Ph.D.

COURSE WORK IN STATISTICS

The Ph.D. Programme in Statistics as per the ordinance VI-B related to Doctorate of
Philosophy (Ph.D.) w.e.f. Academic Year 2017-18.

Course Structure

There will be 3 Courses for the Ph.D. Course work. Each student shall undertake one
compulsory course on Research Methodology (Course Code: Ph.D. - 01) and two other
courses decided by his/her Supervisor.

Courses (i)-(vi):

Sl. No. Course Code Course Name Credit

(i) Ph.D. - 01 Research Methodology 4

(ii) Ph.D. - 02 Design of Experiments 4
(iii) Ph.D. - 03 Bayesian Inference 4
(iv) Ph.D. - 04 Order Statistics 4
(v) Ph.D. - 05 Bio-Statistics 4
(vi) Ph.D. - 06 Reliability and Life Testing 4

Scheme of Evaluation

A student admitted to Ph.D. course work will be evaluated on the basis of written examination in
3 courses and on the internal continual assessment. Each course will be of 100 marks out of
which 75 marks for written paper, and 25 marks for internal assessment. The students will be
assessed continuously on the basis of their assignments/seminars.
Ph.D. – 01 Research Methodology
Concept of Research in Statistics-Importance and Need for Research Ethics, Selection of Topic
for Research, Review of Literature and its Use in Designing a Research Work-Mode of Literature
Survey-Books and Monographs, Journals, Conference Proceedings, Abstracting and Indexing
Journals, E-Journals/Books. Thesis Writing – Computer Application in Scientific Research, web-
Searching, Scientific Articles-Statistical Data Base. History of Statistics. Statistical Heritage of
India.

Scientific Word Processing with LaTeX and MS-Word: Article, Thesis Report and Slides
Making-Power Point Features, Slide Preparation. Statistical Programming with R: Simple
Manipulations Using Numbers and Vectors-Objects & Their Attributes-Arrays and Matrices-
Lists and Data Frames-Grouping, Loops and Conditions-User Defined Functions- Probability
Distributions and Statistical Models in R.

Simulation: Concepts and Advantages of Simulation-Event Type Simulation-Random Variable

Generation-U(0,1), Exponential, Gamma and Normal Random Variables–Monte Carlo
Integration. The MCMC Principle, Algorithms and its Variants, Bootstrap Methods.

Computer Oriented Numerical Methods-Algorithms for Solving Algebraic and Transcendental

Equations-Numerical Integration-Matrix operations.

Suggested Readings:

1. Anderson, J., Durston, B.H., Pooole, M. (1970). Thesis and Assignment Writing, Wiley
Eastern. Ltd., New Delhi.
2. Beveridege, B. (1979). The Art of Scientific Investigation, W.E. Norton & Co., New
York.
3. Braun, J., Duncan, W. and Murdock, J. (2008). A First Course in Statistical
Programming with R, Cambridge University Press, London.
4. Chambers, J. (2008). Software for Data Analysis: Programming with R, Springer, New
York.
5. Crewley, M.J. (2007). The R-.Book, John Wiley, New York.
6. Dalgaard, P. (2008). Introductory Statistics with R, Springer Science, New York.
7. Ghosh, J.K., Mitra, S.K. and Parthasarathy, K. R. (1992). Glilmpses of India’s Statistical
Heritage, Wiley Eastern Limited, New Delhi.
8. Hald, A. (1998). A History of Mathematical Statistics from 1750 to 1930, John Wiley &
Sons, New York.
9. Kantiswarup, S., Gupta P.K. and Man Mohan (2008). Operations Research, Sultan
Chand & Sons, New Delhi.
10. Kothari, C.R. and Garg, G. (2014). Research Methodology: Methods and Techniques, 3rd
Edn., New Age International Publishers.
11. Lamport, L. (1999). LATEX: A Document Preparation System, Addison, Wesley, 2nd
edition, New York.
12. Pannerselvan, R. (2006). Research Methodology, Prentice-Hall of India Pvt., New Delhi.
13. Robert, C.P. and Casella, G. (2004). Monte Carlo Statistical Methods, Springer Science,
New York.
14. Venkataraman, M.K. (1998). Numerical Methods in Science and Engineering, The
National Publishing Company, Chennai.
Ph.D. – 02 Design of Experiments
Galois Fields, Quadratic Residues, Hadamard Martices, Plackett Burman Designs and their
properties, Orthogonal Arrays and their constructions, Designs for fitting response surfaces,
Design criterion involving bias and variance. Mixture Experiments, Constraints on component
proportions, Designs for Constrained Mixture Regions, Crossover Designs.

