Institute of Statistical Research and Training

University of Dhaka

Syllabus
B.S. Honors Program in Applied Statistics
Session : 2016–2017

www.isrt.ac.bd/syllabus
 B.S. Honors Program in Applied Statistics

The B.S. honors course in Applied Statistics is an integrated four-year program. The
program includes courses of both theoretical and applied nature, but more emphasis
is given on the applications of the statistical techniques to real life situations. The
course is so designed that after successful completion, the graduates are equipped to
work efficiently and completely in government and non-government organizations,
research organizations, service departments and other related fields.
The examination consists of four parts, one at the end of each academic year. Each
student has to take a total of 140 credits over four academic years. These include 107
credits of theoretical courses, 22 credits of computing courses and 8 credits of oral.
For theoretical courses, 23 credits will be from courses of Mathematics, Economics
and Computer Science. Thirty percent marks of the theoretical courses and forty
percent marks of the computing courses will be allotted for in-course examination.
The marks allocation for theoretical courses will be as follows:

Attendance : 05
In-course exam : 25
Final exam : 70

The marks allocation for computing courses will be as follows:

Attendance/assignment : 10
In-course exam : 30
Final exam : 60

There will be two in-course examinations for each of the theoretical and computing
courses.
A student with high academic attainment in S.S.C. and H.S.C. or equivalent levels
with Mathematics as a subject of study is eligible for admission. The regulations
for admission of the students and the examinations will be same as those of the B.S.
honors courses in the Faculty of Science unless otherwise stated.
Distribution of courses, credits, marks and detailed syllabus are as follows:

1
 Courses for the First Year

Course ID Course Title Credit

AST 101 Elements of Applied Statistics 4
AST 102 Elements of Probability 4
AST 103 Programming with C/C++ 3
AST 104 Basic Mathematics 3
AST 105 Calculus 4
AST 106 Principles of Economics 4
AST 107 Linear Algebra 3
AST 130 Statistical Computing I 2
AST 131 Statistical Computing II 2
AST 140 Oral I 2
Total 31

Courses for the Second Year

Course ID Course Title Credit

AST 201 Sampling Distributions and Simulation 4
AST 202 Actuarial Statistics 3
AST 203 Statistical Inference I 3
AST 204 Design and Analysis of Experiments I 3
AST 205 Introduction to Demography 3
AST 206 Sampling Methods I 4
AST 207 Mathematical Methods 3
AST 230 Statistical computing III: R and Matlab 2
AST 231 Statistical Computing IV 2
AST 232 Statistical Computing V 2
AST 240 Oral II 2
Total 31

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 Courses for the Third Year

Course ID Course Title Credit

AST 301 Design and Analysis of Experiment II 4
AST 302 Sampling Methods II 3
AST 303 Linear Regression Analysis 4
AST 304 Epidemiology 3
AST 305 Population Studies 3
AST 306 Statistical Inference II 3
AST 307 Multivariate Statistics I 3
AST 308 Industrial Statistics and Operations Research 4
AST 309 Mathematical Analysis 3
AST 330 Statistical computing VI: SPSS, Stata and SAS 2
AST 331 Statistical Computing VII 2
AST 332 Statistical Computing VIII 2
AST 340 Oral III 2
Total 38

Courses for the Fourth Year

Course ID Course Title Credit

AST 401 Advanced Probability and Stochastic Processes 4
AST 402 Statistical Inference III 3
AST 403 Multivariate Statistics II 4
AST 404 Econometric Methods 4
AST 405 Lifetime Data Analysis 4
AST 406 Research Methodology and Social Statistics 4
AST 407 Analysis of Time Series 3
AST 408 Generalized Linear Models 3
AST 430 Statistical Computing IX 2
AST 431 Statistical Computing X 2
AST 432 Statistical Computing XI 2
AST 440 Oral IV 2
AST 450 B.S. Project 3
Total 40

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 Detailed Syllabus - First Year

AST 101: Elements of Applied Statistics Credit 4

Introduction to statistics: meaning of statistics; scopes and limitations; concepts of

descriptive and inferential statistics; basic concepts: data, sources of data - primary
and secondary data; population, sample, parameter, statistic; variables and types of
variable: qualitative and quantitative discrete, continuous; scales of measurements;
classification of variable by scales of measurements.
Organization and presentation of data: graphical presentation for qualitative and
quantitative data; use of excel software; sorting data, grouping qualitative and quan-
titative data: construction of frequency distribution and relative frequency distribu-
tion; graphical presentation of frequency distribution- histogram, frequency polygon,
ogive.
Concept of distribution: location, scale (spread) and shape, illustration with stem
and leaf diagram; use of excel software; descriptive measures of data; measures
of location; measures of dispersion; moments and their interrelationship; measures
of skewness and kurtosis; three and five number summary; box-plot and modified
box-plot; use of excel software.
Description of bivariate data: bivariate frequency distribution; graphical presenta-
tion of bivariate data; contingency table; concept of association between two vari-
ables; percentage table and interpretation of cell frequencies; measures of association
for nominal and ordinal variables; measures of association for interval or ratio vari-
ables; correlation; relationship between two variables: simple linear regression; use
of excel software; basic issues in inferential statistics.

Text Books
1. Newbold P (2004). Statistics for business and economics, third edition.
Prentice-Hall.
2. Weiss N (2007). Introductory statistics, seventh edition. Addison Wesley.

AST 102: Elements of Probability Credit 4

Combinatorial analysis: basic principles of counting, permutations, combinations;

axioms of probability: sample space and events, axioms of probability, sample spaces

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having equally likely outcomes, probability as a measure of belief; conditional prob-
ability and independence: conditional probabilities, Bayes formula, independent
events.
Random variables: introduction, discrete random variables, expectation, expecta-
tion of a function of a random variable, variance, Bernoulli and binomial random
variables, Poisson random variable, other discrete random variables (geometric, neg-
ative binomial, hypergeometric); expected value of a sums of random variables;
properties of cumulative distribution function; continuous random variables: expec-
tation and variance of continuous random variable, normal random variable, normal
approximation to binomial distribution, exponential random variables.
Jointly distributed random variables: joint distribution functions, independent ran-
dom variables, sums of independent random variables, conditional distributions (dis-
crete and continuous cases); properties of expectation: expectation of sums of ran-
dom variables, covariance, variance of sums, correlations, conditional expectation,
moment generating functions, probability generating function.

Text Books
1. Ross SM (2009). A first course in probability, eighth edition. Prentice-Hall.

AST 103: Programming with C/C++ Credit 3

Introduction to programming: algorithm, flowchart, code (program); levels of pro-

gramming: machine level, assembly level and high level language; execution of code:
translator, compiler, interpreter, assembler; steps of execution: compilation, link,
run.
An overview of C: the origins of the C language, compilers versus interpreters; vari-
ables, constants, operators, and expressions: data types, declaration of variables,
assignment statements, constants, operators, expressions; program control state-
ments: C statements, conditional statements, loop statements, labels; functions:
the return statement, function arguments, arguments to main(), returning pointers,
pointers to functions; arrays: single-dimension arrays, passing single dimension ar-
rays to functions, two- and multi-dimensional arrays, arrays and pointers, allocated
arrays, array initialization;
Applications of C programming in data analysis: frequency distributions, data sum-
mary, e.g. mean, median, maximum, minimum, matrix operations, calculation of
different rates, fitting simple linear regression, sorting a vector, optimizing non-
linear functions using Newton-Raphson iterative procedure, numerical integration
and differentiation.
Introduction to Python.
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 Text Books
1. Dietel PJ and Deitel HM (2010). C how to program, seventh edition. Pear-
son.
2. Thomas H (2016). An Introduction to Statistics with Python: With Appli-
cations in the Life Sciences. Springer.

