Unit-I
Concept of Research – Importance of Research – Ethics in Research – Selection of Research Topics and Problems – Research in Statistics – Literature Survey and its Importance
Unit-II
Preparation of Assignments, Theses and reports – Significance of Publications in
Research – Journals in Statistics
Unit-III
Introduction to stochastic processes – Classification of stochastic processes according to state space and time domain countable state Markov chains – Chapman -
Kolmogrov’s equations - calculation of n-step transition probability and its limit. Stationary distribution. Classification of states – weakly stationary process and Gaussian process.
Unit-IV
Time series – Auto covariance and auto correlation functions and their properties – Detailed study of the stationary process – Moving average – Autoregressive – Auto regressive moving Average – Autoregressive integrated moving average. Box – Jenkins models.
Unit-V
Simulation: Concept and Advantages of Simulation – Event – type Simulation – Generation of Random Numbers using Uniform, Exponential, Gamma and Normal Random Variables – Mante-Carlo Simulation Tecnique – Algorithms.
Reference:
1. Anderson J. (1977), Thesis and Assignment Writing, Wiley Eastern Limited, New Delhi.
2. Box G.E.P. and Jenkins G.M. (1976): Time series analysis – forecasting and control, Holden-Day, San Francisco.
3. Cox, D.R. and A.D. Miller: The Theory of Stochastic Processes, Methuen, London
4. Kanti Swarup, Gupta, P.K., and Man Mohan (2008), Operations Research, Sultan Chand & Sons Publications, New Dlhi.
5. Kothari, C.K. (2006), Research Methodology, Prentice-Hall of India (P) Limited, New Delhi.
6. MLA Handbook for writers of research papers, Modern Language Association, Newyork.
Concept of Research – Importance of Research – Ethics in Research – Selection of Research Topics and Problems – Research in Statistics – Literature Survey and its Importance
Unit-II
Preparation of Assignments, Theses and reports – Significance of Publications in
Research – Journals in Statistics
Unit-III
Introduction to stochastic processes – Classification of stochastic processes according to state space and time domain countable state Markov chains – Chapman -
Kolmogrov’s equations - calculation of n-step transition probability and its limit. Stationary distribution. Classification of states – weakly stationary process and Gaussian process.
Unit-IV
Time series – Auto covariance and auto correlation functions and their properties – Detailed study of the stationary process – Moving average – Autoregressive – Auto regressive moving Average – Autoregressive integrated moving average. Box – Jenkins models.
Unit-V
Simulation: Concept and Advantages of Simulation – Event – type Simulation – Generation of Random Numbers using Uniform, Exponential, Gamma and Normal Random Variables – Mante-Carlo Simulation Tecnique – Algorithms.
Reference:
1. Anderson J. (1977), Thesis and Assignment Writing, Wiley Eastern Limited, New Delhi.
2. Box G.E.P. and Jenkins G.M. (1976): Time series analysis – forecasting and control, Holden-Day, San Francisco.
3. Cox, D.R. and A.D. Miller: The Theory of Stochastic Processes, Methuen, London
4. Kanti Swarup, Gupta, P.K., and Man Mohan (2008), Operations Research, Sultan Chand & Sons Publications, New Dlhi.
5. Kothari, C.K. (2006), Research Methodology, Prentice-Hall of India (P) Limited, New Delhi.
6. MLA Handbook for writers of research papers, Modern Language Association, Newyork.
