “Econometric Methods”, McGraw-Hill Book Company, Third
Edition, 1985.
3. Koutsoyiannis, A. “Theory of Econometrics”, Macmillan Press Ltd., Hong Kong,
1979.
4. Maddala, G.S. “Introduction to Econometrics”, John Wiley, India, Third Edition,
2005.
5. Ramanathan, R. “Introductory Econometrics with Applications”, South-Western
Thomson Learning, USA, Fifth Edition, 2002.
Reference Books
1. Dutta, M. “Econometric Methods, “South-Western Publishing Company,
England, 1975.
2. Goldberger, A.S. “Econometric Theory”, John Wiley and Sons, New York, 1964.
3. Wonnacott, T.H. and Wonnacott, R.J. “Econometrics”, John Wiley and Sons,
New York, 1979.
4. Draper, N.R. and Smith, I.I. “Applied Regression Analysis”, John Wiley & Sons,
New York, 1998.

12
Module Code: STAT-405
Module Title:  C++ Computer Programming Language –
3 Credit Hours
(Paper: Theory & Practical equal marks)
Name of Scheme: BS Statistics

Course Outline
Introduction to C-Language, Basic Data types, Input, Output and Format. Decision
making in C-Language, Branching and Looping. Arrays, Strings, Pointers, Structure
and Union. Functions and Concepts of Filing. Introduction to Macros, building of
projects and libraries.

Books Recommended
1. Herold H. and Unger W. “C Complete Manual”, Second revised edition, 1992,
Galgotia Publications Pvt., New Delhi, India.
2. Kernighan B.W. Ritchic D.M. “The C++ Programming Language”, Second
Edition, Prentice Hall of India Pvt. Lt., New Delhi, India.
3. Tizzard, K. “C for Professional Programmers”, Second Edition, 1992, Ellis
Horwood, London
4. Hancock L. Krieger M. “C The Primer” Second Edition 1985, McGraw Hill Book
Company,
5. Schildt H. “C++ Made Easy”, 1990, McGraw Hill Book Co.
6. Kochan S.G. “Programming in C” Revised Edition, 1990, Hayden Books, USA.

13
Module Code: STAT-406
Module Title:  Research Methodology – 2 Credit Hours
Name of Scheme: BS Statistics

Course Outline
1. Introduction: Definition of Research, Types and Methods of Conducting
Research, Census and Survey, Sampling frame, Types of errors in surveys
(coverage, non-response, measurement, errors etc.) and methods of control
of such errors, Steps for successful surveys.
2. Types of Surveys: Qualitative and Quantitative survey, Assessments survey,
Marketing survey, Evaluation of a survey.
3. Methods for conducting a Survey: Mail surveys, telephone surveys, face to
face surveys, and drop off surveys.
4. Sample size: Various methods of sample selection, sample size and its
practical difficulties.
5. Constructing a questionnaire for different types of surveys.
6. Scaling Techniques.
7. The analysis of Data.
8. Style and Format of report writing.
9. Preparing the report.

Books Recommended
1. Salant, P. and Dillaman, D.A. “How to conduct your own survey”, John Wiley
and Sons, Inc. 1994.
2. Goode, W. J. and Hatt, P. K. “Methods in Social Research”, McGraw-Hill Book
Company, Inc.
3. Gupta, S. “Research Methodology and Statistical Techniques”, Deep & Deep
Publication, New Delhi, 1997.
4. Dalemius T. “Elements of Survey Sampling” SAREC, Stockholm, 1985.

Reference Books
1. Grosh, Margaret, “Designing Household Survey Questionnaires for
Developing Countries”, World Bank, New Age Int. 1999.
2. Kish, Leslie, “Survey sampling”, Wiley 1995.
3. Barnett Vic, “Sample Survey”, Arnold London, 2002.
4. Gupta S. “Research Methodology and Statistical techniques” Deep & Deep
Pub. New Delhi 2003.

14
 Module Code: STAT- 411
Module Title: Time Series Analysis-I (Theory) – 3 Credit Hours
Name of Scheme: BS Statistics (Specialization)

Course Outline

1. Introduction to time series, time series analysis, Objectives of time series

analysis, Components of time series, time series plots, time series and stochastic
processes, special features of time series data, means, variance, auto-
covariance, auto-correlation and partial auto-correlation for sample time series
data.
2. Simple Descriptive Techniques: Stationary time series, transformations,
Analyzing the secular trend, Filtering, Differencing, Analyzing Seasonal
Variations, Analyzing Cyclical Variations, Analyzing Irregular Variations, Auto-
correlation (correlogram) and other tests of randomness.
3. Probability Models for Time Series: Stochastic processes and stationary
processes, useful stochastic processes, purely random process, random walk,
moving average process, Stationarity and Invertibility of moving average models,
auto-regressive process, Stationarity and invertibility of auto-regressive models,
Duality between moving average and auto-regressive models, Principle of
parsimony, Recursion rule for ACVF and ACF of auto-regressive process, Yule-
Walker equations for auto-regressive process, Mixed ARMA models, moving
average and auto-regressive representations of mixed ARMA models, Models for
Non-stationary Time series, Box-Jenkins Integrated ARIMA models,: Stationarity
through differencing, other transformations. General linear processes and
continuous processes.

