Msi 07

10.
SCHOOL OF MATHEMATICS, STATISTICS AND COMPUTER SCIENCE

Mathematics, Statistics and Computer Science together constitute a school with wide scope for interaction aiming at
excellence in fundamental research and applications.
The University of Madras is known for its nurturing the genius in Srinivasa Ramanujan, the great mathematical luminary
whose mathematics is engaging the attention of leading mathematicians even today for its profoundness and applications. The
University department of Mathematics was created in 1927. The Ramanujan Institute of Mathematics, founded by Dr.Rm.Alagappa
Chettiar came into existence in 1957. In 1967, with the assistance from UGC it become a Centre of Advanced Study in Mathematics
merging the two units. This centre is now known as the Ramanujan Institute for Advanced Study in Mathematics (RIASM). The
RIASM offers Masters, M.Phil. and . programmes.
An independent Department of Statistics started functioning in 1941 and became a full fledged department of study and
research from 1975 under the leadership of Prof.K.N.Venkataraman. The department offers Masters, M.Phil and Ph.D.
Programmes. The department also offeres M.Sc. Actuarial Science programme under UGC Innovative programme.
Study of Computer Science in the University began in 1984. An independent department was instituted in 1995. The
Department of Computer Science concentrates research in the areas of Parallel Algorithms, Architectures and Applications, Parallel
Computing, Computational Geometry and it too has a well equipped Computer Laboratory. The department currently offers Master
of Computer Applications and programmes.
Faculty
Dr. P.Thangavel, Ph.D.
Chairperson
S. Parvathi, Ph.D.
K. Parthasarathy, Ph.D.
Premalatha
Kumaresan, Ph.D.
M. Loganathan, Ph.D.
V. Thangaraj, Ph.D. R. Sahadevan, Ph.D.
G.Balasubramanian, Ph.D.
G.P.Yuvaraj, Ph.D.
N.Agarwal Sushama, Ph.D.
Director and Head

Professor
G.Gopal, Ph.D.
P.Dhanavanthan, Ph.D.
M.R.Srinivasan, Ph.D.
T. Anbupalam, Ph.D.
M.R. Sindhumol
K.M.Sakthivel
Professor and Head

Professor
Professor
Lecturer
Lecturer
Lecturer (on contract)
Professor and Head

Lecturer
Lecturer
Lecturer
Lecturer
RIAS in Mathematics
Professor
Professor
Professor
Professor
Professor
Reader
Lecturer
Statistics
Computer Science
P.Thangavel, Ph.D.
S.Gopinathan, M.Sc.
P.L. Chitra, M.C.A.
Sornam, M.Sc., M.C.A.
B.Lavanya
M.Sc. MATHEMATICS
M.Sc Mathematics (CBCS) 2007 2009.
Course
Code
Times New
Roman
C001
C002
C003
C004
UOM S 001
C005
C006
C007
C008
UOM S 002
C009
C010
C011
C012
UOM S 003
UOM I 001
C013
C014
C015
UOM S 004
Title of the Course
Credit
L
T
C
C
C
C
E
S
3
3
3
0
2
1
1
1
0
1
0
0
0
4
0
4
4
4
4
3
2
M.Loganathan
G.P.Youvaraj
R.Sahadevan
Guest Faculty
C
C
C
C
E
S
3
3
3
3
2.
1
1
1
1
1
0
0
0
0
0
4
4
4
4
3
2
S.Parvathi
G.P.Youvaraj
Guest Faculty
Faculty Concerned
C
C
C
C
E
E
S
S
3
3
3
3
2
2
1
1
1
1
1
1
0
0
0
0
0
0
4
4
4
4
3
3
2
2
Guest Faculty
Premalatha Kumaresan
V.Thangaraj
R.Sahadevan
C
C
C
E
E
S
3
3
3
2
2
1
1
1
1
1
0
0
0
0
0
4
4
4
3
3
2
K.Parthasarathy
Sushama Agrawal
C/E/S
SEMESTER I
Linear Algebra
Real Analysis
Ordinary Differential Equations
Computational Mathematical Laboratory I
Elective
Soft Skill*
SEMESTER II
Algebra
Topology
Partial Differential Equations
Seminar
Elective
Soft Skill*
SEMESTER III
Complex Analysis
Measure & Integration theory
Probability theory
Computational Mathematical LaboratoryII
Elective
Elective
Soft Skill*
Internship**
SEMESTER IV
Advanced Analysis
Differential Geometry
Functional Analysis
Elective
Elective
Soft Skill*
Note: Compulsory Components for Postgraudate Programmes

Core Courses
- 60 Credits minimum
Elective Courses
Soft Skill Courses
Internship
- 02 Credits
Total
Elective Courses Offered by the RIASM

Course
Code
Title of the Course
C/E/
S/
SS
MSI E001
MSI E002
Discrete Mathematics
Number Theory and
E
E
Faculty
Credits
L
2
2
T
1
1
P
0
0
C
3
3
Guest Faculty
Guest Faculty
Cryptography
MSI E003
Programming and Soft Computations
Guest Faculty
MSI E004
Computer Based Numerical Methods
Guest Faculty
E
E
E
E
E
2
2
2
2
2
1
1
1
1
1
0
0
0
0
0
3
3
3
3
3
Guest Faculty
V.Thangaraj
S.Parvathi
M.Loganathan
R.Sahadevan
R.Sahadevan
E
E
E
E
E
2
3
3
2
2
1
0
0
1
1
0
0
0
0
0
3
3
3
3
3
K.Parthasarathy
Agrawal Sushama N.
S.Parvathi
G.P.Youvaraj
SS
SS
SS
SS
SS
SS
SS
SS
SS
SS
0
0
0
0
0
0
0
0
0
0
4
4
4
4
4
4
4
4
4
4
0
0
0
0
0
0
0
0
0
0
4
4
4
4
4
4
4
4
4
4
S.Parvathi
M.Loganathan
V.Thangaraj
N.Agrawal Sushama
K.Parthasarathy
K.Parthasarathy
V.Thangaraj
V.Thangaraj
S.Parvathi
MSI
MSI
MSI
MSI
MSI
E005
E006
E007
E008
E009
Lie Algebras
Stochastic Processes
Representation Theory of Finite Groups
Graph Theory
Lie Groups of Transformations and
MSI E010
MSI E011
Potential Theory in Rn
MSI E012
Linear Lie groups
MSI E013
Banach Algebras and Operator theory
MSI E014
Algebraic Number Theory
MSI E015
Mathematical Theory of Electromagnetic
Waves
Self-Study Courses
MSI S001
Algebraic Theory of Numbers
MSI S002
Algebraic Topology
MSI S003
Financial Calculus
MSI S004
Fuzzy Analysis
MSI S005
Harmonic Function Theory
MSI S006
Introduction to Fractals
MSI S007
Lie Groups and Lie Algebras
MSI S008
Probability on Abstract Spaces
MSI S009
Quantum Computations
MSI S010
Quantum Groups
P.G.DIPLOMA IN COMPUTATIONAL MATHEMATICS AND STATISTICS.

Paper
I SEMESTER
MSI C076
MSI C077
II SEMESTER
MSI C078
MSI C079
Title of the course
Mathematics of Finance and Insurance
3
4
1
1
4
5
Computational
3
2
1
1
1
1
5
4
and C+++
Computational
3
2
1
1
1
1
5
4
IV SEMESTER
MSI C082
Game Theory and Strategy
MSI C083
Internet and Java Programming + Computational Laboratory II
4
2
1
1
5
4
III SEMESTER
MSI C080
MSI C081
Computational Mathematics
Introduction to Information
Laboratory I
Computational Statistics
Computer Programming
Laboratory II
Technology
in C
M.Phil DEGREE PROGRAMME (CBCS) 2006 2007
Credits
Course
Code
MSI C001
MSI C002
MSI C003
MSI C004
Title of the Course
Algebra
Analysis
Topology and
Geometry
Dissertation and
Viva-voce
Core
C
C
C
Faculty
4
4
4
1
1
1
0
0
0
5
5
5
M.Loganathan
Agrawal Sushama
K.Parthasarathy
21
All Faculty
Members.
Masters Courses - Abstract

MSI C001
Linear Algebra
M.Loganathan / Guest
Faculty
Pre-requisite: Undergraduate Level Mathematics.

Course Objective:
To lay the foundation for a variety of courses.
Unit I
Review of Vector spaces - Linear Transformations - Representation of Transformations by Matrices- Linear
Functionals.- Algebra of Polynomials- Determinants Properties of determinants- Characteristic
Polynomials- Characteristic values Characteristic vectors minimal Polynomials.
Unit II
Invariant subspaces
- Direct sum Decompositions Decomposition Theorem
Diagonalization of linear operators Primary
Unit III
Cyclic Vectors Cyclic subspaces Cyclic Decomposition Theorem- Generalised Cayley- Hamilton
Theorem- Rational form Jordan Canonical form.
Unit IV
Bilinear forms - positive - definite, symmetric and Hermitian forms Sylvesters theorem.
Unit V
Spectral representation of symmetric, Hermitian and normal operators - Applications.
Books for Reference:
Kenneth Hoffman and Ray Kunze, Linear Algebra. Prentice Hall of India Private Ltd. New Delhi 2005.
Michel Artin, Algebra. Prentice Hall of India Private Ltd. New Delhi 1994.
MSI C002
Real Analysis
G.P.Youvaraj
Course Objective:
To provide a systematic development of Riemann Sticltjes integral and the calculus on R n
Unit I
Riemann Stieltjes Integral: Definition and Properties of the Integral Integration and Differentiation Integration of vector valued functions
Unit II
Sequences and Series of functions : Pointwise Convergence Uniform Convergence Weierstrass
Approximation Theorem.
Unit III
Special Functions: Power Series Exponential and Logarithmic Functions Trigonometric Functions
Fourier series Gamma function.
Unit IV
Functions of Several Variables: Derivatives of a function from R n to Rm Chain Rule Partial Derivatives
Derivatives of Higher order.
Unit V
Basic Theorems of Differential Calculus: Inverse function Theorem Implicit function Theorem Rank
Theorem.
Books for Reference:
Text Book: Walter Rudin, Principles of Mathematical Analysis, Third Edition, McGraw Hill 1976.
MSI C003
R.Sahadevan
Course objective:
To learn mathematical methods to solve higher ordinary and partial differential equations and apply to
dynamical problems of practical interest.
Unit I:
HIGHER ORDER LINEAR EQUATIONS
General Theory of nth order Linear Equations - Homogeneous equations with Constant Coefficients - The
Method of Undetermined Coefficients - The Method of Variation of Parameters
Unit II :
POWER SERIES SOLUTIONS AND SPECIAL FUNCTIONS
Series Solutions of First Order Equations - Second Order Linear Equations Ordinary Points - Regular
singular Points - Gauss's Hyper-geometric Equation
Unit III :
SOME SPECIAL FUNCTIONS OF MATHEMATICAL PHYSICS AND EXISTENCE AND UNIQUENESS THEOREM
Legedre Differential Equation: Solutions and its Properties - Bessel's Differential equations: Solutions and
its Properties - The Method of Successive approximations - Existence Uniqueness Theorem.
Unit IV :
NONLINEAR DIFFERENTIAL EQUATIONS AND STABILITY
The Phase plane- Linear systems Autonomous systems and stability Almost Linear systemsCompeting species Predator Prey equations Liapunov method
MSI C004
Computational Mathematical Laboratory I
0 0 2 2 Guest Faculty
Pre requisite:
Calculus, Linear Algebra, basic knowledge of Differential Equations and some
knowledge of Programming Language.
Course Objective:
This is the first of two-semester Computational Mathematical Laboratory sequence (MSI 1008
to MSI 2008). In this sequence, we will emphasize the fundamentals of numerical
computation and analysis: to explain how, why, and when numerical methods can be
expected to work along with soft computational techniques using MAPLE/MATHEMATICA.
Section I : Mathematical Software : MAPLE/MATHEMATICA
Plotting Curves-Composition of functions, inverses-Sequences and series (finite and infinite sum)-Slope of a line, a secant, a tangentEquations of tangents-Limit and continuity-2-D and 3-D graphs-Symbolic - Differentiation and Symbolic Integration- Conversion of
coordinates, Areas in Polar coordinates- Symbolic manipulation on matrices - Solution to equations - Solution to Differential equations.
Section II : Programming Exercises using C++
1.
Non-Linear Equations
1.1 Bisection Method
1.2 Regula-falsi Method
1.3 Newton-Raphson Method
1.4 Secant Method
1.5 Fixed Point Iteration
2.
System of linear Equations