AST 104: Basic Mathematics Credit 3

Basic Algebra
Theory of numbers: unique factorization theorem; congruencies; Euler’s phi-function;
inequalities: order properties of real numbers; Weierstrass’, Chebysev’s and Cauchy’s
inequalities; inequalities involving means; complex numbers: field properties; geo-
metric representation of complex numbers; operations of complex numbers; sum-
mation of algebraic and trigonometric finite series; theory of equations: relations
between roots and coefficients; symmetric functions of roots; Descartes rule of signs;
rational roots; Newton’s method.
Beta and gamma function and their properties; incomplete beta and gamma func-
tion; Dirichlet’s theorem; Liouville’s extension of Dirichlet’s theorem.

Differential Equations
Formulation of simple applied problems in terms of differential equations; equations
of the first order and their solutions; singular solutions; geometric applications; lin-
ear equations with constant coefficients; method of undermined coefficients; varia-
tion of parameters and inverse differential operators; simple cases of linear equations
with variable coefficients.
Text Books
1. Ayres F (1995). Theory and problems of modern algebra. McGraw-Hill.
2. Ross SL (1980). Introduction to ordinary differential equations, fourth edi-
tion. Wiley.

AST 105: Calculus Credit 4

Part A: Differential Calculus

Real numbers and function; limit and continuity of functions of one variable; deriva-
tive of a function of one variable; geometric interpretation of the derivative; differen-
tiation formulas; the chain rule; implicit differentiation; derivatives from parametric

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equations; higher order derivatives; Leibnitiz’s theorem; increasing and decreasing
functions; extrema of functions; concavity; Rolle’s mean value theorems; applica-
tions of the theory of extrema, velocity and acceleration related rates; differentials.
Indeterminate forms; infinite limits; tangent; normal; curvature; asymptote; curve
tracing; areas; functions of several variables; limit and continuity; partial derivatives;
chain rule; total differentials; Jacobian extrema.

Part B: Integral Calculus

The anti derivatives (indefinite integral); elementary integration formulas; integra-
tion by parts; integration by substitution; integration of rational functions; the
definite integral; fundamental theorem of calculus; properties of definite integrals;
evaluation of definite integrals; simple reduction formulas.
Arc lengths; volumes and surfaces of solids of revolution; Lagrange multiplier; mul-
tiple integrals; evaluation of double and triple integrals by iteration; area, volume
and mass by double and triple integration.
Text Books
1. Anton H (1995). Calculus with analytic geometry, fifth edition. Wiley.
2. Stewart J (2006). Calculus: early transcendentals (Stewart’s calculus series).

AST 106: Principles of Economics Credit 4

Definition and scope of economics; theory of demand and supply; demand schedule;
supply schedule; equilibrium of demand and supply; elasticity of demand and supply:
measurement of elasticity; price elasticity of demand and supply.
Demand and consumer behavior; utility theory; equi-marginal principle; indifference
curve analysis: consumers surplus; individual and market demand; derivation of de-
mand curve; theory of production: production function; total, average and marginal
product; law of diminishing returns; factors of production; pricing of factors of pro-
duction; division of labor; localization of industries; returns to scale; law of variable
proportion; isoquants; Cob-Douglas and CES production function; theory of cost;
fixed and variable cost; total and marginal costs; least cost rule; opportunity cost.
Market structure: perfect and imperfect competition; pricing under monopoly,
oligopoly and monopolistic competition; short-run and long-run equilibrium analy-
sis; income and wealth: factor incomes vs. personal incomes, role of government,
wealth; fundamentals of wage determination, the supply of labor, determinants of
supply, empirical findings, wage differentials; basic concepts of interest and capital,
prices and rentals on investments, rates of return and interest rates, present value
of assets, real vs. nominal interest rates.

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Key concepts of macroeconomics: objectives and instruments of macroeconomics;
measuring economic success, tools of macroeconomic policy; real vs. nominal GDP,
“Deflating” GDP by a price index; consumption, investment, NDP, GNP, price
indexes and inflation; consumption and saving: consumption function, saving func-
tion; investment: determinants of investment, revenues; theories of economic growth:
four wheels of growth, human and natural resources, capital; theories of economic
growth: classical dynamics of Smith and Malthus, neoclassical growth model.
Index number: characteristics, problems in the construction, classification; meth-
ods: unweighted, weighted: Laspeyre’s, Paasche’s, Dorbish and Bowley’s, Fisher’s,
Marshall and Edgeworth’s, Kelly’s and the chain index numbers; test of accuracy,
base shifting, splicing, deflating of index numbers; application of consumer price
index number.
Text Books
1. Samuelson PA and Nordhaus WD (2009). Economics, nineteenth edition.
McGraw Hill.
2. Mankiw NG (2015). Principles of Economics, seventh edition. Cengage
Learning.
3. Dowling ET (2011). Introduction to Mathematical Economics, third edition.
McGraw-Hill Education.
4. Newbold P, Carlson W and Thorne B (2012). Statistics for Business and
Economics, eighth edition. Pearson

AST 107: Linear Algebra Credit 3

Matrices, vectors and their operations: Basic definitions and different types of matri-
ces, matrix operations (addition, multiplication), trace of a matrix, determinant and
adjoint of a square matrix, properties of determinants, inverse of matrix, properties
of inverse, Kronecker product and related Operations.
System of linear equations: Gaussian elimination, Gauss-Jordan elimination, homo-
geneous linear systems, null spaces and the general solution of linear systems, rank
and linear systems, generalized inverse of a matrix, generalized inverses and linear
systems.
Vector spaces and subspaces: Vector addition and scalar multiplication, linear spaces
and subspaces, intersection and sum of subspaces, linear independence and depen-
dence, basis and dimension, inner product, norms and orthogonality, Orthogonal
projections, Gram-Schmidt orthogonalization.
Eigenvalues and eigenvectors: Eigenvalue equation, characteristic polynomial and
its roots, Eigenspaces and multiplicities, Diagonalizable matrices, Computation of
eigenvalues and eigenvectors.

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Singular value and Jordan decompositions: Singular value decomposition, SVD and
linear systems, Computing the SVD, Jordan canonical form.
Quadratic forms: Matrices in quadratic forms, Positive and nonnegative definite ma-
trices, Congruence and Sylvester’s Law of Inertia, Nonnegative definite matrices and
minors, Some inequalities related to quadratic forms, Simultaneous diagonalization
and the generalized eigenvalue problem.

Text Books
1. Banarjee S and Roy A (2014). Linear algebra and matrix analysis for statis-
tics. Chapman and Hall.
2. Anton H and Rorres C (2005). Elementary linear algebra, fourth edition.
Wiley.

AST 130: Statistical Computing I Credit 2

Computing problems related to Elements of Applied Statistics.

AST 131: Statistical Computing II Credit 2

Computing problems related to Programming with C/C++ and Linear Algebra.