Books Recommended
1. Chatfield, C. (2003). The analysis of time series: An introduction (6th ed.).
Chapman & Hall: London.
2. Wei, W. (1990). Time series analysis: Univariate and multivariate methods.
Addison-Wesley publishing company, Inc.
3. Box, G.E.P., Jenkins, G.M. & Reinsel, G.C. (2004). Time series analysis:
Forecasting and control (3rded.). Holden-dayk: San Francisco.
4. Brockwell, P.J., & Davis, R.A. (2002). Introduction to time series and
forecasting. (2nded.). Springer: New York.

Reference Books
1. Gottman, J.M. (1981). Time series analysis, University Press: Cambridge.
2. Gyer, J.D. (1990). Time series analysis. Duxbury Press: Boston.
3. Montgomery, D.C. (1990). Forecasting and time series analysis (2nd ed.).
McGraw Hill Book Company: New York.
4. Anderson, T.W. (1994). Statistical analysis of time series. Wiley: New York.
5. Janacek & Gareth. (2001). Practical time series. Arnold Co.: UK.
6. Akaike, H. & Kitagawa, G. (1999). The practice of time series analysis
.Springer: New York.
7. Hamilton, & James, D. (1994). Time series analysis. Princeton University
Press: New Jersey.
8. Chatfield, C. (2000). Time series forecasting .Chapman & Hill/CRC: New
York.
15
Module Code: STAT-412
Module Title: Operation Research (Theory) – 3 Credit
Hours
Name of Scheme: BS Statistics (Specialization)

Course Outlines
Definition and nature of Operations Research (OR). Phases of an OR study.
Modeling, constraints, objective and criterion. Problem formulation. Decision
Variables, Objective function, Constraints Model building approach to problem
solving. Types of models available for OR. Deterministic models, Stochastic Models.
Examples of Models. Example of OR applications.

Introduction to linear programming. Graphical solution technique. Simplex Method,

Application of Simplex Network.

Recommended Books
1. Taha, H.A. “Operations Research. An Introduction”. Macmillan Publishing
Company, New York, Fith Edition, 1994.

16
 Semester-VIII
Module Code: STAT-407
STAT-408
Module Title:  Statistical Inference-II (Theory) – 3 Credit
Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics
Course Outline
Method of moments. Maximum likelihood method and its properties. Method of least
squares and its properties. Ordered least squares estimation of location and scale
parameters. Minimum chi-square method.
Interval estimation. Confidence interval and its interpretation. One-sided confidence
intervals. Methods of finding confidence intervals. Pivotal quantity method.
Confidence intervals for the mean and variance. Confidence region for the mean and
variance. Large-sample confidence intervals. Bayesian interval estimates. Shortest
sets of confidence intervals.
Tests of Hypotheses. Simple and composite hypotheses. Power function. Size and
power of a test. Randomized and Non-randomized tests. Most powerful tests.
Neyman-Pearson lemma. Loss function and Risk function. Bayes test. Generalized
likelihood-ratio tests. Uniformly most powerful tests, unbiased test. Monotone
likelihood ratio tests of hypotheses. Sequential probability ratio test. Approximate
sequential probability ratio test. Average sample number.
Books Recommended
1. Hogg, R.V., & Craig, A.T. (1995). Introduction to mathematical statistics (5th
ed.). MacMillan: New York.
2. Mood, A.M., Graybill, F.A., & Boes, D.C. (1974). Introduction to the theory of
statistics (3rd ed.). McGraw-Hill: New York.
3. Levy, P.S., & Lemeshow, S. (2008). Sampling of populations: Methods and
applications (4th ed.). John Wiley: New York.
4. Lehmann, E.L., & Casella, G. (1998). Theory of point estimation (2nd ed.).
Springer: New York.
5. Rao, C.R. (2001). Linear statistical inference and its applications (2nd ed.).
John Wiley: New York.
6. Hoel, P.G. (1984). Introduction to mathematical statistics (5th ed.). John Wiley:
New York.
Reference Books
1. Hogg, R.V., & Tanis, E.A. (2005). Probability and statistical inference (7th ed.).
Prentice Hall: New Jersey.
2. Lindgren, B.W. (1993). Statistical theory (4th ed.). Chapman and Hall: New
York.
3. Kendall, M., Stuart, A., & Ord, J.K. (1991). Kendall’s advanced theory of
statistics, Vol. 2: Classical Inference and relationship (5th ed.). Oxford
University Press: New York.
4. Spanos, A. (1999). Probability theory and statistical inference. Cambridge
University Press: UK.
5. Welsh, A.H. (1996). Aspects of statistical inference (1st ed.). John Wiley: New
York.
6. Miller, I., & Miller, M. (1998). John E. Freund’s mathematical statistics (6th
ed.). Prentice Hall: New Jersey.
7. Kale, B.K. (2005). A first course on parametric inference (2nd ed.). Narosa:
New Dehli.
17
 Module Code: STAT-409
STAT-410
Module Title:  Applied Econometrics (Theory) – 3 Credit
Hours
 Practical – 1 Credit Hour
Name of Scheme: BS Statistics