2.1 Gauss Elimination
2.2 Gauss-Seidel Method
3.
Interpolation
3.1 Lagranges Interpolation Formula
3.2 Newton Interpolation Formula
4.
Numerical Differentiation
4.1 Differentiation using limits
4.2 Differentiation using Extrapolation
5.
Numerical Integration
5.1 Composite Tapezoidal Rule
5.2 Composite Simpsons 1/3 Rule
6.
Numerical Solution to Differential Equations

6.1 Eulers Method
6.2 Taylors Method of order 4
6.3 Runge-Kutta Method of order 4
6.4 Milne-Simpson Method
MSI C005
Algebra
Course Objective:
S.Parvathi
To lead the aspirant to modern aspects of Algebra.

Unit I
Review of Basic Group theory: Groups - homomorphisms, isomorphisms, - cosets, quotient groups .
Symmetry: Group of motions of the plane - finite groups of motions - Solvable groups- nilpotent groups.
Unit II
Group actions- Counting formula - symmetric groups - Sylow theorems.
Unit III
Field theory Algebraic and transcendental elements degree of a field extension adjunction of roots
algebraically closed fields - splitting fields.
Unit -IV
Normal extension Galois Correspondence.
Unit V
Galois theory- Galois Fields - Applications of Galois theory Classical groups.
MSI C006
Topology
3
1
0
4 G.P.Youvaraj
Pre-requisite: Undergraduate Level Mathematics and MSI C002.
Course objective:
Topology is a basic discipline of pure Mathematics. Its ideas and methods have transformed large parts of
geometry and analysis. It has also greatly stimulated the growth of abstract algebra. Much of modern
pure mathematics must remain a closed book to person who dose not acquire a working knowledge of at
least the elements of Topology.
Unit I
Topological spaces - subspaces product spaces continuous functions - homeomorphisms .
Unit II
Connectedness - compactness
Unit III
Separation properties - Urysohn's lemma - Tietze's extension theorem .
Unit IV
Separable and second countable spaces metrization theorems.
Unit V
Homotopy - fundamental group induced homomorphisms - covering spaces - fundamental group of the circle.
MSI C007
Guest Faculty
Course objective:
To give an introduction to mathematical techniques in and analysis of partial differential equations.
FIRST ORDER EQUATIONS : Cauchy problem Linear equations - Integral surfaces-Surfaces orthogonal
to a given system Compatible system Charpits mathod Special types of first order equations
Solutions satisfying given conditions Jacobis method.
SECOND ORDER EQUATIONS Linear equations with constant and variable coefficients characteristic
curves The solution of hyperbolic equations Separation of variables The method of integral
transforms.
The Laplace equation
Elementary solutions Families of equi-potential surfaces-Boundary value
problems- Separation of Variables- wave equation elementary solutions- Riemann,Volteera solution
Diffusion equation and its Solutions.
NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS WITH APPLICATIONS:
Introduction- One dimensional nonlinear wave equation- Method of Characteristics-Linear and nonlinear
dispersive wave- The Kortewerg de Vries equation and solitons.
MSI C008
Seminar
All Faculty Members
Objectives :
To develop written, oral and visual presentation skills

To prepare students for Paper/Thesis/Dissertation writing practice in Mathematics
Course Outline :
Each student is assigned a topic for term paper and seminar. It is an individual work. During the
term, the student will meet periodically the faculty to discuss different stages of the term paper
preparation and seminar.
Preparation of Term Paper : Choosing a Topic in consultation with the Student Advisor Finding
sources of materials Gathering the relevant findings Outlining the Paper Writing the first
draft (manuscript) Converting into Compuscript (using Latex) and Editing the paper as advised
by the Advisor.
Exposure to collect research papers and to prepare documentation of results in a scientific

manner with proper citation principles will form integral part of the course.
Every student is expected to give at least 3 seminar talks during the course of study. Topics for
seminars will be approved by the faculty. Preparation of seminar talks in the form of
compuscripts (using mathematical software Latex) is compulsory and talks based on the Term
paper be delivered using blackboard/ OHP/ LCD.
Evaluation is based on the (i) Preparation of the compuscript (30%) (ii) Presentation style (30%)
(iii) Oral presentation (50%). Passing minimum 50% of (i), (ii) and (iii) put together.
Books for Reference :

1. English Expression :
1. Carey, G.V. Punctuation, Cambridge University Press.
2. Partridge, E. Usage and Abusuge : A guide to good English, Middlesex, Penguin.
2. Research Writing :
1. Berry, R. : How to write a Research paper. Pergamon Press, London.
2. Cooper, B.C. : Writing Technical Reports, Middlesex , Penguin.
3. Turabian, Kate L. : A manual for writers of term paper, Thesis and Dissertations,
University of Chicago Press.
3. Mathematical Typesetting Software:
1. Leslie Lamport . LaTeX : A Documentation Preparation System User's Guide and
Reference Manual , Addison Wesley, Mass, 1994.
2. Goossens, Rahtz, and Mittelbach .The LaTeX Graphics Companion , Addison Wesley ,
Mass, 1997.
3. George Gratzer . First Steps in LaTeX Birhauser, 1999
4. George Gratzer . Math Into LaTeX ,Birhauser, 2000.
5. F. Mittelbach and M Goossens with Braams, Carlisle, and Rowley , The LaTeX
Companion, second edition , Addison Wesley. Mass, 2004
4. Mathematical Writing :
1. N.E.Steenrod, P.R.halmos, M.M.Schiffer and J.E.Dieudonne. How to write
Mathematics, AMS Publication, 1973.
2. Steven G.Krantz. A Primer of Mathematical Writing, AMS Publication, 1997
3. Ellen Swanson, Mathematics into Type, (updated Edition) AMS Publication, 1999.
4. Steven G. Krantz. Mathematical Publishing, AMS Publication, 2005
MSI C009
Complex Analysis
3
Pre-requisite: Undergraduate Level Complex Analysis .
Guest Faculty
Course Objective:
This course provides
(i) A modern treatment of classical Complex Analysis
Unit I
A quick review of basic Cauchy Theory: Cauchys Theorem and Cauchys integral formula for convex
regions, Moreras Theorem, power series representation of analytic functions, zeros of analytic functions,
open mapping theorem, argument principle, Rouches theorem, maximum modulus theorem, Schwarz
lemma, Weierstrass theorem on limits of analytic functions.
Unit II
Isolated singularities, Laurent series, Casorati-Weierstrass theorem, meromorphic functions, MittagLefflers theorem, Weierstrass product theorem, gamma function.
Unit III
Homology and homotopy versions of Cauchys theorem, simply connected regions, normal families,
Riemann mapping theorem.
Unit IV
Harmonic functions, mean value property, Poisson integral, Dirichlet problem for the disc, Harnacks
inequality. Harnacks principle.
Unit V
Riemann zeta function, functional equation, Euler product, elliptic functions, Weierstrass -function.
MSI C010
Measure and Integration Theory
Pre-requisite: Undergraduate level Mathematics
Course Objective:
To develop the theory of integration via: measure, the knowledge of which is essential for working in
most branches of modern Analysis.
Lebesgue outer measure, Measurable sets, Regularity, Measurable functions, Borel and Lebesgue
Measurability.
Unit II
Integration of non- negative functions, the general integral. Integration of series, Riemann and Lebesgue
integrals.
Unit III
Functions of bounded variation, Differentiation and Integration, Abstract measure spaces, Completion of
a measure
Unit IV
Signed measures, Hahn, Jordan Decompositions, Radon Nikodym derivatives, Lebesgue Decomposition.
Unit V
Measurability in a product space, the product measure and Fubinis theorem, Lebesgue measure in
Euclidean space.
MSI C011
Probability Theory
Pre-requisite: Under Graduate level Calculus
V.Thangaraj
Course objective:
This course provides
- An axiomatic treatment of probability theory and an interplay between measure and probability
- Different tools to solve mathematical problems.
Unit I
Probability space
Axiomatic definitions for probability space(finite, countably infinite and uncountably infinite outcome
spaces)- Events Fields of events- - fields of events conditional probability and Bayes theorem
Unit II
Random Variables and their distributions
Random Variables distributions function decomposition of distribution function probability mass
function and Probability density function Classification of Random Variables Moments and inequalities
Functions of Random Variables Discrete and continuous distributions
Unit III
Independence, conditioning and Convergence
Independence of events of - fields of Random Variables- conditional expectation Radon Nikodym
derivatives convergence of Random Variables(in Prob., a.s., in dist., r-th mean)
Unit IV
Characteristic functions
Definitions and Simple properties Inversion theorem Moments and Characteristic functions Weak convergence
Unit V
Limit Theorems
Zero one Laws WLLN and SLLN for iid and id random variables. CLT for iid and id random variables
MSI C012
Computational Mathematical Laboratory-II
2 2
R.Sahadevan
Description :
Introduction to computer graphics and mathematical computer programming in MAPLE, as
tools for the solution of mathematical problems and for mathematical experimentation.
Programming topics will include data types, expressions, statements, control structures,
procedures and recursion. Examples and practical work will include computing with integers,
polynomials, matrices, data files and numerical approximations. Practical work will form an
integral part of the course and assessment.
Course Objective:
Students will learn to apply Maple to more advanced computation than that introduced in
Computational Mathematics I. The main themes of the course are these:
Mathematical problem solving. Visualising mathematical

graphics and animation. Approximate numerical solution.
Computer programming. Data structures: numbers; sequences, sets and lists; tables and
arrays; algebraic structures. Program structures: conditional execution, loops and
iteration; operators, procedures and functions; mapping over a structure; recursion. Date
types: type testing; implementing polymorphism.
Mathematics-> Algorithms-> Programs. Selected applications, such as implementing
vector and matrix algebra; elementary data processing.
Topics to be covered from following the Course:
objectives
via
computer
Linear Algebra, Real and Complex Analysis, Differential Geometry and Differential Equations
MSI C013
Advanced Analysis
3 1
0 4 K.Parthasarathy
Pre-requisite: Undergraduate level Mathematics, MSI C002, C005 and MSI C008.
Course objective:
Treatment of some advanced topics in Real, Complex and Fourier analysis.
Unit I
10
Differential forms, integration of forms, Stokes theorem classical vector analysis.

