Statistics
1. Sequences and Series
- Convergence of sequences of real numbers
- Comparison, root and ratio tests for convergence of series of real numbers
2. Differential Calculus
- Limits, continuity and differentiability of functions of one and two variables
- Rolle’s Theorem
- Mean value theorems
- Taylor’s theorem
- Indeterminate forms
- Maxima and minima of functions of one and two variables
3. Integral Calculus
- Fundamental theorems of integral calculus
- Double and triple integrals
- Applications of definite integrals
- Arc lengths, areas and volumes
4. Matrices
- Rank, inverse of a matrix
- Systems of linear equations
- Linear transformations
- Eigenvalues and eigenvectors
- Cayley‐Hamilton theorem
- Symmetric, skew‐symmetric and orthogonal matrices
5. Differential Equations
- Ordinary differential equations of the first order of the form y’ = f(x,y)
- Linear differential equations of the second order with constant coefficients
6. Descriptive Statistics and Probability
- Measure of Central tendency
- Measure of dispersion
- Skewness and Kurtosis
- Elementary analysis of data
- Axiomatic definition of probability and properties
- Conditional probability, multiplication rule
- Theorem of total probability
- Bayes’ theorem and independence of events
7. Random Variables
- Probability mass function
- Probability density function
- Cumulative distribution functions
- Distribution of a function of a random variable
- Mathematical expectation
- Moments and moment generating function
- Chebyshev’s inequality
8. Standard Distributions
- Binomial, negative binomial, geometric
- Poisson, hyper-geometric
- Uniform, exponential, gamma
- Beta and normal distributions
- Poisson and normal approximations of a binomial distribution
- Chi-square distribution
- t-distribution and F-distribution
9. Joint Distributions
- Joint, marginal and conditional distributions
- Distribution of functions of random variables
- Product moments, correlation
- Simple linear regression
- Independence of random variables
10. Limit Theorems
- Weak law of large numbers
- Central limit theorem (i.i.d. with finite variance case only)
11. Estimation
- Unbiasedness, consistency and efficiency of estimators
- Method of moments and method of maximum likelihood
- Sufficiency, factorization theorem
- Completeness
- Rao‐Blackwell and Lehmann‐Scheffe theorems
- Uniformly minimum variance unbiased estimators
- Rao‐Cramer inequality
- Confidence intervals for parameters of univariate normal, two independent normal, and one parameter exponential distributions
12. Testing of Hypotheses
- Basic concepts
- Applications of Neyman‐Pearson Lemma for testing simple and composite hypotheses
- Likelihood ratio tests
13. Sampling and Designs of Experiments
- Simple random sampling
- Stratified sampling
- Cluster sampling
- One-way, two-way analysis of variance
- CRD, RBD, LSD
- 2² and 2³ factorial experiments