Course Outline
1. Non-spherical disturbances, Consequences of using OLS estimators, ML
method assumption and estimation, Generalized least squares; assumption,
estimation, properties of GLS estimators. Aitken theorem, Stochastic
regressors.
2. Multicollinearity: types, reasons, consequences, remedial measures, Farrar and
Glauler test.
3. Heteroskedasticity: Reasons, tests, remedial measures.
4. Autocorrelation: Reasons, tests, remedial measures, consequences.
5. Specification Errors: Over and under specified models and their consequences.
Error in variables.
6. Other variables: Instrumental variables, Lagged variables, Dummy variables.
7. Systems of simultaneous linear equations: Reduced form equations,
Simultaneous equations Bias. Identification (order and rank conditions),
Methods of estimation for identified equations.
8. Income and Wealth distribution: Techniques for income distribution analysis
(Lovernz curve, Gini coefficients, Pareto curve).

Books Recommended
1 Gujrati, D. “Basic Econometrics”, McGraw Hill Book Company, Third Edition,
1995.
2. Johnston, J. “Econometric Methods”, McGraw-Hill Book Company, Third
Edition, 1985.
3. Koutsoyiannis, A. “Theory of Econometrics”, Macmillan Press Ltd., Hong Kong,
1979.
4. Maddala, G.S. “Introduction to Econometrics”, John Wiley, India, Third Edition,
2005.
5. Ramanathan, R. “Introductory Econometrics with Applications”, South-Western
Thomson Learning, USA, Fifth Edition, 2002.

Reference Books
1. Dutta, M. “Econometric Methods, “South-Western Publishing Company,
England, 1975.
2. Goldberger, A.S. “Econometric Theory”, John Wiley and Sons, New York, 1964.
3. Wonnacott, T.H. and Wonnacott, R.J. “Econometrics”, John Wiley and Sons,
New York, 1979.
4. Draper, N.R. and Smith, I.I. “Applied Regression Analysis”, John Wiley & Sons,
New York, 1998.

18
Module Code: STAT-413
Module Title: Time Series Analysis-II (Theory) – 3 Credit Hours
Name of Scheme: BS Statistics (Specialization)

Course Outline
1. Model Building, various stages of model building, Identification of model from
sample time series, steps for model identification, estimating the auto-
covariance, auto-correlation function and partial auto-correlation function,
pattern of theoretical ACF and PACF as a tool of model identification.
2. Estimating the parameters of an auto-regressive model, estimating the
parameters of moving average, Back casting, dual estimation, mixed ARMA
model and integrated model. The Box-Jenkins seasonal model. Model
diagnostics; Residual analysis, over fitting and parameter redundancy,
portmanteau tests. Model selection criteria, AIC, BIC.
3. Forecasting: Univariate procedures, Minimum mean square estimate of
forecast, forecast weights, mean, variance and forecast limits for forecast,
forecast error, minimum mean square forecast error, structure of minimum
mean square forecast error. Multivariate procedures, comparison of
forecasting procedures. Prediction theory.

Books Recommended
1. Chatfield, C. (2003).The analysis of time series: An introduction (6th
ed.).Chapman & Hall: London.
2. Wei, W. (1990).Time series analysis: Univariate and multivariate methods.
Addison-Wesley publishing company, Inc.
3. Box, G.E.P., Jenkins, G.M. & Reinsel, G.C. (2004).Time series analysis:
Forecasting and control (3rded.). Holden-dayk: San Francisco.
4. Brockwell, P.J., & Davis, R.A. (2002).Introduction to time series and
forecasting. (2nded.). Springer: New York.

