Semester 4

DEPARTMENT OF STATISTICS
B. Sc. (H) Statistics

Category I

DISCIPLINE SPECIFIC CORE COURSE-10: SAMPLING DISTRIBUTIONS

CREDIT DISTRIBUTION, ELIGIBILITY, AND PRE-REQUISITES OF THE COURSE

Course title & Credits Credit distribution of the Course Eligibility Pre-requisite
Code Criteria of the Course
Lecture Tutorial Practical/ (if any)
Practice

Sampling 4 3 0 1 Class XII Basic knowledge

Distributions with of probability and
Mathematics probability
distributions

Learning Objectives:
The learning objectives of this course are as follows:
• To introduce the modes of convergence and their relation to limit laws, with a focus on the
central limit theorem.
• To introduce the concept of sampling distributions and their applications in statistical
inference.
• To describe the statistical ideas behind the procedure of hypothesis testing.
• To explain the assumptions and conditions under which to apply different tests of
hypothesis about population parameters and draw appropriate conclusions from the analysis.

Learning Outcomes:
After successful completion of this course, students will be able to:
• Understand the basics of convergence theory and its importance in limit laws.
• Apply the concept of the central limit theorem and the relevance of the theorem in
inferential statistics.
• Analyze data by using suitable hypothesis testing procedures in real-life applications
related to large and small samples.
• Apply the knowledge of the idea of sampling distributions and appreciate their importance
in the field of statistics.
• Integrate the knowledge of various sampling distributions like chi-square, t, and F
distributions in hypothesis testing problems.

SYLLABUS OF DSC-10

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Theory

UNIT I (10 Hours)

Modes of Convergence and Central Limit Theorem
Convergence in probability, convergence with probability one, convergence in the mean
square, convergence in distribution – definitions and relations between the various modes.
Chebyshev’s inequality, Weak Law of Large Numbers (WLLN), and Strong Law of Large
Numbers (SLLN) along with examples and applications.
Basic idea and relevance of Central Limit Theorem (CLT), De-Moivre Laplace theorem,
Lindeberg Levy theorem, Liapunov Theorem (only statement), and applications of CLT.

UNIT II (4 Hours)
Order Statistics
Basic concept and discussion on the area of applications, probability distribution and
cumulative distribution function of a single order statistic, joint probability distribution of two
and the general case of all order statistics, distribution of range, and distribution of sample
median.

UNIT III (9 Hours)

Sampling Distributions and Test of Hypotheses
Concepts of parameter, statistic, sampling distribution of a statistic, standard error. Sampling
distribution of sample mean, standard errors of the sample mean, sample variance, and sample
proportion.
Null and alternative hypotheses, level of significance, Type I and Type II errors, their
probabilities and critical region, determination of sample size, confidence intervals, and p-
value.
Tests of significance and confidence intervals for - single proportion, difference of two
proportions, single mean, difference of two means, and difference of two standard deviations.

UNIT IV (10 Hours)

Exact Sampling Distribution
Chi-Square distribution: Definition and derivation of the probability distribution of Chi-square
distribution with n degrees of freedom, nature of the curve for different degrees of freedom,
mean, mode, variance, moment generating function, cumulant generating function, additive
property, and limiting form of the Chi-square distribution, Applications of Chi-Square
distribution.

UNIT V (12 Hours)

Exact Sampling Distributions (continued)
Student’s t-statistic and Fishers t-statistic: definition and derivation of their sampling
distributions, nature and characteristics of graph of t distribution, moments, limiting form and
applications of the t distribution.
F-statistic: Definition and derivation of the sampling distribution, the graph of F distribution,
moments, and applications of the F distribution. Relationship between t, F, and Chi-square
distributions.

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PRACTICAL / LAB WORK – 30 Hours
List of Practicals:
1. Large Sample Tests:
a) Testing of significance and confidence intervals for single proportion and difference of
two proportions.
b) Testing of significance and confidence intervals for single mean and difference of two
means.
c) Testing of significance and confidence intervals for the difference of two standard
deviations.
2. Tests based on Chi-Square Distribution:
a) Testing of significance and confidence intervals for the population variance has a specific
value.
b) Testing for the goodness of fit.
c) Testing of significance for the independence of attributes.
d) Testing based on a 2 x 2 contingency table without and with Yates’ corrections.
3. Tests based on t- Distribution and F- Distribution:
a) Testing of significance and confidence intervals for single mean and difference of two
means and paired t-test.
b) Testing of significance and confidence intervals of an observed sample correlation
coefficient.
c) Testing and confidence intervals of equality of two population variances.