Suggested Readings:

1. Bose, M. and Dey, A. (2009). Optimal Crossover Designs. World Scientific.

2. Cornell, John A. (2002). Experiments with Mixtures, John Wiley & Sons.
3. Dey, A. and Mukerjee, R. (1999). Fractional Factorial Plans, John Wiley & Sons.
4. Hedayat, A. S., Sloane, N. J.A. and Stufken, J. (1999). Orthogonal Arrays: Theory and
Applications, Springer.
5. Hinkelmann, K. and Kempthorne, O. (2005). Design and Analysis of Experiments, Vol.
2: Advanced Experimental Design, John Wiley & Sons.
6. Lin, D.K. J. and Draper, N.R. (1999). Projection Properties of Plackett and Burman
Designs. Technometrics, 34, 423-428.
7. Myers, R. H. and Montgomery, D. C. (2002). Response Surface Methodology: Process
and Product Optimization using Designed Experiments, John Wiley & Sons.
8. Raghavarao, D. (1970). Construction and Combinatorial Problems in Design of
Experiments, John Wiley & Sons.

Ph.D. – 03 Bayesian Inference

Some simple consequences of Axioms of probability, Bayes Theorem. Conjugate analysis for
count data, waiting times, Normal likelihood, multivariate normal distribution, normal linear
regression model. Behrens-Fisher Controversy.

Informative, non-informative, hybrid and nonparametric priors. Loss functions. Bayes factor,
Information theoretic measures for model selection, sensitivity and robust analysis. Bayes
point estimation: one parameter, Bayes decisions between k simple hypothesis and between
two composite hypothesis. Lindley's method.

Hierarchial models - Poisson-gamma, Gaussian, linear mixed, nonlinear mixed.

Empirical Bayes : asymptotic optimality and robustness with respect to prior distribution.

Computational Bayesian Statistics.

Suggested Readings

1. Congdon, P. (2003). Applied Bayesian Modelling. Wiley.

2. Congdon, P. (2010). Applied Bayesian Hierarchical Methods. Chapman & Hall.
3. Thompson, J. (2014). Bayesian analysis with STATA. (2014). State Press.
 4. Albert, J. (2007). Bayesian Computation with R. Springer.
5. Gelman, A. , Carlin, J. , Stern, H. , Vehtari, D.D.A. and Rubin, D. (2004). Bayesian
Data Analysis. Chapman & Hall, 2nd ed.
6. Upadyaya, S.K. , Singh, U. and Dey, D.K. eds. (2007). Bayesian Statistics and its
applications. Anamaya, Delhi.
7. Kruschke, J.K. (2015). Doing Bayesian Data Analysis. Elsevier AP.
8. Koch, K. R. (2010). Introduction to Bayesian Statistics, 2nd ed. Springer.
9. French, S. and Smith, J. Q. eds. (1997) The Practice of Bayesian analysis (1997). Arnold
Publisher.

Ph.D. – 04 Order Statistics

Basic distribution theory, conditional distributions, order statistics as a Markov Chain, order
statistics for independent non-identically distributed variates; Discrete order statistics, Joint
probability mass function, Dependence structure; Expected values and moments; Order
statistics from some specific distributions; Recurrence relations, bounds and approximations for
moments of order statistics; Concomitants of order statistics; Order statistics in statistical
inference; Order statistics from a sample containing a single outlier; Asymptotic theory; Record
values; Generalized order statistics.

