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STATISTICS BOOK FOR

ISI IIT MSTAT


ENTRANCE EXAM

SYLLABUS COVERED
Transformation of Random Variables. Order Statistics

Sampling distributions: Chi-square, t and F distributions, and their


properties.

Estimation: Unbiasedness, consistency and efficiency of estimators,


method of moments and method of maximum likelihood.

Sufficiency, factorization theorem. Completeness, Rao-Blackwell and


Lehmann-Scheffe theorems, uniformly minimum variance unbiased
estimators.

Rao-Cramer inequality. Confidence intervals for the parameters of


univariate normal, two independent normal, and one parameter exponential
distributions.

Testing of Hypotheses: Basic concepts, applications of Neyman-Pearson


Lemma for testing simple and composite hypotheses.

Likelihood ratio tests for parameters of univariate normal distribution.

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TABLE OF CONTENTS:

Distribution of Functions of Random Variables (Page No. 3 – 52)

Distribution Charts (Page No. 53 – 56)

Sampling Distributions (Page No. 57 – 89)

Bivariate Normal Distribution (Page No. 90 – 100)

Order Statistics (Page No. 101 – 110)

Point Estimation (Page No. 111 – 232)

Interval Estimation (Page No. 233 – 242)

Statistical Hypothesis Testing (Page No. 243 – 332)

Non-parametric Inference (Page No. 333 – 350)

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