Practical work to be conducted using electronic spreadsheet / EXCEL/ Statistical

Software Package/ SPSS/ calculators.

ESSENTIAL READINGS
• Gupta, S. C. and Kapoor, V. K. (2020). Fundamentals of Mathematical Statistics,
Twelfth Edition, S. Chand and Sons. Delhi.
• Goon, A.M., Gupta, M.K. and Dasgupta, B. (2016). An Outline of Statistical Theory,
Volume I, The World Press, Kolkata.
• Mukhopadhyay, P. (2016). Mathematical Statistics, Books and Allied, India.
• Hogg, R.V., Tanis, E.A. and Rao, J.M. (2009). Probability and Statistical Inference,
Seventh Edition, Pearson Education, New Delhi.
• Miller, I. and Miller, M. (2006). John E. Freund’s Mathematical Statistics with
Applications, Eight Edition, Pearson Education, Asia.
• Johnson, R.A. and Bhattacharya, G.K. (2001). Statistics-Principles and Methods, Fourth
Edition, John Wiley and Sons.

SUGGESTED READINGS
• Bhat, B.R. (2016). Modern Probability Theory- An Introductory Textbook, Fourth
Edition, New Age International Publishers.
• Rohatgi, V. K and Saleh M. E. (2015). An Introduction to Probability and Statistics,
Third Edition, John Wiley and Sons, Inc., New Jersey.
• Mood, A.M. Graybill, F.A. and Boes, D.C. (2007). Introduction to the Theory of
Statistics, Third Edition, (Reprint), Tata McGraw-Hill Pub. Co. Ltd.

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 Note: Examination scheme and mode shall be as prescribed by the Examination
Branch University of Delhi, from time to time.

DISCIPLINE SPECIFIC CORE COURSE-11: TOTAL QUALITY

MANAGEMENT

CREDIT DISTRIBUTION, ELIGIBILITY, AND PRE-REQUISITES OF THE COURSE

Course Cred Credit distribution of the Eligibility Pre-requisite of the
title & its Course Criteria Course (if any)
Code
Lect Tutor Practical/
ure ial Practice

Total 4 3 0 1 Class XII Introductory statistics

Quality with and familiarity
Manageme Mathemati probability distributions
nt cs

Learning Objectives:
The learning objectives of this course are as follows:
● To introduce statistical and management techniques,
● To explain the approach of Quality control being used in industry to manufacture goods
and services of high quality at low cost.
● To introduce Six-sigma, TQM which is in high demand in the market both in the
manufacturing as well as the service sector

Learning Outcomes:
After completing this course, students will be able to:
● Understand the concept of quality, its historical background, and ISO standards.
● Apply the statistical process control tools and product control tools.
● Understand the idea of Six sigma- Lean manufacturing, TQM
● Comprehend the Six sigma training plans, Voice of customers (VOC), Critical to Quality
(CTQ)
● Analyze the data to find the root cause of defects through DMAIC (Define-Measure-
Analyze-Improve-Control).

SYLLABUS OF DSC-11
Theory

UNIT I (9 Hours)
Basics of Quality Management
Quality: Definition, dimensions of quality, its concept, application, and importance. Brief
historical perspective of quality control and improvements, Quality Gurus, and Quality Hall of
Fame. Quality system and standards: Introduction to ISO quality standards, Quality registration.

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Introduction to Process and Product Control, Statistical Process Control - Seven tools of SPC,
Chance and Assignable causes of quality variation.

UNIT II (12 Hours)

Statistical Control Charts
Statistical Control Charts- Construction and Statistical basis of 3-σ Control charts,. Control
charts for variables: X-bar & R-chart, X-bar & s-chart. Rational Sub-grouping, Revised and
Modified Control Limits. Control charts for attributes: np-chart, p-chart, c-chart and u-chart.
Comparison between control charts for variables and control charts for attributes. Analysis of
patterns on a control chart, estimation of process capability.