Unit II
Ahlfors Schwarz lemma, Picks lemma, hyperbolic geometry in the unit disc, Schottkys theorem, the Big
Picard theorem.
Unit III
Analytic continuation, the monodromy theorem, Riemann surfaces, uniformization theorem and covering
surfaces.
Unit IV
Fourier series: Dirichlets theorem, norm convergence, Fejers theorem, Riemann-Lebesgue lemma
uniqueness theorem, completeness of exponentials in L 2, Parseval formula, isoperimetric inequality, heat

equation.
Unit V
Fourier transforms: Convolution, differentiation and Fourier transform, Schwartz space of rapidly
decreasing functions, inversion and plancherel theorems.
MSI C014
Differential Geometry
Pre-requisite: MSI C001 and MSI C005
Course Objective:
To give a modern introduction to differential geometry of curves and surfaces.
Unit I
Plane curves, space curves, arc length, curvature, Frenet Serret Formula.
Unit II
Smooth surfaces: Examples of Smooth surfaces tangent,
form,curves and surfaces, isometries.
normal and orientability, first fundamental
Unit III
Curvature of smooth surfaces : Weingarten map and the second fundamental form, normal, principal,
Gaussian and mean curvatures.
Unit IV
Surfaces of constant mean curvature, Gauss map, Geodesics.
Unit V
Gausss theorema of Egregium, Gauss equation Codazzi-Mainardi Equations, isometries of surfaces,
MSI C015
Functional Analysis
Pre-requisite: Knowledge of MSI C002 and C005.
Agrawal Sushama N.
Course objective:
Functional Analysis embodies the abstract approach to analysis. It highlights the interplay between algebraic structure and distance
structures. It also provides a major link between Mathematics and its applications.
Fundamentals of normed spaces, Completeness, continuity of linear maps, Hahn Banach theorems and their applications.
11
Dual spaces, dual of lP, Lp , Uniform boundedness principle, closed graph and open mapping theorems
Inner product spaces, orthonormal sets - ,Riesz - Fischer theorems, Riesz Representation theorem.
Bounded operators and adjoints, Projections, Projection theorem , Normal, Unitary and self-adjoint
operators, spectrum of a bounded operator
Compact Operators, Spectral Theorem for Compact Selfadjoint Operators.
Syllabi for various Elective Courses
MSI E001
Guest faculty
Pre-requisite: High school Level Mathematics:

Course Objective:
To introduce some basic mathematical concepts that are used in many computer science courses. To
develop skills to use these concepts in certain practical applications.
Unit I
Mathematical Logic: Connection Normal Forms Theory of Inferences Predicate Calculus.
Unit II
Set Theory: Operations on Sets Basic Set Identities Relations and Orderings.
Unit III
Recursion: Functions Recursive Functions Partial Recursive Functions.
Unit IV
Graph Theory: Basic Concepts of Graph Theory- Paths Connectedness Matrix Representation of Graphs
Trees List structures and Graphs
Unit V
Grammers and Languages: Free Semigroups Grammers and Languages.
MSI E002
Number Theory & Cryptography
Pre-requisite: Undergraduate Level Mathematics:
Guest Faculty
Course Objective:
To provide an introductory course in Number theory.
To Introduce the fast growing and relevant topic of cryptography as an application of Number theory
Unit I
Elementary Number theory
Divisibility and the Euclidean Algorithm, Congruences, Finite fields and Quadratic residues,
Cryposystems, Enciphering matrices, Public key Cryptography, RSA, Discrete Log, Knapsack, Primality
and Factoring.
Unit II
Introduction to classical cryptosystems
Some simple crypto systems , en ciphering matrices, DES
Unit III
12
Finate fields and quadratic residues

Finate fields, quadratic residues and reciprocity.
Unit IV
Public Key Cryptography
The idea of a public key Cryptography, RSA, Discrete Log, Algorithms to find discrete logs in finite Fields:
Shanks giant step - baby -step algorithm, Silver-Pohlig Hellmans algorithm, Diffie Hellman key exchange system, ElGamal, zero knowledge protocols.
Unit V
Primality-Factoring and Elliptic curves.
Pseudoprimes and strong Pseudoprimes, some methods to factor a composite integer:Pollards rho
method, fermat factorization and factor bases, the quadratic Sieve method, elliptic curves-basic facts,
elliptic curve cryptosystems

MSI E003
Programming and Soft Computations
Guest Faculty
Tokens, Expressions and Control Structures Functions in C++

Classes and Objects Constructors and Destructors
Operator Overloading and Type conversions - Inheritance
Pointers Virtual Functions and Polymorphism Templates and Exception handling
Unit V
Maple / Mathematica Commands (without programming)
MSI E004
Computer Based Numerical Methods
Guest Faculty
The solution of Nonlinear Equations f(x)=0

Iteration for solving x=g(x) Bracketing methods for locating a root Initial approximations and convergence criteria NewtonRaphson and secant methods- Aitkens and Steffensens and Mullers methods
The solution of Linear systems AX= B
Upper triangular linear systems-Gaussian elimination and pivoting-Matrix inversion- Triangular factorization- InterpolationLagrange approximation Newton polynomials
Unit III
Numerical Differentiation, Integration and optimization

Approximating a derivative Numerical differentiation formulae quadrature Composite trapezoidal and Simpsons rule
recursive rules Romberg Integration Minimisation of a function.
Solution of Differential Equations
Differential Equations Eulers method Heun method- Taylor series method Runga-Kutta methods Predictor-Corrector
methods
Unit V
Solution to Partial differential methods
13
Hyperbolic quations Parabolic equations Elliptic equations.

Contents and Treatment as in :
John H.Mathews, Numerical Methods for Mathematics, Science and Engineering (2 nd Edn.), Prentice Hall,
New Delhi, 2000
MSI E005
Lie Algebras
Pre-requisite: Knowledge of MSI C001 and C004
Guest Faculty
Course objective:
To initiate the study of Lie Algebras
Unit I
Basic Concepts of Lie Algebras
Unit II
Ideals and homomorphisms
Unit III
Solvable and nilpotent Lie algebras
Unit IV
Semisimple Lie algebras : Theorems of Lie and Cartan, Killing form
Unit V
Complete reducibility of representations and representation of sl(2,F).
MSI E006
Stochastic Processes
Pre-requisite: MSI C010
V.Thangaraj
Course objective:
This course aims
To introduce standard concepts and methods of stochastic modeling
To analyze the variability that are inherent in natural, engineering and medical sciences
To provide new prespective, methodology, models and intuition and aid in other mathematical
and statistical studies
Unit I
Markov chains, an introduction- Definitions, Transition probability matrix of a Markov chain, some Markov
chain models, First Step Analysis, some special Markov chains, Functionals of Random Walks and Success
runs
Unit II
Long run behaviour of Markov chains - Regular Markov chains - Transition probability matrices
Examples, Classification of states, Basic limit theorem of Markov chains, Reducible Markov chains
Unit III
Poisson Processes - Poisson distribution and Poisson Processes, Law of rare events, distributions
associated with Poisson Processes, Uniform Distribution and Poisson Processes, Spatial Poisson Processes,
Compound and Marked Poisson Processes
Unit IV
Continuous time Markov chains - Pure birth processes Pure Death processes, Limiting behaviour of birth
and death Processes, birth and death Processes with absorbing states , Finite state Continuous time
Markov chains, A Poisson Process with a Markov intensity
14
Unit V
Renewal phenomena Definitions, examples, the Poisson Process viewed as a renewal process
MSI E007
Representation Theory of Finite Groups
Pre-requisite: MSI C001 and C004
S.Parvathi
Course Objective:
To highlight the importance of combination of techniques used from group theory,ring theory and linear
algebra
To motivate the students for further study
Classical groups: General linear group , Orthogonal group, Symplectic group, Unitary group.
Group representation, conjugate representation, G-invariant spaces - irreducible representations - Schurs

lemma
The Group Algebra - Maschkes theorem - characters. Orthogonality relations for characters Number of
irreducible representations
Permutation representations - Regular representation. Representations of Symmetric groups
Representation of Finite abelian groups - Dihedral groups.
MSI E008
Graph Theory
M.Loganathan
Unit I
Graphs Vertex degrees - Sub-graphs - Paths and cycles - Connected graphs - Connected components
Unit II
A cyclic graphs Trees - Cut edges - Cut vertices Spanning Tree .
Unit III
Euler tours - Euler graphs - Hamiltonian paths - Hamiltonian graphs - Closure of a graph.
Unit IV
Planar graphs - Eulers formula- Vertex colouring - Chromatic number - Chromatic polynomial R - Critical
graphs.
Unit V
Edge colouring - Edge Chromatic number - Dual of a plane graph -Map colouring - Four and five colour
theorems.
MSI E009

2 1 0 3
R.Sahadevan
Course Objective:
To introduce for advanced research in mathematics and applications of Lie group.
Unit I
15
Introduction - Lie groups of transformations - infinitesimal transformations.

Unit II
Extended group transformations and infinitesimal transformations (one independent and one dependent
variables).
Unit III
Lie Algebras and applications.
Unit IV
Invariance of first and second order ordinary differential equations.
MSI E010

R.Sahadevan
Pre-requisite: MSI E009

Unit I
Introduction - Lie groups of transformations - infinitesimal transformations.
Unit II
Extended group transformations and infinitesimal transformations.
Unit III
Invariance of a partial differential equations of first and second order - elementary examples.
Unit IV
Noether's theorem and Lie Backlund symmetries.
MSI E011
Potential Theory in Rn
Pre-requisite: MSI C009
Harmonic functions - Dirichlet problem.

Functions harmonic on a ball - Directed families of harmonic functions.
Super harmonics functions Equivalent definitions - Minimum principle.
Properties of Super harmonic functions
Directed families of super harmonic functions Properties of surface and volume mean values.
MSI E012
Linear Lie Groups
K.Parthasarathy
Unit I
Linear Lie Groups: Definition and examples, the exponential map and the Lie algebra of a linear Lie
groups.
Unit II
The Lie Correspondents, Homomorphisms.
16
Unit III
Basic Representation Theory, irreducible representations of SU(2) and SO(3).
Unit IV
Characters, Orthogonality and Peter-Weyl Theorem.
Unit V
Roots, Weights and Weyls Formulas.
MSI E013
Banach Algebras and Operator Theory
3 0
3 Agrawal Sushama N.
Unit I
Banach Algebras definition, examples, ideals and quotients, invertibility and the Spectrum, Banach
Mazur theorem.
Unit II
Spectral radius formula, Gelfand theory of commutative Banach Algebras.
Unit III
C* - Algebras, Selfadjoint, normal, unitary operators on a Hilbert space, Projectors.
Unit IV
Gelfand Naimark Theorem for commutative C* - algebras, continuous functional Calculus for normal
operators, Positive Operators and Square root.
Unit V
Borel functional Calculus for normal operators, Spectral measures, Spectral Theorem for bounded normal
operators.
MSI E014
Algebraic Number Theory
S.Parvathi
Course Objective:
To provide basic understanding of Algebraic Number Theory
Unit I
Algebraic Background Symmetric Polynomials Modules Free Abelian Groups
Unit II
Algebraic Numbers Conjugates and Discriminants Algebraic integers Integral Bases Norms and
Traces Rings of Integers Noetherian rings and Noetherian Modules.
Unit III
Quadratic fields and Cyclotomic fields and integers in Quadratic fields and Cyclotomic fields
Unit IV
The group of units The factorization into irreducible elements examples of non-unique factorization into irreducibles
Euclidean Quadratic fields.
Unit V
Prime factorization of ideals - Dedekind rings- the norm of an ideal class groups
17
MSI E015
Mathematical
Waves
Theory
of
Electromagnetic
G.P.Youvaraj
Pre requisite:
Vector Calculus, Real Analysis, Differential Equations.
Course Objective:
This is aimed at introducing the mathematical theory behind
electromagnetic wave
propagation. While learning this theory we shall also understand acoustic wave propagation
in bounded and unbounded regions. We shall also discuss the scattering aspect of both
electromagnetic, and acoustic waves.
Course Contents:
1.
Review of Vector Calculus