AST 140: Oral I Credit 2

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 Detailed Syllabus - Second Year

AST 201: Sampling Distributions and Credit 4

Simulation

Generating function techniques: moment generating function, cumulant generating

function, probability generating function, characteristic function; finding distribu-
tions of functions of random variables: change of variable technique, distribution
function technique and moment-generating function technique; probability integral
transformation; statistic and sampling distribution; law of large numbers; central
limit theorem; exact distribution of sample mean; chi-square distribution and its
properties; F-distribution and its properties; t-distribution and its properties; non-
central chi-square, F and t distributions: definition and derivation; concept of order
statistics, distributions of single order statistics and joint distribution of two or more
order statistics.
Brief review of some discrete distributions; continuous probability distribution and
their properties: uniform, normal, exponential, gamma, beta, log-normal, Cauchy;
definition of truncated distribution; definition of compound and mixture distribu-
tion; family of distribution: Pearsonian distribution.
Concepts of simulation and its uses in statistics; random number generations: con-
gruential generators, seeding; random variate generations: inversion method (di-
rect method), rejection method (indirect method); simulating discrete random vari-
ables; simulating normal random variables: rejection with exponential envelope,
Box-Muller algorithm; Monte-Carlo integration: hit-and-miss method, improved
Monte-Carlo integration; variance reduction: antithetic sampling, importance sam-
pling, control variates.
Text Books
1. Robinson E (1985). Probability Theory and Applications. Springer Science
& Business Media.
2. Wadsworth GP and Bryan JG (1960). Introduction to Probability and
Random Variables. McGraw-Hill.
3. Zehna PW (1970). Probability distributions and statistics. Allyn and Ba-
con.
4. Jones O, Maillardet R and Robinson A (2009). Introduction to scientific
programming and simulation using R. Chapman & Hall/CRC.

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 AST 202: Actuarial Statistics Credit 3

The meaning of actuarial science; role of insurance in the economy; role of an actuary.
Fundamentals of theory of interest: definition of simple interest and compound in-
terest and their comparisons; accumulated value factors and present value factors;
effective and nominal rates of interest and their interrelationship; effective and nom-
inal rates of discount; relation between interest and discount; equations of value and
use of the time diagram in solutions of problems in interest; problems involving un-
known length of investment and unknown rate of interest; annuity; different types of
annuities certain; present and accumulated values of immediate annuity and annuity
due; present value of deferred annuities and variable annuities; capital redemption
policies; amortization schedules and sinking funds.
Actuarial mathematics: discrete life annuity and its applications; present values
of different life annuities; life assurance; present values of various life assurances
in terms of commutation functions; related problems; premiums; different types of
premiums; net premiums; office premiums; prospective policy values.
The basic deterministic model: cash flows; an analogy with currencies; discount
functions; calculating the discount function; interest and discount rates; constant
interest; values and actuarial equivalence; regular pattern cash flows; balances and
reserves; basic concepts; relationship between balances and reserves.
Stochastic interest-rate models: stochastic interest-rate models I; basic model for one
stochastic interest rate; independent interest rates; stochastic interest-rate models
II; dependent annual interest rates; modelling the force of interest; what can one do
with these models.

Text Books
1. Kellison SG (1991). The theory of interest, second edition. McGraw-
Hill/Irwin.
2. Promislow SD (2011). Fundamentals of actuarial mathematics, second edi-
tion. John Wiley & Sons.

AST 203: Statistical Inference I Credit 3

Basic Concepts: Fundamental ideas of statistical inference; parametric and non-

parametric inference; estimators, statistics, parameters; sampling distributions and
uses in inference; point estimation, interval estimation and test of hypothesis; theory
and reality.

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Point estimation of parameters and fitting of probability distributions: descrip-
tive statistics; exploratory data analysis; least squares estimation; moments based
estimation; maximum likelihood estimation; uses of graphical tools for assessing
goodness of fit; asymptotic distributions of maximum likelihood estimators.
Interval estimation: methods for constructing confidence interval - pivotal quantity
method, Wald- type method, likelihood ratio based method; confidence intervals for
means; confidence intervals for the difference of two means; confidence intervals for
proportions; interpretation of confidence interval.
Testing hypotheses and assessing goodness of fit: heuristics of hypothesis testing;
errors in hypothesis testing-statistical significance and power; exact tests and ap-
proximate tests; tests about one population mean, test about the equality of two
population (independent and paired) means; test about the equality of more than
two population means; test about proportions; likelihood ratio test; statistical tests
applied to categorical data- Fisher’s exact test, chi-square test of homogeneity and
independence; chi-square goodness of fit tests.
Text Books
1. Hogg RV, Tanis EA and Zimmerman DL (2015). Probability and statistical
inference, ninth edition. Pearson.
2. Hogg RV, McKean J and Craig AT (2010). Introduction to mathematical
statistics, seventh edition. Pearson.

AST 204: Design and Analysis of Credit 3

Experiments I

Introduction to design of experiments: strategy of experimentation; some typical

examples of experimental design; basic principles; guidelines for designing experi-
ments.
Experiments with a single factor: the analysis of variance; analysis of fixed effects
model; estimation of model parameters; unbalanced data; model adequacy check-
ing; regression model, comparisons among treatment means, graphical comparisons
of means, contrasts, orthogonal contrasts, multiple testing, Scheffe’s method, com-
paring pairs of treatment means, comparing treatment means with a control; De-
termining sample size; operating characteristic curve, specifying standard deviation
increase, confidence interval estimation method; discovering dispersion effects; re-
gression approach to analysis of variance; least squares estimation of the model
parameters, general regression significance test; nonparametric methods in analysis
of variance; the Kruskal-Wallis test.
Randomized blocks, Latin squares, and related designs: the randomized complete
block designs (RCBD); statistical analysis of RCBD, model adequacy checking; es-

12
timating model parameters; Latin square design; Graeco-Latin square design; bal-
anced incomplete block design (BIBD); statistical analysis of BIBD; least squares
estimation of BIBD; recovery of intra-block information in the BIBD.

Text Books
1. Montgomery DC (2001). Design and analysis of experiments, fifth edition.
Wiley.

AST 205: Introduction to Demography Credit 3

Basic concept of demography; role and importance of demographic/population stud-

ies; sources of demographic data: census, vital registration system, sample surveys,
population registers and other sources especially in Bangladesh.
Errors in demographic data: types of errors and methods of testing the accuracy
of demographic data; quality checking and adjustment of population data; post
enumeration check (PEC) and detection of errors and deficiencies in data and the
needed adjustments and corrections.
Fertility: basic measures of fertility; crude birth rate, age specific fertility rates
(ASFR), general fertility rate (GFR), total fertility rate (TFR), gross reproduc-
tion rate (GRR) and net reproduction rate (NRR), child-woman ratio; concept of
fecundity and its relationship with fertility.
Demographic theory: transition theory and the present situation in Bangladesh;
Malthus’ theory and its criticism. mortality: basic measures of mortality: crude
death rate (CDR), age specific death rates (ASDR), infant mortality rate, child
mortality rate, neo-natal mortality rate; standardized death rate its need and use;
direct and indirect standardization of rates; commonly used ratios: sex ratio, child-
woman ratio, dependency ratio, density of population.
Fertility and mortality in Bangladesh since 1951: reduction in fertility and mortality
in Bangladesh in recent years; role of socio-economic development on fertility and
mortality.
Nuptiality: marriage, types of marriage, age of marriage, age at marriage and its ef-
fect on fertility, celibacy, widowhood, divorce and separation, their effect on fertility
and population growth.
Migration: definition, internal and international migration; sources of migration
data; factors affecting both internal and international migration, laws of migration;
impact of migration on origin and destination, its effect on population growth, age
and sex structure, labor supply, employment and unemployment, wage levels, and
other socio-economic effects; migration of Bangladeshis abroad and its impact on
overall economic development of the country.

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 Text Books
1. Siegel SJ and Swanson DA (2004). The methods and materials of demogra-
phy, second edition. Emerald.
2. Shryock S and others (1975). The methods and materials of demography,
volume I and II. U.S. Department of Commerce Publication.