UNIT III (12 Hours)

Sampling Plans
Acceptance sampling plan: Principle of acceptance sampling plans. Single and Double sampling
plans, their Operating Characteristic (OC), Acceptance Quality Level (AQL), Lot Tolerance
Percent Defective (LTPD), Average Outgoing Quality (AOQ), Average Outgoing Quality Limit
(AOQL), Average Sample Number (ASN), and Average Total Inspection (ATI) functions with
graphical interpretation, use, and interpretation of Dodge and Romig’s sampling inspection plan
tables.

UNIT IV (12 Hours)

Six-Sigma
Overview of Six Sigma, Lean Manufacturing, and Total Quality Management (TQM).
Organizational Structure and Six Sigma training plans- Selection Criteria for Six Sigma roles
and training plans. Voice of customers (VOC): Importance and VOC data collection. Critical to
Quality (CTQ), Introduction to DMAIC (Define-Measure-Analyze-Improve-Control).

PRACTICAL / LAB WORK – 30 Hours

List of Practical:
1. Construction and interpretation of statistical control charts for
a) 𝑋𝑋� and R-chart for known parameters.
b) 𝑋𝑋� and R-chart with revised control limits for unknown parameters.
c) 𝑋𝑋� 𝑎𝑎𝑎𝑎𝑎𝑎 s-chart
d) np-chart
e) p-chart with fixed sample size
f) p-chart with variable sample size.
g) c-chart
h) u-chart
2. Construction and interpretation of OC, AQL, LTPD, ASN, ATI, AOQ, and AOQL curves
under a Single sample inspection plan
3. Construction and interpretation of OC, AQL, LTPD, ASN, ATI, AOQ, and AOQL curves
under a Single sample inspection plan for varying acceptance numbers.
4. Calculation of process capability and comparison of 3-sigma control limits with specification
limits.

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5. Plan a single sampling plan using Dodge and Romig sampling inspection tables.

Practical work to be conducted using electronic spreadsheet / EXCEL/ Statistical

Software Package/ SPSS/ calculators.

ESSENTIAL READINGS:
● Goon A M, Gupta M K and Dasgupta B (2018): Fundamentals of Statistics, Volume I & II,
9th Edition and 4th reprint.
● Montogomery, D. C. (2009): Introduction to Statistical Quality Control, 6th Edition, Wiley
India Pvt. Ltd.
● Ehrlich, B. Harris (2002): Transactional Six Sigma and Lean Servicing, 2nd Edition, St.
Lucie Press.

SUGGESTED READING:
● Gupta S.C., Kapoor V.K.(2007): Fundamentals of Applied Statistics. 4th Edition,
Sultan Chand and Sons., New Delhi.
● Hoyle, David (1995): ISO Quality Systems Handbook, 2nd Edition, Butterworth
Heinemann Publication.

Note: Examination scheme and mode shall be as prescribed by the Examination

Branch University of Delhi, from time to time.

DISCIPLINE SPECIFIC CORE COURSE-12: TIME SERIES ANALYSIS

CREDIT DISTRIBUTION, ELIGIBILITY, AND PRE-REQUISITES OF THE COURSE

Course Credi Credit distribution of the Eligibility Pre-requisite of the
title & ts Course Criteria Course (if any)
Code
Lectur Tutoria Practical
e l /
Practi
ce

Time 4 3 0 1 Class XII Introductory probability

Series with theory and statistics,
Analysis Mathematic Calculus, and matrix
s algebra

Learning Objectives:
The learning objectives of this course are as follows:
● To introduce basic time series analysis, trend, and seasonality,
● To understand spectral analysis,
● To familiarise students with stationary processes,
● To understand various time series models,

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 ● To use nonstationary and seasonal time series models,
● To introduce forecasting techniques and forecasting methods.