1.1 Space Curves and Surfaces
1.2 Gradient, Divergence, Curl
1.3 Greens Theorem,
1.4 Gauss Divergence Theorem
2.
Electromagnetic Fields
2.1 Maxwells Equations
2.2 Electromagnetic Waves
2.3 Reduced Wave Equation
3.
Solutions in Bounded Domain

3.1 Fundamental Solutions of Reduced Wave equation
3.2 Greens Function
3.3 Structure of Wave functions
3.4 Representation of Wave functions
4.
Solutions in the Exterior Domain

4.1 Structure of Wave functions
4.2 Sommerfelds Radiation Conditions
4.3 Greens Representation Theorem
4.4 Far Field Patterns
5.
Boundary Value Problems

5.1 Boundary Value Problems in the bounded domain
5.2 Boundary Value Problems in the Exterior domain
5.3 Scattering and Inverse Scattering
Self-Study Courses for the Ramanujan Institute only

The detailed syllabi will be provided at the time of registration by the faculty concerned.
MSI
MSI
MSI
MSI
MSI
MSI
MSI
MSI
MSI
MSI
S001
S002
S003
S004
S005
S007
S008
S009
S010
S011
Algebraic Theory of Numbers

Algebraic Topology
Financial Calculus
Fuzzy Analysis
Harmonic Function Theory
Introduction to Fractals
Lie Groups and Lie Algebras
Probability on Abstract Spaces
Quantum Computations
Quantum Groups
SS
SS
SS
SS
SS
SS
SS
SS
SS
SS
0
0
0
0
0
0
0
0
0
0
4
4
4
4
4
4
4
4
4
4
0
0
0
0
0
0
0
0
0
0
P.G.DIPLOMA IN COMPUTATIONAL MATHEMATICS AND STATISTICS

SYLLABUS ABSTRACTS
18
4
4
4
4
4
4
4
4
4
4
S.Parvathi
M.Loganathan
V.Thangaraj
N.Agrawal Sushama
K.Parthasarathy
K.Parthasarathy
V.Thangaraj
V.Thangaraj
S.Parvathi
MSI C076
Objectives :
To develop mathematical maturity and ability to deal with abstraction.
To develop problem-solving skills in different aspects of application mathematics

Course Content:
Unit-I :
Logic and the Language of Mathematics
Propositions Conditional propositions and Logical Equivalence Quantifiers Proofs Mathematical
Induction Sets sequences and Strings Number Systems Relations Equivalence Relations Matrics
of Relations Functions.
Unit-II :
Counting Methods and the Recurrence Relations: Basic Principles Permutations and Combinations
Generalized Permutations and Combinations Binomial Coefficients and Combinatorial Identities The
Pigeonhole Principle Solving recurrence relations Simple problems and applications
Unit-III :
Graph Theory: Paths and Cycles Hamiltonian Cycles and the Traveling Salesman Problem
Representations of Graphs Trees Spanning trees Minimal spanning trees Binary trees Tree
Traversals.
Unit-IV :
Network models, Boolean algebras and Combinatorial circuits:
Algorithms A Maximal Flow Algorithms The Max flow, Min cut Theorem Matching Combinatorial
Circuits and heir properties Boolean algebras Boolean functions Synthesis of circuits Applications
Unit - V:
Automata, Grammars and Language
Sequential Circuits and Finite State Machines- Finite State Automata Language and Grammars Nondeterministic Finite State Automata Relationships between Language and Automat
MSI C077
Mathematics of Finance and Insurance
Objectives :
To provide fundamentals in financial transactions, discounting, repayments, term structure, derivatives
and stochastic interest rate models.
To gain practice to apply in Actuarial planning
Course Contents.
Unit-I :
Theory of Interest The basic compound interest functions Nominal rates of interest annuities payable
p-thly Discounted cash flow
Unit-II :
Capital redemption policies- The valuation of securities- Capital gains tax cumulative sinking funds.
Unit-III :
Yield curves, discounted mean terms, matching and immunization
Consumer credit and Stochastic interest rates models
Unit-IV :
19
Morality table Annuities, Assurances, Premiums Functions other than yearly.

Unit-V :
Policy values surrender and paid-up values: Bonus: Special policies Applications of calculus :
Population Theory
MSI C078
Computational Mathematics
Objectives :
To develop computational problem-solving skills, ideas To apply mathematical
concepts other science and social science subjects.
Course Content:
Unit-I :
Graphs and Functions: Cartesian Coordinate Systems and Straight Lines Linear and Quadratic Functions
Aids to Graphing Functions Exponential and Logarithmic Functions Analytical Geometry and the
Conic Sections Polar Coordinates Area Computational in Polar Coordinates Parametric Curves
Applications
Unit-II :
Systems of Linear Equations: Systems of Linear Equations in Two Variables Systems of Linear
Equations and Augmented Matrices Gauss Jordan Elimination Matrices Addition and Multiplication
by a number Matrix Multiplication Inverse of a Square Matrix Matrix Equations and Systems of Linear
Equations Leontief Input Output Analysis.
Unit-III :
Differential Calculus: Limits and Continuity A Geometric Introduction Computation of Limits The
Derivative of constants, Power Forms and Sums Derivatives of Products and Quotients Chain Rule:
Power Form Marginal Analysis in Business and Economics.
Unit IV
Integral Calculus: Antiderivatives and Indefinite Integrals Integration by Substitution Differential
Equations Growth and Decay Area under a curve Definite Integrals The Fundamental Theorem of
Calculus Applications in Business and Economics
Unit V :
MAPLE Programming: Introduction to mathematical computer programming in MAPLE, as tools for the
solution of mathematical problems and for the mathematical experimentation. Programming topics will
include data types , expressions, statements, control structures, procedures and recursion. Example and
practical work will include computing will integers, polynomials, matrices, data files and numerical
approximations.
Computational Laboratory Exercises: MAPLE Exercises: Plotting Curves Compositions of functions, inverse
Sequences and Series (finite and infinite sum) Slope of a line, a secant, a tangent Equations of tangent
Limit and continuity 2-D and 3-D graphs Symbolic Differentiation and Symbolic Integration Conversion of
coordinates. Areas in Polar coordinate Symbolic manipulation on matrices Solution to equation Solution
to Differential equations.
MSI C079
Introduction to Information Technology + Computational Lab. I
Objectives:
To provide basic understanding of information technology.
Course Content:
20
1 1
Unit I :
Introduction to Computer Classification of Digital Computer System Computer Architecture Number
System- Memory unit Input Output Device.
Unit II :
Logic Gates Truth Table Introduction to Computer Software Programming Languages.
Unit III:
Introduction to MS-WORD Creating documents, Tables, Importing charts, Mails merge Preparing biodata Copying Text and Pictures from Excel.
Unit IV :
MS-ACCESS Creating Recruitment Databases and Create Application Table which has Applicant Name,
Name Address, Phone Number, E-mail, etc MS-ACCESS Planning and Creating Tables and Using the
features of Chart. Bar Chart, Pie.
Unit V :
MS-EXCEL Creating Tables Using EXCEL Using Tables and Creating Graphs Usage of formulae and Built
in Functions File Manipulations,.
POWER POINT Inserting Clip Art and Pictures Insertion of new slides Presentation using Wizards
Usage of design Templates.
Computer Laboratory Exercises:
MS-WORD To create Bio-Data To create Bar Chart To create Mail Merge MS EXCEL
1. Student Mark List
Bar Chart creation with Employee details Pie-Chart Companys Growth from 1990- 2000-MS-POWER
POIN-Birth day Greeting Marriage Invitation Demo in your specializations MS-ACCESS-Employee
Database Creation-Library Information System- Hospital Management System
MSI C080
Computational Statistics
Objective:
To provide a through grounding in classical-methods of statistical inference with an introduction to more
new developments in statistical methodology. To provide students with the necessary technical skills and
practical experience to enable them critically to evaluate research results and to carry out high quality
empirical work for themselves. Emphasis throughout the course is on the application of statistical
techniques rather than the development of theory.
UNIT- I :
Data and Statistics : Data Data Sources - Descriptive Statistics: Tabular and Graphical Methods:Summarizing the Qualitative Data and Quantitative Data Exploratory Data Analysis (Stem and Leaf
Display) Cross tabulations and scatter diagrams
Descriptive Statistics: Numerical methods :- Measures of location measures of variability Measures of
relative location and detecting outliers Exploratory Data Analysis Measures of association between
two variables the weighted mean and working with grouped Data
UNIT-II :
Introduction to Probability discrete probability distributions and Continuous distribution functions:
Experiments events assigning probabilities basic relationships of probability conditional probability
Bayes theorem Moments- binomial, Poisson and hyper-geometric distributions uniform(continuous),
normal. Exponential distributions.
UNIT-III :
21
Sampling and Sampling Distributions:- Sampling methods Sampling distributions of sample mean and
sample proportion Point estimation and properties. - Tests of Goodness of Fit and Independence
Multinomial population, Poisson and Normal distributions Test of independence.
UNIT-IV :
Analysis of Variance and Experimental Design:- Testing of the equality of k population means-
Completely randomized Design Randomized Block design Multiple comparison procedures -Factorial
Experiments (22)
UNIT-V :
Simple linear and multiple Regressions :- The regression model Least squares model coefficient
determination Model assumptions Testing of significance using the estimated regression equation
and prediction Residual analysis
- qualitative Independent variables in the case of multiple
regression(binary response).
Computational Laboratory Exercises :
EXCEL Exercises :
Tabular and Graphical Methods- Descriptive Statistics (mean, median, mode, variance and Standard
deviation)-Discrete Probability Distributions (computing binomial and Poisson probabilities)-Continuous
Probability distributions (Normal distribution)-Random Sampling -Interval Estimation of a Population
mean (Large-Sample and Small-Sample cases)-Hypothesis Testing for mean (Large-Sample and SmallSample cases)-Hypothesis Testing about the difference between two population means(Large-Sample,
Small-Sample and Matched Sample)-Population variances (One population and two populations) -Tests of
Goodness of fit and Independence -Analysis of Variance and Experimental Design ( Single-Factor
Observational Studies and Completely randomized designs Factorial Experiments(2 2))-Simple Linear
Regression Analysis-Correlation Analysis
MSI C081
Computer Programming in C and C+++ Computational