AST 206: Sampling Methods I Credit 4

Role of sampling theory; requirements of a good sample design; units; population;

sampling units; sampling frame and uses of sample survey; random or probability
sampling and non-random or purposive sampling; bias; precision and accuracy of
estimates; different types of errors associated with sampling and complete enumer-
ation.
Simple random sampling: drawing of samples; with and without replacement sampling-
estimates, standard errors and confidence intervals; simple random sampling for pro-
portion and ratio estimate, standard error and confidence interval; determination of
sample size for specified precision.
Systematic sampling: use, limitation, estimates, bias, standard error and efficiency;
comparison with simple random sampling; systematic sampling for populations with
linear trend; methods for dealing with population with linear trend or periodic
variation.
Stratification: reasons for stratification; formulation and number of strata; strati-
fied random sampling estimates, standard error and confidence interval; allocation
of samples to strata equal allocation, proportional allocation, Neyman allocation
and optimum allocation; stratified sampling for proportions; post stratification and
quota sampling.
Use of supplementary information: ratio estimation with examples, estimated bias,
mean squared error, approximate variance; conditions for unbiased ratio estimation;
unbiased ratio-type estimates; necessity and limitation of ratio estimates; ratio es-
timates in stratified random sampling; comparison of the combined and separate
estimates; product and difference estimation.
Regression estimation: examples, assumptions, properties and limitations; bias and
approximate variance; estimate of the variance; regression estimates in stratified
sampling combined and separate estimates; comparative merits and demerits of
ratio and regression estimates.
Cluster sampling: reasons, formation of clusters, size of clusters; simple cluster
sampling with equal and unequal sized clusters estimates, bias, standard error and

14
efficiency; comparison with simple random sampling and systematic sampling; de-
termination of optimum cluster size.
Stratified cluster sampling: advantages, estimates, bias, standard error and effi-
ciency; comparison with simple random sampling, systematic sampling and usual
stratified random sampling.

Text Books
1. Cochran WG (1977). Sampling techniques, third edition. Wiley.
2. Lohr SL (1998). Sampling: design and analysis. Duxbury.

AST 207: Mathematical Methods Credit 3

Interpolation and inverse interpolation: uses of Newton’s forward and backward

interpolation formula; Lagrange’s formula; numerical integration: Simpson’s rule;
Weddle’s rule; trapezoidal rule; Gauss’s quadratic formulae and proper examples
from the applications to econometric, meteorology and biomedicine; Euler’s formula
of summation and quadrature.
Solution of numerical algebraic and transcendental equations; equations in one un-
known; finding approximate values of the roots; finding roots by repeated appli-
cation of location theorem; method of interpolation or of false position; solution
by repeated plotting on a large scale; Newton-Raphson method; Newton-Raphson
method for simultaneous equations.
Fourier series: periodic function; Fourier series process of determining the Fourier
coefficients; Dirichlet conditions; odd and even functions; half range Fourier sine or
cosine series; Parseval’s identity; differentiation and integration of Fourier series.
Laplace transform: introduction; definition of integral transformation; definition of
Laplace transform; Laplace transform of some elementary functions; sufficient con-
ditions for the existence of Laplace transform; some important properties of Laplace
transform; initial and final value theorem; Laplace transforms of some special func-
tions.
Inverse Laplace transform: definition of inverse Laplace transform; Lerch’s theorem;
some important properties of the inverse Laplace transform; partial function decom-
positions; definition of the convolution; convolution theorem; Heaviside’s expansion
formula; evaluation of integrals; application of Laplace transform.
Introduction to Taylor’s and Laurent series.

15
Text Books
1. Burden RJ and Faires JD (2010). Numerical analysis, ninth edition. Brooks
Cole.
2. Kreyszig E (2011). Advanced Engineering Mathematics, tenth edition. Wi-
ley.
3. Jeffrey A (2001). Advanced Engineering Mathematics. Academic Press.

16
 AST 230: Statistical Computing III: Credit 2
R and Matlab

Introduction to R
History and overview of R programming language, R objects, matrices, lists, data
frames, reading and writing data files, subsetting R objects, vectorized operations,
control structures, functions (both in-built and custom), different loop functions,
simulation, calling C function from R.
Exploratory data analysis: managing data frames with dplyr package, exploratory
graphs, summary statistics, different plotting systems (base, ggplot2, lattice).

Introduction to Matlab/Octave
Introduction; basic features; command window; mathematical operations in com-
mand window; array operation; matrix operations; logical operations; script m-files;
function m-files; data input and output; statistical graphics: common plots in statis-
tics, three dimensional plot, color maps, mash, and surface plots.
Programming and exploratory data analysis with Matlab/Octave.
Text Books
1. Peng RD (2015). R programming for data science. Leanpub.
2. Peng RD (2015). Exploratory data analysis with R. Leanpub.
3. Quarteroni A, Saleri F and Gervasio P (2010). Scientific computing with
MATLAB and Octave, third edition. Springer.

AST 231: Statistical Computing IV Credit 2

Simulation, fitting of probability distribution, point and interval estimation, test

of hypothesis.

AST 232: Statistical Computing V Credit 2

Design of experiments (completly randomized, randomized block, Latin square

design), sampling methods (simple random, stratified, systematic and cluster
sampling).

AST 240: Oral II Credit 2

17
 Detailed Syllabus – Third Year

AST 301: Design and Analysis of Credit 4

Experiments II

Introduction to factorial designs: basic definition and principles; advantage of fac-

torials; two-factor factorial design; statistical analysis of fixed effects model, model
adequacy checking, estimating model parameters, choice of sample size, assumption
of no interaction in a two-factor model, one observation per cell; general factorial
design; fitting response curve and surfaces; blocking in a factorial design.
2k factorial design: introduction; 22 design; 23 design; general 2k design; a single
replicate in 2k factorial design; blocking in a 2k factorial design; confounding in 2k
factorial design; confounding in 2k factorial design in two blocks; confounding in
2k factorial design in four blocks; confounding in 2k factorial design in 2p blocks;
partial confounding.
Two-level fractional factorial designs: one-half fraction of 2k design; one-quarter
fraction of 2k design; general 2k−p fractional factorial design; resolution III designs;
resolution IV and V designs; three-level and mixed-level factorial and fractional
factorial designs: 3k factorial design, confounding in 3k factorial design, fractional
replication of 3k factorial design, factorials with mixed levels.
Response surface methods: introduction to response surface methodology; method
of steepest ascent; analysis of second-order response surface; experimental designs
for fitting response surfaces; mixture experiments; robust designs.
Experiments with random factors: random effects model; two-factor factorial with
random factors; two-factor mixed model; sample size determination with random
effects; rules for expected mean squares; approximate F tests; approximate confi-
dence intervals on variance components; modified large-sample method; maximum
likelihood estimation of variance components.
Nested and split-plot designs: two-stage nested designs; statistical analysis, diag-
nostic checking, variance components; general m-staged nested design; designs with
both nested and factorial factors; split-plot design; split-plot designs with more than
two factors; split-split-plot design, strip-split-plot design.

18
 Text Books
1. Dean AM and Voss AM (1999). Design and analysis of experiments.
Springer.
2. Montgomery DC (2001). Design and analysis of experiments, fifth edition.
Wiley.
3. Bailey R (2008). Design of comparative experiments. Cambridge.

AST 302: Sampling Methods II Credit 3

Sampling of unequal clusters with unequal probability with and without replacement
different selection methods: PPS selection, Brewer’s, Durbin’s, Samford’s, PPS sys-
tematic, Raj’s, Murthy’s and Rao-Hartley-Cochran methods of selection; detailed
study on the related formulae, estimates, variances, estimates of variances for these
methods.
Two-stage sampling with equal and unequal sized clusters-estimates and standard
errors; estimation for proportions; stratified two-stage sampling.
Multistage sampling: different two and three stage sampling schemes; the concept of
self-weighting estimates; assumptions for self-weighting estimates; sampling schemes
resulting in self-weighting estimates.
Method of variance estimation in complex surveys.
Multiphase sampling: reasons for adopting this technique; two-phase or double sam-
pling; ratio and regression estimators for double sampling and respective standard
errors; double sampling for stratification; repeated sampling; sampling from the
same population on two occasion, more than two occasions; Interpenetrating sub-
sampling. Concept of base line survey and panel survey.
Sampling and non-sampling errors: sources and types of non-sampling error; non-
sampling bias; non-response error; control of non-response; techniques for adjust-
ments of non-response; Role of design and model in sampling: design unbiasedness;
model unbiasedness.
Special sampling schemes: inverse sampling; capture-recapture method; network
sampling; snowball sampling; adaptive cluster sampling; rank set sampling.