Learning Outcomes:
After successful completion of this course, students will be able to:
● Understand the important time series models and their applications in various fields.
● Formulate real-life problems using time series models.
● Use statistical software to estimate the models from real data, and draw conclusions and
develop solutions from the estimated models.
● Use visual and numerical diagnostics to assess the soundness of their models.
● Communicate the statistical analyses of substantial data sets through explanatory text,
tables, and graphs.
● Combine and adapt different statistical models to analyze larger and more complex data.
● Possess skills to understand the components and forecast values of a time series at future
time points.

SYLLABUS OF DSC-12
Theory

UNIT I (6 Hours)
Time Series Data and its Components
Introduction to times series data and its applications; Components of a time series and its
decomposition; Estimation of trend and the seasonal component.
.
UNIT II (9 Hours)
Spectral Analysis and Stationarity
Simple sinusoidal model; Periodogram, and Harmonic Analysis; Variate-difference method;
Time series, and Stochastic process; Stationarity; Autocorrelation; meaning, definition, causes,
the consequence, and test for autocorrelation.

UNIT III (15 Hours)

Time Series Models
Stochastic Models: White noise Process, Random walk, Moving Average (MA), Auto-
Regressive (AR), Auto-Regressive Moving Average (ARMA) models, and their properties using
correlogram, ACF, and PACF, Yule walker equations; Fitting of AR(1), AR(2), MA(1), MA(2),
and ARMA(1,1) processes. Non-Stationary models: Auto-Regressive Integrated Moving
Average (ARIMA) and Seasonal Auto-Regressive Integrated Moving Average (SARIMA)
models; Dicky Fuller test, Augmented Dickey-Fuller test. Wold’s Decomposition Theorem;
Non-linear time series models: Auto-Regressive Conditional Heteroskedasticity (ARCH) and
Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) Process.

UNIT IV (12 Hours)

Univariate Forecasting Procedures
Principles of Forecasting; Performance Evaluation; Extrapolation of Trend Curves; Exponential
smoothing; Holt-Winter’s; Box- Jenkins’ Methodology.

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PRACTICAL / LAB WORK – 30 hours

List of Practicals:
1. Fitting and plotting of modified exponential curves by different methods.
2. Fitting and plotting of Gompertz curve by different methods.
3. Fitting and plotting of logistic curves by different methods.
4. Fitting of the trend by the Moving Average Method for a given extent and for an estimated
extent.
5. Measurement of Seasonal indices: a) Fixed and b) Changing Patterns
6. Construction of Periodogram and Harmonic Analysis
7. Estimation of variance of the random component
8. Construction of Correlogram for given AR(1), AR(2), MA(1), MA(2), and ARMA(1,1)
processes.
9. Fitting of AR(1), AR(2), MA(1), MA(2), and ARMA(1,1) processes for given datasets.
10. Forecasting by various exponential smoothing procedures.
11. Forecasting by Box-Jenkins methodology.

Practical work to be conducted using electronic spreadsheet / EXCEL/ Statistical

Software Package/ SPSS/ calculators.

ESSENTIAL READINGS:
● Goon A M, Gupta M K and Dasgupta B (2018): Fundamentals of Statistics, Volume II, 9th
Edition and 4th reprint.
● Galit Shmueli and Kenneth C. Lichtendahl Jr (2016): Practical Time Series Forecasting
with R: A Hands-On Guide, 2nd Edition, Axelrod Schnall Publishers
● James D. Hamilton (2012): Time Series Analysis, 1st Indian Edition, Princeton University
Press, Levant Books Kolkata.
● Chatfield, C. (1996): The Analysis of Time Series, 5th Edition, Chapman and Hall, New
York.

SUGGESTED READING:
● Shumway and Stoffer (2011): Time Series Analysis and its applications, with examples in
R, 3rd Edition, Springer.
● Brockwell, Peter J., and Davis, Richard A. (2002). Introduction to Time Series and
Forecasting, 2nd edition. Springer-Verlag, New York.
● Montgomery D. C. and Johnson, L A. and (1967): Introduction to Time Series Analysis
And Forecasting, 2nd ed. McGraw-Hill, New York.
● Kendall M.G. (1976): Time Series, Charles Griffin.

Note: Examination scheme and mode shall be as prescribed by the Examination

Branch University of Delhi, from time to time.

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