Laboratory II
Objectives:
To develop skill in writing codes in C and C++ programming languages
Course Content:
UNIT-I :
Identifiers Keywords Data Types Access Modifiers Data Type Conversions Operators
UNIT-II :
Conditional Controls Loop Control Input/Output Operations Function Prototypes
Function Arguments Arrays Structures Unions Pointers.
UNIT-III :
Introduction to OOPS Overview of C++ - Classes Structures
UNIT-IV :
Friend Functions Constructors Destructors Arrays
UNIT-V :
Function Overloading, Operator Overloading Inheritance Polymorphism.
Programming Problems in C:
Factorial of a number-Farenheit to Celicius-To count the no. of vowels and consonants in given stringMatrix manipulation-Palindrome checking-Fibonacci series
Programming Problems in C++:
To calculate simple interest and compound interest using class and objects-Initialising and destructing
the character array using constructor and destructor functions-Adding 2 complex numbers using operator
22
overloading-To calculate volume of sphere , cube and rectangle using function overloading-Calculate the
area of triangle and rectangle using single inheritance-To maintain students details using multiple
inheritance
MSI C082
Game Theory and Strategy
Objectives:
To provide mathematical game theory in an interdisciplinary context
Course Content:
UNIT-I :
Two-person zero-sum games : The nature of game matrix games: dominance and saddle points
matrix games: mixed strategies- Application to Anthropology: Jamaican Fishing- Application to Warfare:
Guerrillas, Police, and Missiles - Application to Philosophy : Newcombs Problem and Free Will Game
trees- Application to Business: Competitive Decision making Utility theory Games against nature.
UNIT-II :
Two-person non-zero-sum games : Nash Equilibria and non-co-operative solutions The Prisoners
Dilemma Applications to Social Psychology: Trust, Suspicion, and the F-Scale Strategic Moves
Application to Biology : Evolutionarily Stable Strategies The Nash Arbitration Scheme and Co-operative
solutions- Application to Business: Management Labour Arbitration Application to Economics: The
duopoly Problem.
UNIT-III :
N-Person Games : An introduction to N-person games Application to Politics: Strategic Voting N-person
Prisoners Dilemma Application to Athletics: Prisoners dilemma and the Football Draft Imputations,
Domination and Stable sets Application to Anthropology: Pathan Organization.
UNIT-IV :
N-Person Games : The Core The Shapley Value Application to Politics: The Shapley-Shubik Power Index
Application to Politics: The Banshaf Index and the Canadian Constitution
UNIT-V :
N-Person Game : Bargaining sets Application to Politics: Parliamentary Coalitions The Nucleolus and
the Gately Point Application to Economics: Cost Allocation in India.
MSI C083
Internet and Java Programming + Computational Lab. II
Objectives:
To have hands-on experience on internet and to develop skills in writing codes for internet.
Course Content :
UNIT-I :
Internet Concepts Internet Services Types of Accounts Media for Internet ISP TCP/IP and connection software
Dial-Up Networking - Setting up and Internet Connections.
UNIT-II :
Introduction to Web Using the Web URLs, Schemes, Host Names and Port Numbers Using the Browser
Hypertext and HTML
UNIT-III :
Introduction to Java Features of Java Object Oriented Concepts Lexical Issues Data Types Variables Arrays
Operators
UNIT-IV :
Control Statements, Packages Access Protection Importing Packages Interfaces
23
UNIT-V :
Exception Handling Throw and Throws Threads Applets Java Utilities Code Documentation.
Learn to use Internet Explorer and Netscape Navigator-Creation of E-Mail and sending messages-ChatGreetings with Pictures-Downloading images-Voice mail service-Search Engines (Search a given topic and
produce the details about that topic)-Design a web page of your favourite teacher, explaining his
academic and personal facts and give suitable headings and horizontal rules. Design it in appropriate
color-Design a web page advertising a product for marketing with charts of sales-Develop discussion
forum for the purpose of communication between groups -Develop a page to send a mail to more than
one person-Post a simple job site for the facility of the career.
Department of Computer Science

Eligibility for Admission to Master of Computer Applications (M.C.A)
Candidate who have passed the under-mentioned degree examinations of this University or an examination of
other institution recognized by this University as equivalent thereto provided they have undergone the course under
10+2+3 or 11+1+3 or 11+2+2 pattern or under the Open University System, shall be eligible for admission to the M.C.A.
Degree Course under CBCS.
(a) B.C.A/B.E.S/B.Sc. in Computer Science/Mathematics/Physics/ Statistics / Applied Sciences OR (b) B.Com /
Bachelor of Bank Management/B.B.A/B.L.M/B.A Corporate Secretaryship / B.A. Economics/ any other Bachelors Degree in
any discipline with Business Mathematics and Statistics or Mathematics/Statistics in Main/Allied level OR (c) B.Sc.,
Chemistry with Mathematics and Physics as allied subjects OR (d) B.E/B.Tech/M.B.A OR (e) A Bachelors Degree in any
discipline with Mathematics as one of the subjects at the Higher Secondary level (i.e. in +2 level of the 10+2 pattern)
Core and Elective Courses offered by the Department of Computer Science for M.C.A. Degree
programme
24
Course
Code
Core/
Electi
ve
Title of the Courses
25
Credits
L-T-P-C
Course Faculty
MSI
MSI
MSI
MSI
MSI
C324
C325
C303
C332
C333
Digital Principles
Programming in C
Object Oriented Data Structures
Object Oriented Programming with C++
C, C++ and Data Structures Lab.
Elective
C
C
C
C
C
E
3-0-0-3
3-0-0-3
3-0-0-3
3-1-0-4
0-0-3-3
2-1-0-3
UOMS001
Soft Skill*
2-0-0-2
MSI
MSI
MSI
MSI
MSI
Computer Oriented Statistical Methods

Programming in Java
Microprocessors and Applications
Visual Basic and Web Technology
Java, Visual Basic and Web Design Lab.
C
C
C
C
C
3-1-0-4
3-0-0-3
3-0-1-4
3-0-0-3
0-0-3-3
Elective
2-1-0-3
UOMS002
Soft Skill*
MSI
MSI
MSI
MSI
Operating Systems
Design and Analysis of Algorithms
Database Management Systems
Computer Graphics
C
C
C
C
3-0-0-3
3-0-0-3
3-0-0-3
3-0-0-3
Graphics and RDBMS Lab.
0-0-3-3
Elective
2-1-0-3
Elective
2-1-0-3
UOMS003
Soft Skill*
2-0-0-2
UOMI 001
Internship-I
0-0-2-2
MSI C316
Computer Networks
3-1-0-4
S.Gopinathan/
B.L
Faculty
Concerned
Faculty
Concerned
Faculty
Concerned
Faculty
Concerned
P.Thangavel
MSI C336
Unix and Shell Programming
2-1-0-3
PL.Chithra
MSI C337
Software Engineering
3-1-0-4
S.Gopinathan
MSI C328
MSI C329
Network Programming and .NET

Unix, Network Programming and .NET lab
C
C
3-0-0-3
0-0-2-2
Elective
3-0-0-3
Elective
3-0-0-3
UOMS004
Soft Skill*
2-0-0-2
MSI C338
MSI C322
Mini Project and Group Discussion

Multimedia Systems
Elective
C
C
E
0-0-2-2
3-0-1-4
3-0-0-3
Elective
3-0-0-3
Elective
3-0-0-3
UOMS005
Soft Skill*
2-0-0-2
UOMS006
Soft Skill*
2-0-0-2
MSI
MSI
MSI
MSI
MSI
MSI
Project Work
Computer Architecture
Principles of Compiler Design
Advanced Java Programming
Programming in COBOL
Artificial Neural Networks
C
E
E
E
E
E
0-0-20-20
3-0-0-3
3-0-0-3
2-0-1-3
2-0-1-3
3-0-0-3
M.Sornam & B.L

PL.Chitra,
M.Sornam & B.L
Faculty
Concerned
Faculty
Concerned
Faculty
Concerned
All Faculty
B.Lavanya
Faculty
Concerned
Faculty
Concerned
Faculty
Concerned
Faculty
Concerned
Faculty
Concerned
All Faculty
Guest Faculty
P.Thangavel
Guest Faculty
Guest Faculty
M.Sornam
C306
C307
C308
C309
C334
C311
C312
C313
C314
MSI C335
C339
E301
E302
E303
E304
E306
26
2-0-0-2
S.Gopinathan
PL. Chithra
B.Lavanya (B.L)
M.Sornam
PL. Chithra/ G.F.
Faculty
Concerned
Faculty
Concerned
Guest Faculty
PL.Chithra/G. F.
S.Gopinathan
M.Sornam/B.L
PL. Chithra &
M.Sornam / B.L.
Faculty
Concerned
Faculty
Concerned
PL. Chithra/G.F.
P.Thanagvel
B.Lavanya
S.Gopinathan
MSI
MSI
MSI
MSI
MSI
MSI
E307
E308
E309
E311
E312
E313
Artificial Intelligence &Expert Systems

Distributed Computing
Data Mining and Warehousing
Software Project Management & Testing
Software Quality And Assurance
Digital Image Processing
E
E
E
E
E
E
3-0-0-3
3-0-0-3
3-0-0-3
3-0-0-3
3-0-0-3
3-0-0-3
MSI E314
MSI E315
Computer Simulation & Modeling

Computer Aided Design
E
E
3-0-0-3
3-0-0-3
MSI
MSI
MSI
MSI
Pattern Recognition
Mobile Computing
Web-Commerce
Object Oriented Analysis and Design
E
E
SS
SS
3-0-0-3
3-0-0-3
2-2-0-4
2-2-0-4
Guest Faculty
Guest Faculty
Guest Faculty
Guest Faculty
Guest Faculty
P.Thangavel/
PL.Chithra
P.Thangavel/G.F.
S.Gopinathan/
M.Sornam
Guest Faculty
Guest Faculty
Guest Faculty
Guest Faculty
2-0-1-3
Guest Faculty
2-0-1-3
Guest Faculty
E316
E321
E317
E318
Courses offered for other Departments/Schools
MSI E319
MSI E320
MSI C324
Introduction to Information Technology and

Programming in C
Internet and Java Programming
Digital Principles
0 0 3 S.Gopinathan
Number systems - compliments -logic gates-truth tables.

Boolean algebra-truth table simplification of
boolean function-Map method tabulation method - sequential logic-Flipflops-Registers-shiftreg-countersprocessor design -design of an Accumulator Combinational Logic -adders, subtractors, decoders,
encoders, multiplexer, demultiplexer. Processor design-arithmetic logic unit - status register - design of
accumulator. Computer design - system configuration - computer instructions.
MSIC325
Programming in C
3 0 0 3 PL.Chithra
Identifiers, Keywords, Data Types, Access Modifiers, Data Type Conversions, Operators, Conditional Controls - Loop Control
Input/Output Operations, Function Prototypes, Function Arguments - Pointers. Arrays, Accessing Array Elements, Dynamic
Memory Allocation, Storage Classes, Structures, Unions, character I/O, String I/O, Formatting Input/Output file, Command Line
Arguments.
MSIC303
Object Oriented Data Structures
3 0 0 3 B.Lavanya
ADT- asymptotic notations- algorithmic analysis - classes and objects - concepts OOP - Arrays,
representation of arrays - linked lists - circular linked lists - Stacks and queues - Binary trees - binary
search tree - binary tree traversals--threaded binary tree - binary tree representation of trees - Graphs spanning trees - shortest paths - sorting and searching - hashing- balanced trees - B-trees Tries AVL
Tree, SPLAY tree.
MSI C332
Object Oriented Programming in 3 1 0 4 M.Sornam