Reference Books
1. Gottman, J.M. (1981).Time series analysis, University Press: Cambridge.
2. Gyer, J.D. (1990). Time series analysis. Duxbury Press: Boston.
3. Montgomery, D.C. (1990). Forecasting and time series analysis (2nd ed.).
McGraw Hill Book Company: New York.
4. Anderson, T.W. (1994). Statistical analysis of time series. Wiley: New York.
5. Janacek & Gareth. (2001). Practical time series. Arnold Co.: UK.
6. Akaike, H. & Kitagawa, G. (1999). The practice of time series analysis
.Springer: New York.
7. Hamilton, & James, D. (1994). Time series analysis. Princeton University
Press: New Jersey.
8. Chatfield, C. (2000). Time series forecasting .Chapman & Hill/CRC: New
York.

19
 Module Code: STAT-414
Module Title: Multivariate Analysis (Theory) – 3 Credit
Hours
Name of Scheme: BS Statistics (Specialization)

Course Outline
The Hotelling’s T2 distribution. The linear discriminant function, Mahalanobis
distances. Tests of hypotheses and confidence intervals for mean vectors: One
sample and two-sample procedures. Multivariate statistical procedures: Discriminant
analysis, Principal component analysis, Factor analysis, and Canonical correlation
analysis.

Books Recommended
1. Johnson, R.A., & Wichern, D.W. (2008). Applied multivariate statistical analysis.
Pearson Education: Singapore.
2. Anderson, T.W. (2003). An introduction to multivariate statistical analysis
(3rd ed.). John Wiley & Sons: New York.
3. Rencher, A.C. (2002). Methods of multivariate analysis (2nd ed). John Wiley &
Sons: New York.
4. Tabachnick, B.G., & Fidell, L.S. (2006). Using multivariate statistics (5th ed.).
Allyn & Bacon: Boston.
5. Bhuyan, K.C. (2008). Multivariate analysis and its applications. New Central
Book Agency: Kolkata.
6. Chatfield, C., & Collins, A.J. (1980). Introduction to multivariate analysis.
Chapman and Hall: London.

Reference Books
1. Morrison, D.F. (1990). Multivariate statistical methods (3rd ed.). McGraw Hill
Publishing Co.: New York.
2. Kandall, M.G., & Stuart, A. (1983). The advanced theory of statistics (4th ed.).
Charles Griffin and Company: London.
3. Rao, C.R. (1973). Linear statistical inference and its applications (2nd ed.). John
Wiley and Sons: New York.

20
 Module Code: STAT-415
Module Title: Total Quality Management (TQM) (Theory) –
3 Credit Hours
Name of Scheme: BS Statistics (Specialization)

Course Outlines
The basics of Management. Defining Quality. Different views of Quality. Dimensions
of Quality. Quality Management. Principles of Quality Management. Eras of Quality
Management, their foci and major developments. Introduction to Total Quality
Management, Basic concepts, Purpose, benefits and framework of TQM,
Implementation of TQM. Barriers to TQM implementation, Guru’s of TQM, their
Philosophies and Pioneering Works. Customer satisfaction. Internal and External
Customer, Customer perception of quality. Employee involvement, Quality Control
Circles & Teams.
Continuous Process Improvement: The PDSA Cycle, Kaizen, Six Sigma, Japanese
5-S practice. DRIVE framework. Costs of Quality. Quality Function Deployment.
Benchmarking: Reasons to Benchmark, Types of Benchmarking, Benchmarking
process, Benefits of Benchmarking, Obstacles to successful Benchmarking. New
and old tools of Quality Management.
Statistical Process Control: Statistical Control Charts, Statistical basis of the Control
Chart, Steps in the development of control charts, Types of control charts, Process
Capability. Acceptance Sampling: Lot by lot Acceptance Sampling for attributes.
Types of Sampling Plans. Single Sampling Plans: Construction of OC-curve,
Rectifying Inspection. Double and Multiple Sampling Plans.
Quality Management Systems: ISO 9000 Series of Standards: Requirements,
Implementation & Benefits. Environmental Management System: ISO 14000 series
of Standards: Requirements, Implementation and Benefits.

Books Recommended
1. Besterfield, D.H., Michna, C.B., Besterfield, G.H. & Sacre, M.B. (2003). Total
Quality Management (3rd ed.). Pearson Education.
2. James, P. (1996).Total quality management. Prentice Hall.
3. Montgomery, D.C. (2009). Statistical Quality Control (6th ed.). John Wiley &
Sons, New York.
Reference Books
1. Evans, J.R. & Lindsay, W.M. (2005). The Management and Control of Quality
(6th ed.). Thomson South-Western.
2. Oakland, J.S. (2003). Total Quality Management (3rd ed.). Butterworth-
Heinemann.
3. Grant, E.L. & Leaven-worth, R.S. (1996). Statistical Quality Control Handbook
(7th ed.). McGraw-Hill Book Company, New York.

21