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