C++
Introduction to OOPS Overview of C++, Classes, Structures Union - Friend Functions, Friend Classes Inline Functions,
Constructors destructors Static Members Scope resolution Operator Passing Objects to Functions, Array, Pointers Function
Overloading, Overloading Constructors. Operator Overloading Inheritance - Protected Members - Polymorphism virtual
Functions - Exception Handling - I/O Streams Formations I/O with IOS Class Functions and Manipulators.
MSIC333
C, C++ and Data Structures Lab.
0 0 3 3 PL.Chithra/B.Lavanya
Primality test, string manipulation, matrix manipulation, generating permutations and combinations,
creating database for telephone numbers and related operations, file processing., etc.- C++ Implementation of arrays (single and multidimensional), polynomial object and overload operators
circular linked lists doubly linked lists implementation of stacks and queues circular queues
evaluation of expressions sorting AVL trees insertion etc.
27
MSIC306
Computer Oriented Statistical Methods
3 1 0 4
Guest Faculty
Sample spaces - events - Axiomatic approach to probability - conditional probability - Independent events
- Baye's formula - Random Variables - Continuous and Discrete - distribution function - Expectation,
variance, coefficient of variation, moment generation function - Chebyshev's inequality Bivariate
distribution - conditional and marginal distributions - Binomial, Poison and geometric Distributions Uniform, Normal, Exponential and Gamma distributions. Correlation - Rank correlation - Linear Regression
- Method of Least squares - Fitting of the curve of the form ax + b, ax 2 + bx + c, abx and axb - multiple
and partial correlation( 3 -variables only). sampling - simple random sampling - Systematic sampling and
stratified random sampling - concepts of sampling distributions and standard error - point estimation Interval Estimation of mean and proportion. Tests of Hypotheses - Critical Region - Errors - Level of
significance - power of the test - Large sample tests for mean and proportion - Exact tests based on
Normal, t, F and Chi-square distributions. Basic principles of experimentation - Analysis of variance one way and two way classifications - computing randomized design - Randomized Block design - Time
series Analysis - Measurement of Trend and Seasonal variations.
MSIC307
Programming in Java
0 0 3 PL.Chithra/G.F.
Differences with C++ - interfaces - packages - applications - Applet - threading - synchronization - errors
and exception - graphics - input/output files - streams - applet life cycle - thread life cycle.
MSI C308
Microprocessors and Applications
3 0 1 4 S.Gopinathan
Prerequisite : MSI C324

Introduction to 8085/8086 Microprocessor Architecture and Pin Function. Introduction to 8086 Instruction Set Data Transfer
Arithmetic Logic Shift Compare Jump Loop Flag Stack Subroutine Instructions 8086 Instruction formats
Assembly Language - Programs with Examples. Interfacing Data Converter Digitalto-Analog , Analogto- Digital - Memory
Interface - Address Space - Programmable Peripheral Interface (8255A) 8279 Programmable Keyboard Interface 8086 Interrupts
Direct Memory Access Burst Mode and Cycle Stealing. Temperature Control Monitoring Systems Traffic Light Control
Interface Stepper Motor Interface Interfacing 7 Segment LED Display Introduction to Operational Amplifier.
MSI C309
Visual Basic and Web Technology
3 0 0 3 M.Sornam/B.Lavanya
Visual Basic: Features - VB Application - Control/properties/methods - Dialog boxes - VB Language procedures and functions - in built function - object variables- API function. Internet concepts, Type of
Accounts, ISP-TCP/IP and Connection software, Designing Interactive Webpages, HTML, DHTML, Basic
Scripting-Java script, VB script, XML,ASP, ASP.NET,VB.NET.
MSIC334
Java, Visual Basic and Web Design Lab.
0 0 3 3 PL.Chithra/M.Sornam/B.L
avanya
Sub-string removal from a string using string buffer class determining the order of numbers generated
randomly using random class usage of data classes string manipulation using char array usage of
vector class thread based applications Applets- working with frames and various controls working
with dialogs and menus panels and layouts incorporating graphics working with colors and fonts,
etc. Visual programming building simple applications working with intrinsic controls and ActiveX
controls applications with multiple forms, dialogs, menus application using data controls, common
dialogs drag and drop events database managements creating ActiveX controls, etc. Web
Technology greeting with pictures downloading text and images design a web page of your teacher,
about your personal details, for a latest product, for any educational institution, for railway reservation,
for social awareness, for environmental awareness and design web page for a hospital, etc.
MSI C311
Operating Systems
3 0
PL.Chithra/G. F.
Multiprogramming - Time sharing - Distributed system - Real - Time systems - I/O structure - storage
hierarchy - Hardware protection - General system architecture - Operating system services - System calls
- System programs - System design and implementation. Processes - CPU scheduling - process
synchronization - Deadlocks - Storage management - memory management - virtual memory Secondary storage management - file system interface, implementation - secondary storage structure protection - security - UNIX system.
28
MSI C312
3 0 0 3
P. Thangavel
Introduction - asymptotic time analysis. Divide and conquer Method: binary search, finding maximum
and minimum, merge sort and quick sort. Greedy method: optimal storage on tapes, knapsack problem,
minimum spanning trees and single source shortest path problem. Dynamic programming: multistage
graphs, 0/1 knapsack and traveling salesman problem. Basic search and traversal techniques: And/Or
graph, bi-connected components, depth first search. Backtracking: 8 queens problem, sum of subsets,
graph coloring, Hamiltonian cycle and knapsack problem. Branch and bound: 0/1 knapsack problem,
traveling salesman problem.
MSIC313
Database Management Systems
0 0 3 B.Lavanya
Prerequisite: (MSI C303 )

Purpose of Database Systems - relational, hierarchical and network models - SQL - PL/SQL - Client Server
Concepts - relational calculus - relational algebra - QBE - normalization - virtual records - DBTG model query processing and interpretation - query optimizer - database recovery - security and integrity.
MSI C314
Computer Graphics
0 0 3 S.Gopinathan /G.F.
Line Generation : Circle Generation - Graphics Primitives - Display devices - Display file co-ordinates Polygons : Polygon Filling - Scaling, Rotation & Translation Transformations - Display procedures Segments - Segment manipulation - Raster Techniques - Windowing and
Clipping - Device handling
algorithms - Simulating devices - Echoing - Interactive Techniques - 3D Fundamentals - Projections Clipping in 3D- 3D viewing transformation - Hidden surfaces and lines. Dimension - Binary space
partition- Light, color and shading - Transparency - Shadows - Ray tracing - Halftones - Color - Gamma
correction - Fractals - Splines.
MSIC335
Graphics and RDBMS Lab.
0 0 3 3 S.Gopinathan/
B.Lavanya
Generate line, circle and box etc., using graphics primitives generate line, zigzag line using DDA
algorithm generate line, circle, ellipse using Bressenhams algorithm - generate character using bitmap method and DDA line drawing method 2D transformation for scaling, translation, rotation,
reflection, shearing 3D transformation for scaling, translation, rotation line clipping, character clipping
and polygon clipping generate any type of 3D object etc. RBDMS creation of database and performing
the operation given below using menu driven programming - insert, delete, modification, and report
preparation payroll mark sheet processing savings bank account for banking inventory invoice
library information system railway reservation income tax processing system election ballot system
telephone directory maintenance etc.
MSIC316
Computer Networks
1 0 4 P.Thangavel

Goals and Applications of networks - Network Architectures - OSI reference model and services - Network
topology - Physical layer - Transmission media - switching methods- Data link layer Design issues - error
detection and correction - elementary data link protocols - sliding window protocols-Protocol specification
& verification. Network layer-design issues-Routing, congestion, inter networking, - Routing algorithms Shortest path, Multipath, Centralized, Isolated, Flooding, Distributed, Optimal, flow Based, Hierarchical
& Broadcasting - Congestion control algorithms - pre allocation of buffer, packet discarding, flow control,
choke packets, deadlocks. Transport layer - design issues - Connection management - Addressing,
Establishing & Releasing a connection, Timer based Connection Management, Multiplexing, Crash
Recovery, Email, - Cryptography - case studies: Arcnet, Ethernet, Arpanet.
MSIC336
1 0 3 PL.Chithra
File and Common Commands - Shell Directories Devices Permission The Grep Family Filters Streams Concepts of
Shell Trapping Exit Codes- Shell Programming Standard Input/Output file Access System Calls-Interprocess
Communication-DeadLock
Detection-Scheduling
algorithmsInodes
Processes
SignalsInterrupts Preprocessors Manual Page.
29
MSIC337
Software Engineering
1 0 4 S.Gopinathan

Software and Software Engineering - Software Metrics - Estimation - Planning. Software Requirement
Analysis: Computer systems Engineering - Fundamentals of Requirement Concepts of Structured
Analysis - SADT; Object Oriented Analysis and Data Modeling - Alternate analysis techniques Specification techniques. Software Design and Implementation : Programming Languages and Coding.
Software Testing Techniques and Strategies. Software Quality Assurance. Software Maintenance Software Configuration
Management. Computer Aided Software Engineering Integrated CASE
Environments (I-CASE ).
MSI C328
3 0 0 3 M.Sornam
B.Lavanya
and

OOPs Fundamentals Programming Concepts Application Frame Work, Project Utility MFC Library
Bar Chart with Resources. Graph Applications Word Processor Applications OLE Features and
Specifications Continual Application, ActiveX Controls, Com DHTML ATL Vs ACTIVEX-Overview of
ActiveX Scripting-Java Scripting Standalone scripts-ActiveX Controls- Creating ActiveX Controls- ActiveX
Documents- ActiveX Document Architecture-URL Monikers- Hyper linking interface- Working with URL
Monikers- Overview of ISAPI- ISAPI Extension-ISAPI Filter-Designing IIS Application-Building IIS ApplicationBuilding Data Driven DHTML Application- ActiveX documents-Technology Migration Wizard-Modified CodeLaunching and Testing document-Testing the DLL. Beginning ASP.NET 1.1 with VB.NET 2003 -- Chris
Ullman,John Kauffman, Chris Hart, David Sussmann.--- Wiley Publishing Inc. , WROX.
Introduction Server Controls and variables Control structures Procedural Programming Subroutines and Functions Event
driven programming Objects Database Management ADO.NET ASP.NET Server Controls Web Controls - .NET Assemblies
Error Handling Web Services ASP.NET Security.
MSIC329
Unix,Network Programming and .NET Lab.
0 0 2 2 PL.Chithra , M.Sornam
and B.L
Shell script to solve quadratic equation menu driven user friendly changing modes simple script
for all control structures process scheduling authorized access using pipes to calculate NCR
inter process communication using message queues IPU using pipes implementation of wait and
signal using counting semaphores - automatic counter update problem signaling process
deadlock detection - producer, consumer problems. creating menus implementing keyboard
accelerators checking / un-checking and enabling / disabling menus inserting and removing
menus at runtime floating popup menus MDI with cascaded and tiled window creating model
and modeless dialog box - creating status bar using list box with Clist Box class - using edit box with
Cedit Box class working of spin button controls creating graphics editor etc. Network
programming working with java scripts creating ActiveX controls OLE server OLE container
working with URL monikers creating an ISAPI extension - creating an ISAPI editor building IIS
application data driven DHTML application ActiveX documents. Create a web form for an On-line
Library.-Password Checking-Display records from a Database-Web server controls implementationOn-line shopping site-Quiz application-Usage of range validator control-Palindrome Checking-Sensex
Application-Implementation of Cookies
MSIC338
MiniProject and Group Discussion
0 2 2 All Faculty
Each student will take a specific problem for the Mini Project and solve it using any one of latest tool and
submit the report.
MSI C322
Multimedia Systems
3 0 1 4 B.Lavanya

