VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. ( Part-I ) Statistics(External Programme)

Effective From: 2014-15

Paper No. Title of the paper

Paper- I Advanced Statistics

Paper II Advanced Statistics

Paper III Advanced Statistics

M.Com. (Part-II) Statistics(External Programme)

Effective From: 2014-15

Paper No. Title of the paper

Paper- IV Advanced Statistics

Paper V Advanced Statistics

Paper VI Advanced Statistics

VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. (Part- I) StatisticsADVANCED STATISTICS PAPER I

(External Programme)(1) Statistical Inference: (50%)(i) Estimation:

Estimator, Different measures of closeness of an Estimator, some propertiesof estimators: consistency, unbiasedness and efficiency. Methods of estimation:Maximum likelihood estimator and its properties (without proof), Method ofmaximum likelihood, method of moments, method of chi-squares, Confidenceintervals, methods of finding confidence intervals, large sample confidence intervals,confidence intervals for parameters elementary distributions.

(ii) Testing of Hypotheses:Statistical hypotheses, critical region, two types of errors, level of significance,

power of a test, Neyman Pearsons Lemma (without proof ) and its applications( Binomial, Poisson, Normal and Exponential distributions ), The most powerful testof a simple hypothesis against a simple alternative.

(2) Univariate Distribution:Introduction, Important properties and application of (i) Hyper Geometric

distribution (ii) Negative Binomial distribution (iii) Cauchy distribution (iv) Laplacedistribution (v) Log-Normal distribution. (25%)(3) Non-Parametric Tests:

Introduction, comparison of parametric and non-parametric tests, Run test forrandomness, Kolmogrov-Smirnov testof goodness of fit, extension of Median test,Kruskal-Wallis test (one-way analysis of variance), Rank correlation, KendallsRank correlation. (25%)

BOOKS :

(1) Johnsons, N. L. and Kotz, S. (1977) :Distributions in Statistics, John Wiley.(2) Ferguson, T. (1967): Mathematical Statistics; Academic Press.(3) Jaiswal, M. C. (1973): Statistical Distributions; Guj. Uni. Book Pub. Board,

Ahmedabad.(4) Rohatgi, V. K. (1984): Introduction to Probability Theory and Mathematical

Statistics; Wiley Eastern.(5) Gibbons, J.D. (1976) : Non-Parametric Methods for Quantitative Analysis;

Holt, Rinehart and Winston(6) Sidney Seigal (1956): Non-Parametric Methods for Behavioural Sciences;

Mac-Graw Hills.

VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. (Part- I) Statistics

ADVANCED STATISTICS PAPER II(External Programme)

(1) Demography :

Meaning and scope of demography, history and growth of demography,measures of population growth, common measures of growth rate, growth curves:Logarithmic, Exponential, Gompertz and Logistic curves , measures of mortalityrates, natal and porinatal mortality rates, stadardised age, specific death rates withnumerical examples, Life -Tables, Abridged life tables, numerical examples toillustrate these methods, population projections: methods of projection, study ofsample models for population projections, Fertility and Reproduction rates. (40%)

(2) Indian Official Statistics :

Present official statistical system in India, Central Statistical Organization,National Sample Surveys, National Council of Applied Economics Research,Computer Center of Department of Statistics in India - functions, objectives methodsof collection of official statistics, its reliability and limitations. Principalpublications containing data on the topics such as population, agriculture, industry.Index Number: meaning, need, uses, selection of items, collection of price data,fixing of weights, selection of base, computational methods with precautions in itsuses. (30%)

(3) National Income :

Concept of National Income. Methods of its estimation. Lorenz curve andParetos law of Income Distribution: concept, derivations and applications. (30%)

BOOKS :

(1) Pathak, K. B. and Ram, R. (1992): Techniques of Demographic AnalysisHimalaya Pub. House, Delhi.

(2) Jaiswal, M. C. (1984) : Arth Vishayak ankadashashtra (in Gujarati);University Granth Nirman Board, Ahmedabad.

(3) Srivastava, O. S. (1983): A Textbook of Demography; Vikas Publishing House.

VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. (Part- I) StatisticsADVANCED STATISTICS PAPER III

(External Programme)

(1) Mathematical Economics:Concept of utility function and indifference curves, demandand compensated

demand function, Production function, Formulation of a production function,Elasticity of substitution for two input factors of production, Cobb- Douglasproduction function, CES production function & methods of estimation of theirparameters, Leontiefs input-output static, open and closed models and its importancein inter- industry relations. (40%)

(2) Econometric methods:The nature and role of econometrics, Introduction to econometric models:

(i) Single equation model, (ii) Simultaneous equations model.Single equation model : Ordinary least squares model Estimation of parameters,problem of multiocollinearity. Generalized least squares model Estimation ofparametrs (Aitkens estimator), Problem of heteroscedasticity and autocorrelation,methods of estimation in each case, grouping of observations and Durbin-Watsontest.Simultaneous equations models: Problem of identification : Statement andapplication of Rank and order conditions. Estimation of parameters of two equationsby two-stage least squares method. (30%)

(3) Time Series Analysis:Stationary time-series, 1st order Auto-regressive model & determination of

dispersion matrix, Autocorrelation function, correlogram and periodogram analysis.(30%)

BOOKS :

(1) Allen, R. G. D. : (1973): Mathematical Analysis for economists.(2) Box and Jenkins (1970): Time Series Analysis; Holden Day Publications.(3) Jaiswal, M. C. (1964): Artha Vishayak Ankadashashtra (in Gujarati); University

Granth Nirman Board , Ahmedabad.(4) Handerson, M. A. & Quandt ( 1980): Micro Economics Theory / Mathematical

Economics, Mac-Graw Hills.(5) Gujarati, D. (1979): Basic Econometrics; Mac-Graw Hills.(6) Johnston, J. (1982): Econometric methods; Mac-Graw Hills and Kogakusha Ltd.

VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. (Part-II) Statistics(External Programme)

Effect From 2015- 16

Paper No. Title of the paper

Paper- IV Advanced Statistics

Paper V Advanced Statistics

Paper VI Advanced Statistics

VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. (Part- II) StatisticsAdvanced Statistics Paper IV

(External Programme)

Effect from 2015- 16

(1) Design of Experiments:Basic principles of Design of Experiments, Efficiency of a design, Basic designs:

CRD, RBD and Latin Square designs and their applications, Factorial experiments,its analysis, concept of confounding in 22 and 23 factorial experiments withanalysis. (50%)

(2) Sampling Techniques:Sample surveys, Principal steps involved in sample survey, some specific

sampling designs: simple random sampling, sampling for proportions andpercentages, estimation of sample size, stratified random sampling, systematicsampling, two stage sampling. Use of auxiliary information at estimation stage,Ratio, product, difference and regression estimatiors, two phase sampling and itsuses in ratio and regression estimation. (50%)

BOOKS :

(1) Federer, W.T. (1955): Experimental Designs - Theory and Applications, Oxford& TBH Pub.

(2) Shah, S. M. (1976): Nidarshan Padhdhatio ane Prayogik Abhikalpanao (inGujarati ); University Granth Nirman Board, Ahmedabad.

(3) Montgomery, D.C.(1991) : Design and Analysis of Experiments; John Wiley.(4) Cochran, W.G. (1984): Sampling Techniques, Wiley Eastern.(5) Mukhopadhyay, P. (1979): Applied Statistics, Books & Allied Pub., Kolkata.

VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. (Part- II) StatisticsAdvanced Statistics Paper V

(External Programme)Effect from 2015- 16

(1) Decision Theory :No data decision problem [,A,L], Statistical decision problem [,D,R] , Non

randomized decision rules, risk function, better decision rule, admissible decisionrule, maximin and minimax decision rules, prior information and Bayes decisionrule. (30%)(2) Game Theory:

Competitive games, Two person zero sum game, Minimax and Maximinprinciple, Fundamental theorem of game theory ,Saddle point and the value of game(based on pure strategies), mixed strategies, solution of games with / without saddlepoint, Dominance rule, solution of mx2 and 2xn games using graphical method,Algebraic method of solving games. (20%)

(3) PERT /CPM :Introduction, Historical development of PERT/ CPM techniques, Applications

of PERT / CPM techniques, Basic steps, network diagram representation, rules ofdrawing network diagram, time estimates and critical path in network analysis, PERTtechnique, updating resource allocation, limitation of network techniques. (20%)

(4) Statistical Quality Control:Concept of quality and statistical quality control, Sampling inspection,

Acceptance Sampling Plans for attributes, single and double sampling plans forattributes, sequential sampling plans for attributes, concept of total qualitymanagement (TQM ), Introduction to Just In Time (JIT ) inventory, Quality circlesproduction. (30%)BOOKS:(1) Moshe, B. and Levy, H. (1984): Statistical Decision and Applications in

Business and Economics; Mac Graw Hills.(2) Paria, G. ( ): Linear Programming, Transportation, Assignment, Game;

Books & Allied Pvt. Ltd, Kolkata.(3) Grant, E.L. (1964): Statistical Quality Control; Mac Graw Hills.(4) Kanti Swarup, P.K. Gupta and Man Mohan (1995): Operations Research; Sultan

Chand & Sons; New Delhi.(5) Sharma, S.D. (1998): Operations Research; Kedar Nath & Sons, Meerut.(6) Sharma, J.K. (1998): Operations Research; Mac Milan Pub., New Delhi.

VEER NARMAD SOUTH GUJARAT UNIVERSITYUniversity Campus, Udhna-Magdalla Road,

SURAT 395 007.---------------------------------------------------------------------------------------------------------

M.Com. (Part- II) StatisticsADVANCED STATISTICS PAPER VI

(External Programme)

Effect From 2015- 16

(1) Linear Programming:

Formulation of L.P.P.,Simplex method, revised simplex method, BigM method,Two-phase method. Duality in L.P.P.; concept and application, statement of dualitytheorem and its application. (50%)

(2) Inventory Models:

EOQ models with uniform rate of demand and shortages not allowed,deterministic models with shortages, instantaneous production , finite rate ofreplenishment model, probabilistic demand model , single period model with uniformdemand , ABC analysis of inventory. (25%)

(3) Queuing theory:

Classification of queues, Poisson process and exponential distribution,transient and steady states, Poisson queues with single service channel, Finite andinfinite capacity and its characteristics. (25%)

Books :

(1) Hadley, G. (1995): Linear Programming, Narosa Publishing House, New Delhi.(2) Paria, G. ( ): Linear Programming, Books & Allied pvt Ltd., Kolkata.(3) Kanti Swarup, P.K. Gupta and Man Mohan (1995): Operations Research; Sultan

Chand & Sons; New Delhi.(4) Sharma, S.D. (1998): Operations Research; Kedar Nath & Sons, Meerut.(5) Sharma, J.K. (1998): Operations Research; Mac Milan Pub., New Delhi.