Suggested Readings:

1. Ahsanullah, M., Nevzorov, V.B. and Shakil, M. (2013). An Introduction to Order

Statistics. Atlantis Studies in Probability and Statistics, Vol. 3, Atlantis Press.
2. Arnold, B.C. and Balakrishnan, N. (1989). Relations, Bounds and Approximations for
Order Statistics. Lecture Notes in Statistics, Vol.53, Springer-Verlag.
3. Arnold, B.C. Balakrishnan, N. and Nagaraja, H.N. (1992). A first course in Order
Statistics, John Wiley.
4. Arnold, B.C., Balakrishnan, N. and Nagaraja, H.N. (1998). Records, John Wiley.
5. David, H.A. and Nagaraja, H.N. (2003). Order Statistics, Third Edition, John Wiley.
6. Galambos, J. (1987). The Asymptotic Theory of Extreme Order Statistics, Second
Edition, Krieger, F.L.
7. Kamps, U. (1995). A Concept of Generalized Order Statistics, B.G. Teubner Stuttgart.

Ph.D. – 05 Bio-Statistics
Nelson –Aalen estimator of cumulative hazard function along with its variance, Its
applications in survival analysis, Markov illness death model and epidemic model,
Graphical methods for survival distribution fitting and goodness of fit tests, Parametric
and non-parametric methods of comparing survival distributions, Mantel -Haenszel test,
Estimation of mean residual lifetime with applications, Likelihood construction for
censored and truncated data, Cox PH model along with its likelihood construction,
Construction of clinical life table, Carrier Borne epidemic model. Competing risk theory
with censoring.

Suggested Readings:

1. Biswas, Suddhendu (1995). Applied Stochastic Processes, New Central Book Agency.
2. Collett, David (2015). Modelling Survival Data in Medical Research, CRC press.
3. Klein, John P., and Moeschberger, Melvin L. (2005). Survival Analysis: Techniques for
Censored and Truncated Data, Springer Science & Business Media.
4. Kleinbaum, David G., and Mitchel Klein (2006). Survival Analysis: A Self-learning Text,
Springer Science & Business Media.
5. Lee, Elisa T., and Wang, John W. (2003). Statistical Methods for Survival Data Analysis,
John Wiley & Sons.
6. Pintilie, Melania (2006). Competing Risks: A Practical Perspective, John Wiley & Sons.

Ph.D. – 06 Reliability and Life Testing

Reliability, hazard-rate and mean time to failure and their inter-relationships. Exponential
distribution, memory less property. Maximum likelihood estimation and uniformly minimum
variance unbiased estimation for the parameter and reliability function.
Gamma and Weibuil distributions. Estimation of parameters and reliability function with
complete and censored samples. Estimation with regression approach. Normal and lognormal
distributions-estimation of parameters and reliability with complete samples,
Tests of hypotheses and confidence intervals for the reliability function of exponential,
gamma,Weibull, normal and lognormal distributions.
Bayes estimation for the parameters and reliability function (under different losses) of
exponential, gamma, Weibull, normal and lognormal distributions. Lindley’s expansion and its
application in Bayesian reliability estimation. Bayesian credible intervals for the parameters and
reliability function for exponential, gamma, Weibull, normal and lognormal distribution

Suggested Readings:

1. Bain, L.J. and Engelhardt, M. (1991). Statistical Analysis of Reliability and Life- Testing
Models, Marcel Dekker Inc., U.S.A.
2. Cohen, A.C. and Whitten, B.J. (1988). Parameter estimation in Reliability and Life Span
Models, Marcel Dekker Inc., U.S.A.
3. Gerstbakh, I.B. (1989). Statistical Reliability Theory, Marcel Dekker Inc., New York.
4. Hoyland, A. and Rausand, M. (1994). System Reliability Theory: Models and Statistical
Theory. Marcel Dekker Inc., New York.
5. Kalbfleisch, J.D. and Prentice, R.L. (1980). The Statistical Analysis of Failure Time
Data, John Wiley and Sons, New York.
6. Lawless, J.F. (1982). Statistical Models and Methods for Lifetime Data, John Wiley and
Sons Jnc.,.U.S.A.
7. Mann, N.R., Schafer, R.E. and Singpurwala, N.D. (1974). Methods for Statistical
Analysis of Reliability and Life Data, John Wiley, New York.
8. Martz, H.F. and Wailer, R.A. (1982). Bayesian Reliability Analysis, John Wiley and
Sons, Inc., New York.
9. Sinha, S.K. (1986). Reliability and Life-Testing, Wiley Eastern Ltd., New Delhi.
10. Sinha, S.K. (1998). Bayesian Estimation, New Age Publication.
11. Zacks, S. (1992). Introduction to Reliability Analysis, Springer-Verlag, U.S.A.