Evaluation of Multimedia - Components of Multimedia system - Hardware - Multimedia PC-Memory and
Storage devices for multimedia - ODD and CD Technology and standards - Input devices - Output devices
- Communication devices and peripheral connections. Software components of multimedia - text, audio,
30
image and video processing - Elementary and Authoring tools - Interactive video and 3D Graphics in
Multimedia. Multimedia Information Systems - Extending RDBMS to Image Management Systems, and
voice Information Systems - MPEG, JPEG, DVI and UVC standards applied to multimedia and Distributed
Information Systems. Organizing, Deign, production and Testing of Multimedia projects. Case studies in
Education - Industrial Design - Presentation of software and concepts of virtual reality video
compression, audio compression, video conferencing and mobile multimedia.
MSIC339
Project Work
0 20
20
All Faculty
Each student will do a project work and submit report of their work carried.
MSIE301
Computer Architecture
0 0 3 Guest Faculty
Data representation - micro operations - Register transfer - micro programmed control - Central
processing unit - Pipe lining - Vector processing and Array processors. Computer Arithmetic. Input-output
organization - Memory organization - multi processors
MSIE302
Principles of Compiler Design
0 0 3 P. Thangavel
Introduction - Finite Automata and lexical Analysis. Syntax Analysis - Context free grammars Derivations and parse trees - Basic parsing techniques - LR parsing - Syntax - directed translation symbol tables. Code optimization, generation - Error detection and recovery.
MSIE303
Advanced Java Programming
Guest Faculty
Servelet Overview, Java Webserver, Servelet Chaining, Session Management, Using JDBC in Servelets,
Applet to Servelet Communication, Java Beans EJB Architecture, Design and Implementation, EJB Session
Beans, EJB Entity Beans, Implementation and Entity Direction of EJB, JSP,J2EE
MSIE304
Programming in COBOL
Guest Faculty
Introduction to COBOL-IDENTIFICATION Division-PROCEDURE Division-Debugging and program testingKeyboard Input and screen Display-Output formatting Arithmetic Operations-Report design and codingConditional Operations-Designing and writing Control Break programs-Data Validation design and codingprocessing Arrays/Tables-Processing multidimensional Tables-Sorting-Master-Transaction File ProcessingIndexed File Processing-Program Management.
MSIE306
0 0 3 M.Sornam

Basics of ANN - Characterization of biological neural networks - Artificial intelligence Vs Neural networks
- Principles and Promises - Learning rules. Functional Units - Activation functions - Feed forward ANN single layer network Limitation - Need for Multi-layer network - Capabilities - Back propagation algorithm
- applications - limitations. Feedback ANN - Hopfield network - Architecture - Dynamics - energy function
- Applications - optimization - Traveling Salesman Problem - A/D converter. Feedback and feed forward
networks - Competitive learning algorithm - weight initialization issues solving convex combination
method - Noise addition and Neighborhood method - feature mapping - self organizing map Applications. Neural architectures for complex pattern recognition tasks - counter propagation network applications - image compression - function approximation look up table - Bi-directional Associative
Memory - Variations on BAM - Applications.
MSIE307
3 0 0 3 Guest Faculty
Artificial Intelligence &Expert Systems

Evolution of Artificial Intelligence production systems - search strategies - Hill climbing, backtracking
graph search - algorithm A and A *, monotone restriction specialized production systems - AO*
algorithm. Searching game trees: Minimax Procedure alpha beta pruning - predicate calculus - Answer
extraction - knowledge based systems - knowledge processing, inference techniques. Expert system
Definition - stages in development - knowledge representation and acquisition techniques - building
expert systems - Forward and Backward Chaining - Tools - Explanation facilities - Meta Knowledge - fuzzy
reasoning - case study: Mycin. Applications of A.I - Natural language processing and understanding perception - Learning using Neural nets.
31
MSIE308
Distributed Computing
0 0 3 Guest Faculty
Prerequisite : MSIC313
Models for Distributed Computing - Remote procedure calls - Switched multiprocessor - Bus based multicomputer - Switched multi-computers - Network operating systems and NFS - Time distributed systems
- Transparency - Flexibility - Reliability - performance - scalability - The client - server model - Blocking
and un-buffered primitives - Implementation of client-server model. Synchronization in distributed
systems - Clock synchronization - Mutual exclusion - Election algorithms - Atomic transactions - Dead
locks in distributed system - Threads - Thread usage and implementation of thread packages - processor
allocation - Distributed File System - Implementation of new trends in distributed file systems Distributed databases.
MSIE309
Data Mining and Warehousing
0 0 3 Guest Faculty
Main operations: Clustering, Classification, Regression, Neural Networks, Feature Selection, Deviation,
Detection Context of Data mining Four approaches to Data mining Data mining Methodology Three
pillars of Data mining Data for Data mining Dirty Data Settling Data mining Environment Data
Warehouse Database Analyzing context of Data Warehouse, Basic Data Warehouse Architecture, Online
Analytical Processing Systems (OLAP). Success and failure stories of Data mining - Survey of existing
mining & OLAP Products. Applications in Web mining.
MSIE311
Software
Testing
Project
Management
&
0 0 3 Guest Faculty
Introduction to Software Project Management- Software project versus other types of project- problemsmanagement control- Stakeholders- Requirement Specification Information and control in organizations
Introduction to step wise project planning- Select-identify scope and objectives- waterfall model- vprocess model-spiral model- software prototyping- ways of categorizing prototypes- tools- incremental
delivery- selecting process model -Software effort estimation- introduction- where-problems with over
and under estimates- basis for software estimating- software effort estimation technique- expert
judgment-COCOMO -Activity Planning- Objectives- Project schedules- projects and activities- sequencing
and scheduling activities- sequencing and scheduling problem-job sequencing-n jobs through two
machines, two jobs through m-machines and n-jobs through m-machines, PERT and CPM techniquescritical path-Normal path and crash time-Resource allocation-Resource leveling and smoothing.
MSIE312
Software Quality And Assurance
0 0 3 Guest Faculty
Introduction - Quality and the quality system - standards and procedures technical activities. Software
tasks - management responsibility - quality system - contract review - design control - document control
- purchasing - product identification and traceability. Process control - checking - identification of testing
tools - control of nonconforming product - Corrective action. Handling, storage, packing and delivery Quality records - Internal quality audits - Training - Servicing - statistical techniques. QA and new
technologies - QA and Human - Computer interface - process modeling - standards and procedures. ISO9001 - Elements of ISO 9001 - Improving quality system - Case study.
MSIE313
0 0 3 P.Thangavel/PL.Chithra

Introduction - Problems and Applications - Two dimensional systems and Mathematical preliminaries Linear Systems and
Shift invariance - Fourier Transform - Properties - Fourier Series - Matrix theory
results - Block Matrices and kronecker products. Image perception - light, luminance, Brightness and
Contrast - MTF of Visual systems - Monochrome vision models - image fidelity criteria - color
representation. Digital image sampling and quantization - 2D sampling theory - image reconstruction
from samples, Bandlimited images, sampling theorem, Nyquist rate, Aliasing and foldover frequencies image quantization - Optimum mean square Quantizer. Image
Enhancement - point operations contrast structuring, clipping & thresholding etc - Histogram modeling - spiral operations - special
averaging & low pass filtering,
Directional Smoothing, median filtering, Replication, Linear
interpolation, Magnification & interpolation (Zooming) - false color and pseudo color. Image restoration Image observation models - Inverse and Wiener filtering - Least square filters - Image Analysis - Edge
Detection - Boundary extraction Boundary representation - Region representation - Image
32
Segmentation - Classification Techniques - Image understandings. Image Data Compression - Pixel coding
- PCM, Entropy coding, Runlength, Bitplane extraction - Predictive techniques - Delta Modulation line by
line DCPM etc - Interface - Coding of two tone images.
MSIE314
Computer Simulation & Modeling
3 0 0 3 P.Thangavel

Introduction to Simulation: types of system - Discrete and Continuous Systems Model of a
System - Types of Models - Discrete-Event System
Simulation - Steps in a Simulation Study;
Simulation Examples. Discrete and continuous simulation Languages -study and use of one language in
detail. Simulation of Manufacturing and Material Handling Systems - Simulation of Queuing Systems
- Random-Number
Generation- Tests for Random Numbers. Random Variate Generation: Inverse
Transformation Technique:Uniform Distribution - Exponential Distribution - Weibull Distribution Triangular Distribution - Empirical Continuous Distribution - Discrete Distribution - Direct Transformation
for the Normal Distribution - Convolution Method for Erlang Distribution - Acceptance - Rejection
Technique: Poisson Distribution - Gamma Distribution. Input
Data
Analysis: Data Collection
Identifying the Distribution with Data - Parameter Estimation - Goodness-of- Fit Tests:- Chi-Square Test Kolmogorov-Smirnov Test; Selecting Input Models without Data - Multivariate and Time-Series Input
Models. Verification and Validation of Simulation Models - Calibration and Validation of Models - Output
Data Analysis - Alternative System Designs
MSIE315
Computer Aided Design
0 0 3 S.Gopinathan/M.Sornam

Introduction to CAD; Role of Computers in the design process. Hardware - Input devices, Display devices,
Output devices, Computation devices. Computer Graphics Software and
Data Base - Software
configuration of a Graphics System - Data Base Structure and content - Wire Frame Modeling, Surface
Modeling, Solid Modeling. Numerical Control, The beginning of CAM : Conventional Numerical Control Components of an NC system - NC procedure - Coordinate systems - Applications.
NC Part
Programming - Manual Part Programming. NC Programming with Interactive Graphics. Computer Controls
in NC - Computer and Direct Numerical Control - Adaptive Control Machining system. Applications: CAD
for LSI/VLSI applications: Device circuit and process modeling for IC technology: optimization techniques
in IC design: Design automation, Design for testability: Specific examples. Mechanical Drafting: Basic
CAD Two-dimensional drafting, mechanical CAD software, developing a mechanical database, solid
modeling. Electrical applications: Advantages of computer graphics systems for electrical design and
drafting, CAD as an aid to electrical designers and drafters, production of an electrical schematic or
wiring diagram, production of a printed-circuited board design, designing integrated circuits. Piping and
Instrumentation diagrams: Setting up the system, applying P and ID, creating the drawing, drawing
revisions, text drawing annotation, text revisions, drawing formats, report generation, documentation:
Plotters. Solid Modeling: Converging technologies of CAD, CAM and CAE, interacting with SM systems,
display requirements. Cartography: Mapping applications - uses and users, map production, automated
cartography. Case Studies: LPKF, Unigraphics CAD/CAM
Software, NISA Finite Element Analysis
Software, GOS CAD Package.
MSIE316
Pattern Recognition
0 0 3 Guest Faculty

Basic concepts, Fundamental Problems, Design concepts and examples. Decision Function: Role of
decision functions in Pattern recognition, Linear and Generalised decision functions, concepts of pattern
space and weight space. Geometrical properties. Implementation of decision functions, Multivariable
functions. Pattern Classification : Pattern Classification by distance functions, Likelihood function Minimum distance classification. Clusters and cluster seeking algorithms. Introduction to the problem of
feature selection and extraction. Binary feature selection, Statistical and Structural Feature Extraction.
Introduction to Tree languages and Syntactic Pattern Recognition. Syntactic Pattern Recognition on the
Basis of Functional approximation Syntactic pattern description, recognition grammars. Acquisition and
Utilisation of Access Patterns in Relational Data Base Implementation, Knowledge Acquisition Algorithms.
MSIE321
Mobile Computing
0 0 3 Guest Faculty
Introducing the mobile internet-Key Services for the mobile internet-making internet Mobile
challenges and pitfalls Overview of the wireless application protocol Implementing WAP services
33
WML Wireless binary extensible markup language enhances WML User interface design - Advanced
WAP Tailoring content to the Client Push Messaging.
MSIE317
Web Commerce
2 0 4 Guest Faculty
Pre-Requisite: MSI C313