Text Books
1. Cochran WG (1977). Sampling techniques, third edition. Wiley.
2. Lohr SL (1998). Sampling: design and analysis. Duxbury.

19
 AST 303: Linear Regression Analysis Credit 4

Measures of association for quantitative data: correlation and inference concerning

correlation; regression and model building, motivating examples, uses of regression.
Simple linear regression model: model for E(Y |x), least squares estimation, assump-
tions related to errors, maximum likelihood estimation (MLE) of model, sampling
distribution of MLEs of the model parameters, inferences concerning the model pa-
rameters (confidence intervals and t-test), confidence interval estimate of the E(Y |x)
(confidence band).
Model accuracy and diagnostics: goodness of fit test (F -test, coefficient of determi-
nation, R2 ); prediction and prediction interval for a new Y at specific x, residual
analysis: definition, normal probability plot, plots of residuals versus fitted val-
ues, residuals versus x, other residual plots, statistical test on residuals; detection
and treatment of outliers; concept of lack of fit and pure error, test for lack of fit,
transformations as solution to problems with the model, weighted least squares.
Matrix representation of simple linear model, inference and prediction.
Multiple linear regression models: formulation of multiple regression models, es-
timation of the model parameters: least squares estimation, maximum likelihood
estimation, sampling distributions of the MLEs, confidence interval and hypothesis
testing for concerning model parameters; model accuracy and diagnostics: goodness
of fit test (F test, R2 , adjusted R2 ), prediction of a new observation; extra sum of
squares principles and its application in testing general linear hypothesis, checking
all assumptions concerning model and use of remedy measures when assumptions
are not valid, detection and treatment of outliers, influential observations.
Polynomial regression model: introduction; polynomial models in one variable: basic
principles, piecewise polynomial fitting; polynomial models in two or more variables;
orthogonal polynomials.
Indicator variables: the general concept of indicator variable, use of the indicator
variables in linear regression, models with only indicator variables, idea on regression
models with an indicator response variable.
Variable selection and model building: the model building problem, consequences
of model mis-specification, criteria for evaluating subset regression models, compu-
tational techniques for variable selection.
Validation of regression models: concept, cross validation.

20
 Text Books
1. Weisberg S (2013). Applied Linear Regression, fourth edition. Wiley.

2. Montogomery CD and Peck E (1981). Introduction to linear regression anal-

ysis. Wiley and Sons.

3. Draper NR and Smith H (1999). Applied regression analysis, third edition.

Wiley.

AST 304: Epidemiology Credit 3

Introduction: disease processes, statistical approaches to epidemiological data, study

design, binary outcome data, causality
Measures of disease occurrence: prevalence and incidence, disease rates, hazard
function; review of simple random samples, probability, conditional probabilities,
and independence of two events
Measures of disease-exposure association: relative risk, odds ratio, relative hazard,
excess risk, attributable risk
Study designs: population-based studies, cohort studies, case-control studies, case-
cohort studies; Assessing significance of 2 × 2 tables obtained from chohort designs,
case-control designs
Estimation and inference for measures of assocaition: odds ratio, sampling distri-
bution and confidence interval for odds ratio, relative risk, excess risk, attributable
risk
Confounding and interaction: causal inference, counterfactuals, confounding vari-
ables, control of confounding variables by stratification, causal graphs, controllong
confounding in causal graphs; Cochran-Mantel-Haenszel test, summary estimates
and confidence intervals for odds ratio and relative risk after adjusting for con-
founding factors
Interaction: multiplicative and additive interaction, interaction and counterfactuals,
test of consistency of association across strata, overall test of association, a test for
trend in risk

Text Books
1. Jewell NP (2003). Statistics for Epidemiology. Chapman and Hall.
2. Kleinbaum DG, Kupper LL and Morgenstern H. (1982) Epidemiologic Re-
search: Principles and Quantitative Methods. Wiley.

21
 AST 305: Population Studies Credit 3

Graduation of data: meaning and its need, techniques of graduation, graduation

of age distribution; life table: its concept, structure and calculation, complete life
table (life table by single year of age) and abridged life table, multiple decrement life
tables, working life table, different life table functions and inter-relationships among
them, use of life table, etc. Model life tables, Coale and Demeny regional model life
tables.
Force of mortality: idea and definition calculation of life table with the help of force
of mortality.
Population growth, techniques to measure it, doubling time concept in demog-
raphy; population estimates and projections; different techniques of population
projection- component method, arithmetic/linear method, geometric method, ex-
ponential method, matrix method, etc, need of population projections. Use of Lee-
Carter model is population projections.
Stable and stationary population, their characteristics and uses; Lotka’s character-
istics equation, intrinsic birth and death rates, effect of uniform drop in force of
mortality on the growth rate, effects of changes in fertility and mortality on the age
distribution of population.
Population in Bangladesh: history of growth of population in Bangladesh; implica-
tions of the growth of population in Bangladesh; population policy in Bangladesh;
level, trends and determinants in fertility, mortality and migration in Bangladesh; in-
terrelationship between population and development; future prospects of population
and population control in Bangladesh; aged and aging of population in Bangladesh.

Text Books
1. Shryock S and others (1975). The methods and materials of demography,
volume I and II. U.S. Department of Commerce Publication.
2. Bogue DJ (1969). Principles of demography. Wiley.

AST 306: Statistical Inference II Credit 3

Testing hypotheses: approaches to hypothesis testing- Neyman-Pearson approach,

Fisher approach and Jeffreys’ approach; error probabilities and the power func-
tion; the concept of a best test; best critical region; most powerful test via the
Neyman-Pearson lemma; uniformly most powerful (UMP) test via the Neyman-
Pearson Lemma; likelihood ratio property; UMP test via maximum likelihood ratio
property; unbiased and UMP unbiased tests.

22
Principle of data reduction: Sufficiency- conditional distribution approach, Neyman
factorization theorem; minimal sufficiency- Lehmann-Scheffe approach; information-
one-parameter situation, multi-parameters Situation; ancillarity- location, scale, and
location-scale families, its role in the recovery of information; completeness- com-
plete sufficient statistics, Basu’s theorem.
Likelihood based inference in exponential families: formulation; estimation- one pa-
rameter case and multi-parameter case; approximate normality of MLEs- estimating
variance of MLEs; Wald tests and confidence interval; likelihood ratio test and con-
fidence interval; inference about g(θ)- the delta method and applied to MLEs.
Criteria to compare estimators- unbiasedness, variance and mean squared error;
best unbiased and linear unbiased estimators; improved unbiased estimator via suf-
ficiency; the Rao-Blackwell theorem; uniformly minimum variance unbiased esti-
mator(UMVUE); the Cramer-Rao inequality and UMVUE; the Lehmann-Scheffe
theorems and UMVUE; a generalization of the Cramer-Rao inequality; evaluation
of conditional expectations; unbiased estimation under incompleteness; does the
Rao-Blackwell theorem lead to UMVUE? consistent estimators; comparison of esti-
mators using decision theoretic approach - loss function and risk function; methods
of evaluating interval estimators: size and coverage probability.
Text Books
1. Mukhopadhyay N (2000). Probability and statistical inference.
2. Rice J (2007). Mathematical statistics and data analysis.
3. Hogg RV, McKean J and Craig AT (2010). Introduction to Mathematical
Statistics.

