UNIT I ESTIMATION THEORY
Estimators: Unbiasedness, Consistency, Efficiency and Sufficiency – Maximum Likelihood Estimation – Method of moments.
UNIT II TESTING OF HYPOTHESIS
Tests based on Normal, t, X2 and F distributions for testing of means, variance and proportions – Analysis of r x c tables – Goodness of fit.
UNIT III CORRELATION AND REGRESSION
Multiple and Partial Correlation – Method of Least Squares – Plane of Regression – Properties of Residuals – Coefficient of multiple correlation – Coefficient of partial correlation – Multiple correlation with total and partial correlations – Regression and Partial correlations in terms of lower order co-efficient.
UNIT IV DESIGN OF EXPERIMENTS
Analysis of variance – One-way and two-way classifications – Completely randomized design – Randomized block design – Latin square design.
UNIT V MULTIVARIATE ANALYSIS
Random vectors and Matrices – Mean vectors and Covariance matrices – Multivariate Normal density and its properties – Principal components: Population principal components – Principal components from standardized variables.
OUTCOME: On completion of this course the students will be able to solve various problems in the field of engineering employing probability and statistical methods.
REFERENCES: 1. Gupta.S.C., and Kapoor, V.K., “Fundamentals of Mathematical Statistics”, Sultan Chand and Sons, Eleventh Edition, 2002
2. J.E. Freund, Mathematical Statistical”, 5th Edition, Prentice Hall of India, 2001.
3. Jay L.Devore, “Probability and statistics for Engineering and the Sciences”, 5th Edition, Thomson and Duxbury, Singapore, 2002
4. Murray.R. SpiegelandLarry J.Stephens, “Schaum’sou Tlines- Statistics”, Third Edition, Tata McGraw-Hill, 2000
5. R.A.Johnson and C.B.Gupta, “Miller & Freund’s Probability and Statistics for Engineers”, Pearson Education, Asia, 7th Edition, 2007
6. Richard A.Johnson and Dean W.Wichern, “Applied Multivariate Statistical Analysis”, Pearson Education, Asia, 6th Edition, 2007
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