AST 307: Multivariate Statistics I Credit 3

Preliminaries of multivariate analysis: applications of multivariate techniques; the

organization of data; data display and pictorial representations; distance.
Random vectors and random sampling: some basic of matrix and vector algebra;
positive definite matrices; a square-root matrix; random vectors and matrices; mean
vectors and covariance matrices; matrix inequalities and maximization; the geometry
of the sample; random sample and expected values of sample means and covariance
matrix; generalized variance; sample mean, covariance, and correlation as matrix
operations; sample values of linear combinations of variables.
The multivariate normal distribution: the multivariate normal density and its prop-
erties; sampling from a multivariate normal distribution and maximum likelihood
estimation; sampling distribution and large sample behavior of sample mean vec-
tor and sample variance-covariance matrix; assessing the assumption of normality;
detecting outliers and data cleaning; transformation to near normality.

23
Inferences about a mean vector: the plausibility of mean vector as a value for a
normal population mean; Hotelling T 2 and likelihood ratio tests; confidence regions
and simultaneous comparisons of component means; large sample inference about a
population mean vector; inferences about mean vectors when some observations are
missing; time dependence in multivariate data.
Comparisons of several multivariate means: paired comparisons and a repeated
measures design; comparing mean vectors from two populations; comparison of sev-
eral multivariate population means (one-way MANOVA); simultaneous confidence
intervals for treatment effects; two-way multivariate analysis of variance; profiles
analysis; repeated measures designs and growth curves;
Multivariate linear regression models: the classical linear regression model; least
squares estimation; inferences about regression model; inferences from the estimated
regression function; model checking; multivariate multiple regression; comparing two
formulations of the regression model; multiple regression model with time dependent
errors.

Text Books
1. Johnson RA and Wichern DW (1999). Applied multivariate statistical anal-
ysis, fourth edition. Prentice-Hall.
2. Srivastava MS (2002). Methods of multivariate statistics. Wiley.

AST 308: Industrial Statistics and Credit 4

Operations Research

Industrial Statistics
Fundamental concepts of industrial statistics and its purposes; industrial quality
control: total quality control; statistical quality control; chance and assignable
causes of variation; statistical process control.
Control chart: concept of control chart; statistical basis of the control chart; basic
principles; choice of control limits; sample size and sampling frequency; rational
subgroups; analysis of patterns on control charts; sensitizing rules for control charts;
necessary steps for constructing control charts; types of control charts (control charts
with standard given and control charts with no standard given); control charts for
attributes: concepts of nonconformity; nonconforming unit; defect; defective unit;
p-chart; d-chart; c-chart; u-chart; basic concepts of control charts for variables;
statistical basis and interpretation of, R and S charts.
Cumulative sum and exponentially weighted moving average control charts: the
cumulative sum control chart; basic principles; the tabular or algorithmic cusum for
monitoring the process mean; recommendations for cusum design; the standardized

24
cusum; the exponentially weighted moving average control chart for monitoring the
process mean; design of an EWMA control chart; robustness of the EWMA to
non-normality; the moving average control chart.
Acceptance sampling: basic concepts of acceptance sampling; OC curve and its uses;
types of OC curves; properties of OC curves. Single sampling plan: basic concepts
of single sampling plan for attributes; construction of type A and type B OC curves
under single sampling plan for attributes; specific points on the OC curve (AQL,
LTPD); rectifying inspection; AOQ; AOQL; ATI; ASN; designing a single sampling
plan; double sampling plan: basic concepts of double sampling plan; OC curve; ASN:
AOQ; ATI; designing a double sampling plan; introduction to multiple sampling
plan and sequential sampling analysis; acceptance sampling plan by variables: basic
concepts of acceptance sampling plan; types of sampling plans; designing a variable
sampling plan with a specified OC curve.

Operations Research
Nature and impact of OR approach; phases of OR; concept of linear programming
problem (LPP); construction of LPP; solution of LPP: graphical and the simplex
method; revised simplex method; big-M method, two phase method; concept of con-
vergence, degeneracy and cycling; duality: dual primal relationship and formulation
of dual problems; sensitivity analysis: introduction to sensitivity analysis; game
theory: finite and infinite games; zero sum games; two person zero sum games;
pay off matrix; maximum and minimum criterion of optimal solution of a game;
dominance property; algebraic method for the solution of a game; equivalence of
rectangular game matrix and linear programming; application in real life situation
using MATLAB/Octave software.
Text Books
1. Montgomery DC (2004). Introduction to statistical quality control. Wiley.
2. Hillier FS, Lieberman GJ, Nag B and Basu P (2001). Introduction to oper-
ations research, ninth edition. McGraw-Hill.

AST 309: Mathematical Analysis Credit 3

The real number system; axioms and completeness and its consequences; Dedekind
cut, sets, compact sets; simple operation on them.
Sequence of functions of one and several variables; limit; continuity; continuous
functions; uniform continuity; differentiation and integration; infinite series of con-
stants and functions; convergence and divergence; power series: differentiation and
integration of power series; Taylor expansion with remainder or in infinite series.

25
Metric and topological spaces; limit points; open and closed sets; interior and exte-
rior points; boundary points; continuous mapping and Cauchy sequences.
Measure and integrals on abstract sets on real lines; Cramer measurability: funda-
mental definitions; auxiliary lemma; fundamental theorems; measurable functions;
Lebesgue measure on a real line, plane; integrals; Riemann-Steiljes integrals.

Text Books
1. Rudin W (1976). Principles of mathematical analysis. McGraw-Hill.

26
 AST 330: Statistical Computing VI:
Credit 2
SPSS, STATA, SAS

SPSS
Introduction to SPSS; data entry, reading SPSS and other data sets, import; defining
the variable with labels and value labels; working with date and time variable; data
matching in both add cases and add variables; basic Data management: transforma-
tion of data using different (numeric, arithmetic, statistical, and logical) expressions,
operations, and functions; different commands in SPSS: get, save, save outfile, split
files, sort cases, compute, recode, if, select if, do if, end if, list, aggregate, sample
selection, report; graphical presentation: simple bar graphs, line graphs, graphs for
cumulating frequency and pie graphs; exploratory analysis: frequencies, descriptive
statistics, multiple response, bivariate analysis - crosstabs.

Stata
Introduction to Stata: different windows and files, help file and searching for infor-
mation; data entry, reading both stata and and other format of data file, combining
Stata files; exploring data: example commands-browse, edit, list, sort, describe, as-
sert, codebook; data management: creating a new data set specifying subsets of data
with in and if qualifiers, generating and replacing variables, using functions based
on egen command, converting numeric and string formats, creating new categorical
and ordinal variables, reshaping or collapsing data, weighting observations, creat-
ing random data and random samples; graphs: example commands- histograms,
scatterplots, line plots, connected-line plots, two-way plots, box plots, combining
graphs; exploratory data analysis: summary statistics and tables: example com-
mands: summarize, tabstat, table; frequency tables and two-way cross tabulations,
multiple tables and multi-way cross tabulations, tables of means, medians and other
summary statistics.

SAS
Introduction to SAS: overview of the SAS data step, syntax of SAS procedures,
comment statements; reading different format of data set, infile options, creating
and reading a permanent data sets, defining the variable: variable type, variable
name, variable formats, variable labels, value labels, writing with large data sets,
data set subsetting, concatenating, merging and updating; working with arrays;
restructuring SAS data sets using arrays, describing data: describing data, more
descriptive statistics, frequency distributions, bar graph and plotting data, creating
summary data sets with proc means and proc univariate, outputting statistics other
than means; analyzing categorical data: questionnaire design and analysis, adding
variable and value labels, recoding data, two-way and multiple tables.

27
Text Books
1. Cody RP and Smith JK (2005). Applied statistics and the SAS programming
language, 5th edition. Prentice Hall.
2. Norusis MJ (1988). SPSS/PC for the IBM PC/XT/AT.
3. Hamilton LC (2006). Statistics with Stata, Thomson Brooks/Cole.

AST 331: Statistical Computing VII Credit 2

Fitting simple and multiple regression, analysis of factorial experiment.

AST 332: Statistical Computing VIII Credit 2

Inference, multivariate test and regression, LPP, life table, population pyramid.

AST 340: Oral III Credit 2

28
 Detailed Syllabus – Fourth Year

AST 401: Advanced Probability and Stochas- Credit 4

tic Processes

Modern probability: events as sets, field, sigma field, probability measure, Borel
field and extension of probability measure, measure theoretic approach of random
variables; probability space;
Convergence of random variables: modes of convergence: almost sure, rth mean,
in probability, in distribution, their interrelationship; law of large numbers, strong
and weak laws of large numbers, limiting distribution; central limit theorem; law of
iterated logarithm; martingale.
Markov chains: introduction, Chapman-Kolmogorov equations, classification of states,
limiting probabilities, gamblers ruin problem, mean time spent in transient states,
branching processes, time reversible Markov chains, Markov chain Monte Carlo
methods, Markov decision processes, hidden Markov chains.
Poisson process: exponential distribution, properties, convolutions of exponential
random variables; counting processes, Poisson process, interarrival and waiting time
distributions, further properties of Poisson processes, generalizations of the Poisson
process, nonhomogeneous Poisson process, compound Poisson process, conditional
or mixed Poisson processes.
Continuous-time Markov chains: introduction, continuous-time Markov chains, birth
and death processes, transition probability function, limiting probabilities, time re-
versibility.
Introduction to Queueing theory: Classical M/M/1 queue, global and local bal-
ance, performance measures, Poisson arrivals see time averages (PASTA) property,
M/M/1/S queueing systems, blocking probability, performance measures, multi-
server systems M/M/m, performance measures, waiting time distribution of M/M/m,
performance measures of M/M/m/m with finite customer population, Erlang loss
systems.
Renewal theory and its applications : introduction, distribution of renewals, limit
theorems and their applications, renewal reward processes, regenerative processes,
semi–Markov processes, Markov renewal processes.

29
 Text Books
1. Grimmett G and Stirzaker D (2001). Probability and random processes,
third edition. Oxford.
2. Ross S (2010). Introduction to probability models, tenth edition. Elsevier.

AST 402: Statistical Inference III Credit 3

Statistical inference: parametric, nonparametric and semiparametric inference.

Approximate and computationally intensive methods for statistical inference: the
general problem of inference; likelihood functions; maximum likelihood estimation;
optimization techniques- Newton type methods; EM algorithm- simple form, prop-
erties, uses in analysing missing data, fitting mixture models and latent variable
model; restricted maximum likelihood (REML) method of estimation; Multi-stage
maximization; Efficient maximization via profile likelihood; confidence interval and
testing hypothesis in these complex cases; Bayesian method of inference: prior and
posterior distribution, different types of prior, credible intervals and testing hypoth-
esis; analytical approximations- asymptotic theory, Laplace approximation; numeri-
cal integral methods- Newton-Cotes type methods; Monte carlo methods; simulation
methods- Markov chain Monte Carlo.
Resampling techniques: bootstrap- confidence intervals, test, parametric bootstrap,
advantages and disadvantages of parametric bootstrap; jackknife- confidence inter-
val, test and permutation test.
Nonparametric inference and robustness: introduction, inference concerning cumu-
lative distribution function (cdf), quantiles and statistical functionals: empirical
cdf, quantiles, estimating statistical functionals, influence functions, testing statis-
tical hypothesis- one sample settings, two or more sample settings; tolerance limit;
empirical density estimation- histograms, kernel, kernel density estimation.

Text Books
1. Casella G and Berger RL (2003). Statistical inference, second edition.
Duxbery.
2. Millar RB (2011). Maximum likelihood estimation and inference: with ex-
amples in R, SAS and ADMB. Wiley.
3. Hogg RV, McKean J and Craig AT (2010). Introduction to Mathematical
Statistics, seventh edition. Pearson.

30
 AST 403: Multivariate Statistics II Credit 4

Principal Components: population principal components, summarizing sample vari-

ations by principal components, graphing the principal components, large sample
inference.
Factor Analysis: the orthogonal factor models, methods of estimation (maximum
likelihood estimates and principal factor analysis), selection of loadings and factor
(factor rotation, varimax rotation, quartimax rotation, oblimin rotations), factor
scores, structural equations models.
Canonical Correlation Analysis: canonical variates and canonical correlations, sam-
ple canonical variates and sample canonical correlations, large sample inference.
Discrimination and Classification: separation and classification two populations,
classification of two multivariate normal populations, evaluating classification func-
tions, Fisher’s discriminant function, classification with several populations, Fisher’s
method for discriminating several populations.
Clustering: similarity measures, hierarchical clustering methods, nonhierarchical
clustering methods, Multidimensional scaling.

Text Books
1. Johnson RA and Wichern DW (1999). Applied multivariate statistical anal-
ysis, fourth edition. Prentice-Hall.
2. Srivastava MS (2002). Methods of multivariate statistics. Wiley.

AST 404: Econometric Methods Credit 4

Econometric modeling, data and methodology; specification analysis and model

building: bias caused by omission of relevant variables, pretest estimation, inclusion
of irrelevant variables, model building; testing non-nested hypotheses, encompassing
model, comprehensive approach - J test, Cox test; model selection criteria.
Models for panel data: fixed effects: testing significance of group effects, within-
and between-groups estimators, fixed time and group effects, unbalanced panels
and fixed effects; random effects: GLS, FGLS, testing for random effects, Hausmans
specification test.
Simultaneous equations models: illustrative systems of equations, endogeneity and
causality; problem of identification: rank and order conditions for identification;
limited information estimation methods: OLS, estimation by instrumental vari-
ables (IV), Two-Stage Least Squares (2SLS), GMM Estimation, limited informa-
tion maximum likelihood and the k class of estimators, 2SLS in nonlinear models;

31
system methods of estimation: Three-Stage Least Squares (3SLS). full-information
maximum likelihood, GMM estimation, recursive systems and exactly identified
equations; comparison of methods-Kleins Model I; specification tests; properties of
dynamic models: dynamic models and their multipliers.
Models with lagged variables: lagged effects in a dynamic model, lag and difference
operators; simple distributed lag models: finite distributed lag models, infinite lag
model: geometric lag model; Autoregressive Distributed Lag (ARDL) models: esti-
mation of the ARDL model, computation of the lag weights in the ARDL model,
stability of a dynamic equation, forecasting; Vector Autoregressions (VAR): model
forms, estimation, testing procedures, exogeneity, testing for Granger causality, im-
pulse response functions, structural VARs, application: policy analysis with a VAR.
Limited dependent variable: truncated distributions, moments of truncated distri-
butions, truncated regression model; censored data: censored normal distribution,
censored regression (Tobit) model, estimation, issues in specification; censoring and
truncation in models for counts, application: censoring in the Tobit and Poisson
regression models.
Text Books
1. Greene WH (2011). Econometric analysis, seventh edition. Prentice Hall.
2. Gujarati DN (2010). Basic econometrics, fifth edition. McGraw-Hill.
3. Wooldridge JM (2010). Introductory econometrics: A Modern Approach,
fifth edition. Cengage Learning.

AST 405: Lifetime Data Analysis Credit 4

Basic concepts and models: lifetime distributions - continuous models, discrete

models, a general formulation; some important models - exponential, Weibull, log-
normal, log-logistic, gamma distributions, log-location-scale models, inverse Gaus-
sian distributions re models, mixture; Regression models.
Observation schemes, censoring, and likelihood: right censoring and maximum like-
lihood; other forms of incomplete data; truncation and selection effects; information
and design issues.
Nonparametric and graphical procedures: nonparametric estimation of survivor
function and quantiles; descriptive and diagnostic plots; estimation of hazard or
density functions; methods of truncated and interval censored data; life tables.
Inference procedures for parametric models: inference procedures for exponential
distributions; gamma distributions; inverse Gaussian distributions; grouped, inter-
val censored, or truncated data; mixture models; threshold parameters; prediction
intervals.

32
Inference procedure for log-location-scale distributions: inference for location-scale
distributions; Weibull and extreme-value distributions; log-normal and log-logistic
distributions; comparison of distributions; models with additional shape parameters;
planning experiment for life tests.
Parametric regression models: introduction to log-location-scale regression models,
proportional hazards regression models; graphical methods and model assessment;
inference for log-location-scale models; extensions of log-location-scale models; haz-
ard based models.
Brief introduction to Cox’s proportional hazards model. Partial likelihood function,
estimation and interpretation of model parameters.

Text Books
1. Lawless J (2003). Statistical models and methods for lifetime data, second
edition. Wiley.
2. Kalbfleisch J and Prentice R (2003). The statistical analysis of failure time
data, second edition. Wiley.

AST 406: Research Methodology and Credit 4

Social Statistics

Research Methodology
Concept, aims and objectives of research; types of research; steps involved in re-
search: qualitative and quantitative; selection and formulation of research problems;
proposal writing; examining the designs of some known researches. Questionnaire,
check lists, FGD guidelines etc; preparation of questionnaires; preparation of manu-
als for interviewer; enumerators training, monitoring and supervision for controlling
the quality of data; how to avoid non-response. Report writing; content and orga-
nizations of the report; heading and subheadings; techniques of writing conclusion,
summary, recommendations, footnotes references, appendix, etc; examining some
local and international reports.
Concept of monitoring and evaluation (M & E): objectives, usefulness and scope
of M & E; views of different schools on M & E; performance monitoring versus
performance evaluation. Baseline, ongoing and end line evaluation; impact evalua-
tion; M & E of ongoing programs (activities, inputs, outputs, effect); follow-up for
remedies, and post-programs evaluation. Monitoring and evaluation plan and data
sources: Indicators for monitoring and evaluation; identification of indicators and
characteristics of ideal indicators; factors influencing indicator selection;

33
Social Statistics
National income: concepts and methods of measurement; social accounting matrix;
theoretical distribution of income and wealth: Pareto and Lognormal distribution
of income ; Concept, meaning, measurement of positive and normative measures of
inequality; Lorenz curve; Gini coefficient; Atkinson’s index, Theil’s index, Herfind-
ahl index, Human development index etc; desirable properties of a measures of
inequality.
Poverty: Concept, definition, and issues of poverty; approach for drawing poverty
line income; measurement of different poverty indices; Foster, Greer and Thorlock’s
general class of poverty measure.
Introduction to psychometrics: measurement in psychology and education; intelli-
gent and achievement tests; test scores; equivalence of scores; Z-score and T-score;
intelligent quotient.
Definition, nature and importance of anthropology; role and functions of family.
Social inequality: inequality by sex, age, rank, caste, race, class, power, rule and
social connections.

Text Books
1. Blankenberg F (1993). Introduction into the planning, monitoring and eval-
uation system, April, Dhaka.
2. Bhola S (1990). Evaluating literacy for development, projects, programs and
campaigns. UIE and DSE, UIE Handbook and Reference Book 3, Hamburg.

3. Atkinson AB (1978). The Economics of inequality. Clarendon.

4. Sen A (1978). On Economic Inequality. Clarendon.
5. Sen A (1982). Poverty and Famines: An Essay on Entitlement and Depri-
vation. Clarendon.
6. Rahman MPk (1994). Poverty Issues in Rural Bangladesh. University Press
Limited, Dhaka.
7. Elifson KW, Runyon R and Haber A (1981). Fundamentals of Social Statis-
tics. Addison-Wiley.

34
 AST 407: Analysis of Time Series Credit 3

Introduction and examples of time series; simple descriptive techniques: time series
plots, trend, seasonal effects, sample autocorrelation, the correlogram, filtering.
Probability models: stochastic processes, stationarity, second-order stationarity,
white noise model, random walks, moving average (MA) processes, autoregressive
(AR) processes, ARMA processes, seasonal ARMA processes, the general linear
process; properties, estimation and model building, diagnostic checking.
Forecasting: naive procedures, exponential smoothing, Holt-Winters, Box- Jenkins
forecasting, linear prediction, forecasting from probability models.
Non-stationary time series: non-stationarity in variance - logarithmic and power
transformations; non-stationarity in mean; deterministic trends; integrated time
series; ARIMA and seasonal ARIMA models; modelling seasonality and trend with
ARIMA models.
Stationary processes in the frequency domain: the spectral density function, the
periodogram, spectral analysis.
Concept of State-space models: dynamic linear models and the Kalman filter.

Text Books
1. Brockwell PJ and Davis RA (2002). Introduction to time Series and fore-
casting
2. Chatfield C (2003). The analysis of time series, sixth edition. Chapman &
Hall.
3. Shumway RH and Stoffer DS (2011). Time series analysis and its applica-
tions with R examples. Springer.

AST 408: Generalized Linear Models Credit 3

Generalized linear models: exponential family of distributions; estimation: method

of maximum likelihood, method of least squares, estimation of generalized linear
models; inference: sampling distribution for scores, sampling distribution for maxi-
mum likelihood estimators, confidence intervals for model parameters, adequacy of a
model, sampling distribution for log-likelihood statistic, log-likelihood ratio statistic
(deviance), assessing goodness of fit, hypothesis testing; multiple regression: maxi-
mum likelihood estimation, log-likelihood ratio statistic.
Models for binary responses: probability distributions, generalized linear models,
dose response models, general logistic regression, maximum likelihood estimation

35
and log-likelihood ratio statistic, other criteria for goodness of fit, least square meth-
ods; multinomial distributions; nominal logistic regression models; ordinal logistic
regression models.
Models for count data, Poisson regression and log-linear models: probability distri-
butions, maximum likelihood estimation, hypothesis testing and goodness of fit.

Text Books
1. Dobson A (2008). An introduction to generalized linear models, third edition.
Chapman & Hall. .

AST 430: Statistical Computing IX Credit 2

Inference, principal component analysis, factor analysis, discriminant analysis,

canonical correlation analysis.

AST 431: Statistical Computing X Credit 2

Fitting ARIMA, ARMA, fitting econometric models.

AST 432: Statistical Computing XI Credit 2

Fitting survival models, logistic, log-linear models.

AST 440: Oral IV Credit 2

AST 450: B.S. Project Credit 3

Each student will be required to prepare a project report and present the report
in a seminar. For the project work, each student will be assigned to a teacher
at the beginning of the academic year. Submission and evaluation should be
made before the commencement of final examination. Fifty percent weight of
the course will be allotted to project work, ten percent for supervisor and the
remaining forty percent will be for seminar presentation. The internal members
of the examination committee will evaluate the performance in the seminars
and the report will be evaluated by two internal examiners nominated by the
examination committee. A supervisor cannot evaluate the project report s/he
has supervised.

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