Environment - Opportunities - Modes - Security - E-Cash - E-Payment - E-Transaction - E-Mail
Technologies for E-Commerce - Web Site Establishment - Internet Resources - Advertising - Publishing
issues - Approaches - Legalities - Technologies.
MSIE318
Object Oriented Analysis & Design
2 0 4 Guest Faculty
Prerequisite : MSI C326/ MSI C307

Systems Development - Object Basics - Development Life Cycle - Methodologies - UML - Use-Case Models
- Object Analysis - Object Relations - Design Processes - Design Axioms - Class Design - Object Storage Object Interoperability - View Layer - Software Quality Assurance - System Usability - Measuring User
Satisfaction - Case Studies.
Elective Courses offered for other Departments/Schools
MSI E319
Introduction to Information Technology

and Programming in C
Guest Faculty
Introduction to Computer Classification of Digital Computer System Computer Architecture Number System Memory Unit
InputOutput Device Logic Gates Truth Table. Introduction to Computer Software - Programming Language C Identifiers
Keywords Data Types Access Modifiers Data Type Conversions Operators Conditional Controls Loop Control
Input/Output Operations Function Prototypes Function Arguments Arrays Structures-Implementing some Problems Using
C Language. Introduction to MS-WORD, MS-ACCESS, MS-EXCEL Creating Recruitment Database and Create Application
Table - Creating Tables Using EXCEL - Creating Graphs MS-ACCESS Planning and Creating Tables and Using the feature of
Chart, Bar Chart, Pie Chart etc. Introduction to Internet Creating an E-Mail Account using E-mail Service.
MSI E320
Internet and Java Programming
2 0
Guest Faculty
Internet Concepts Internet Services Types of Accounts Media for Internet ISP TCP/IP and connection software Dial-Up
Networking - Setting up and Internet Connections. Introduction to Java Features of Java Object Oriented Concepts Lexical
Issues Data Types Variables Arrays Operators Control Statements, Packages Access Protection Importing Packages
Interfaces Exception Handling Throw and Throws Threads Applets Java Utilities Code Documentation.
Department of Computer Science

Eligibility for Admission to Master of Science in Computer Science
Bachelor's degree in Computer Science or Computer Science & Technology or B.C.A. degree of
University of Madras or any other degree accepted as equivalent thereto by the Syndicate.
M.Sc. Degree Programme in Computer Science List of Core Courses
Core/
Course
Credits
Electi
Code
L-T-P-C
ve
MSIC401
Mathematics for Computer Science
C
3-1-0-4
MSIC402
C
3-0-1-4
MSIC414
Information Theory
C
3-1-0-4
MSIC404
Java and Operating Systems Lab.
C
0-0-2-2
Elective
E
3-0-0-3
Elective
E
3-0-0-3
UOMS001
Soft Skill*
S
2-0-0-2
MSIC405
Theory of Computation
C
3-1-0-4
MSIC406
Computer Networks
C
3-1-0-4
MSIC407
Advanced Database Systems
C
3-0-0-3
MSIC408
Advanced Database Systems Lab.
C
0-0-2-2
34
Course Faculty
Guest Faculty(G.F.)
P.Thangavel
P.Thangavel
GuestFaculty
Faculty Concerned
Faculty Concerned
Faculty Concerned
M.Sornam/G.F.
P.Thangavel
B.Lavanya/G.F.
B.Lavanya/G.F.
Elective
Elective
Soft Skill*
Artificial Intelligence
E
E
S
C
C
3-0-0-3
3-0-0-3
2-0-0-2
3-0-0-3
3-1-0-4
Multimedia Systems
Mini Project
Elective
C
C
E
3-0-1-4
0-0-2-2
3-0-0-3
Faculty Concerned
Faculty Concerned
Faculty Concerned
M.Sornam/G.F.
P.Thangavel/
PL.Chithra
B.Lavanya
All Faculty
Faculty Concerned
Elective
3-0-0-3
Faculty Concerned
UOMS003
Soft Skill*
2-0-0-2
Faculty Concerned
UOMS004
Soft Skill*
2-0-0-2
Faculty Concerned
UOMI001
Internship-I
2-0-0-2
Faculty Concerned
MSIC416
Project Work
0-0-20-20
UOMS002
MSIC409
MSIC410
MSIC415
MSIC412
All Faculty
Additional list of Elective courses:

Course
Code
MSIE401
MSIE402
MSIE403
MSIE404
MSIC401
Electi
ve
E
E
E
E

Computer Graphics
Cryptography
Credits
L-T-P-C
3-0-0-3
3-0-0-3
3-0-0-3
3-0-0-3
3 1 0
Course Faculty
S.Gopinathan
P.Thangavel/G.F.
Guest Faculty
Guest Faculty
Guest Faculty
Set theory: Operations on sets Basic set identities Relations and orderings Functions. Linear vector
spaces: Linear operators vectors in n-dimensions matrix representation of vectors and operators in a
basis linear independence, dimension inner product Schwarz inequality Orthonormal basis GramSchmidth process Eigen values and eigen functions of operators/matrices Hermitian and Unitary
operators/matrices Cayley Hamilton theorem Diagonalizing matrix. Linear differential equations:
Second order linear differential equations Strum-Liouville theory Orthogonality of eigen functions
Illustration with Legendre, Laguerre, Hermite, Chebyshev differential equations
- expansion of
polynomials location of zeros polynomials Wronskian, ordinary and singular points Dirac delta
function. Laplace and Fourier transforms: Laplace Transforms Solution of linear differential equations
with constant coefficients Fourier integral Fourier transform Fourier sine and cosine transforms
convolution theorems.
MSIC402
3 0 1
P. Thangavel
Introduction - asymptotic time analysis. Divide and conquer Method: binary search, finding maximum
and minimum, merge sort and quick sort. Greedy method: optimal storage on tapes, knapsack problem,
minimum spanning trees and single source shortest path problem. Dynamic programming: multistage
graphs, 0/1 knapsack and traveling salesman problem. Basic search and traversal techniques - Biconnected components, depth first search. Backtracking: 8 queens problem, sum of subsets, graph
coloring, Hamiltonian cycle and knapsack problem. Branch and bound: 0/1 knapsack problem, traveling
salesman problem.
MSIC414
Information Theory
1 0 4 P.Thangavel
Basics of Probability conditional and joint probability Bayes theorem. Models for Information channel:
Discrete Memoryless Channel, Binary Symmetric Channel (BSC), Burst Channel, Bit-error rates. Entropy
and Shannons measure of Information. Channel capacity theorem. Rate and Optimality of Information
transmission. Variable Length Codes: Prefix Codes, Huffmann Codes, Lempel-Zev (LZ) Codes. Optimality
of these codes, Information Content of these Codes. Error Correcting and Detecting Codes: Finite fields,
Hamming distance, Bounds of Codes, Linear (Parity Check) codes, Parity Check Matrix, Generator matrix,
Decoding of Linear codes, Hamming Codes.
35
MSIC404
Java and Operating systems lab.
0 22
Guest Faculty
Java Programming: HTML to Servlet Applications - Applet to Servlet Communication - Designing online
applications with JSP - Creating JSP program using JavaBeans - Working with Enterprise JavaBeans Performing Java Database Connectivity - Creating Web services with RMI - Creating and Sending Email
with Java - Building web applications. Operating systems: Inter Process Communication (IPC) using
Message Queues - IPC using pipes - Implementation of wait and signal using counting semaphores
-Implementation of wait and signal using binary semaphores - Atomic Counter update problem -Counting
Semaphores at the user level using binary semaphores- Signaling processes - Deadlock detection (for
processes passing messages) - Process Scheduling: FCFS , Least Frequently Used, Round Robin Producer-Consumer problem with limited buffers - Dining-Philosopher Problem - Reader-Writer problem
- Two Process Mutual Exclusion.
MSIC405
1 04
M.Sornam/G.F.
Introduction to finite Automata Regular expression and languages Algebraic Laws for regular
expressions Properties of regular languages Pumping Lemma for regular expressions Closure
properties of regular languages Decision properties of regular languages Equivalence and
minimization of Automata Parse trees Applications of context free grammars Parsers ambiguity in
grammars and languages Pushdown Automata Properties of Context free languages Introduction to
Turing Machines programming techniques for Turing Machines Undecidability Posts correspondence
problem other undecidable problems.
MSI C406
Computer Networks
1 0 4 P.Thangavel
Goals and Applications of networks - Network Architectures - OSI reference model and services - Network
topology - Physical layer - Transmission media - switching methods- Data link layer Design issues - error
detection and correction - elementary data link protocols - sliding window protocols. MAC sublayer
general protocols. Network layer-design issues- Routing algorithms - Shortest path, Multipath,
Centralized, Isolated, Flooding, Distance vector, link state, Hierarchical & Broadcasting - Congestion
control algorithms - pre allocation of buffer, packet discarding, flow control, choke packets. Transport
layer - design issues - Connection management - Addressing, Establishing & Releasing a connection,
Timer based Connection Management, Multiplexing, Crash Recovery.
MSIC407
0 0 3 B.Lavanya/Guest Faculty
Purpose of Database Systems-Data models-Relational-hierarchical-network relational calculus-relation

algebra-DBA-Transaction
Mgmt-Entity
Relationship
Diagrams-Normalization-SQL-QBE-QUEL-Query
processing & interpretation-Query optimization-database recovery-security and integrity-object-based
databases and XML-database system architecture-distributed databases-parallel databases-Application
development and administration advanced querying and information retrieval advanced transaction
processing-Case studies-Oracle , Microsoft SQL Server.
MSIC408
0 2 2 B.Lavanya/Guest Faculty
Library management system - bank transactions inventory transaction system - question database and
conducting quiz creation of character animation designing web pages creation of image animation
applications to show the masking effect etc.
MSIC409
3 0 0 3 M.Sornam / G.F.
Evolution of A.I- Production system-Search strategies-Hill climbing-Backtracking graph search-Algorithm A

& A*- AO* algorithm. Adversarial search-Searching game trees-Minimax Procedure, alpha beta pruningReactive machines-Stimulus-Response Agents-Knowledge Representation & reasoning Predicate
Calculus-Knowledge based systems- Reasoning using Horn clauses- Maintenance in Dynamic Knowledge
bases- Rule learning- Knowledge representation by networks-Semantic Networks- non-monotonic
reasoning, frames, scripts-Natural Languages processing RTN,ATN,Parsing of CFGs-Probabilistic TheoryBayes Networks-Communication & Integration Multiple agents.
MSIC410
1 0 4 P.Thangavel/PL.Chithra
Introduction steps in image processing, Image acquisition, representation, sampling and quantization,
relationship between pixels. color models basics of color image processing.
36
Image enhancement in spatial domain some basic gray level transformations histogram processing
enhancement using arithmetic , logic operations basics of spatial filtering and smoothing. Image
enhancement in Frequency domain Introduction to Fourier transform: 1- D, 2 D DFT and its inverse
transform, smoothing and sharpening filters. Image restoration: Model of degradation and restoration
process noise models restoration in the presence of noise- periodic noise reduction.. Image
segmentation: Thresholding and region based segmentation. Image compression: Fundamentals
models information theory error free compression Lossy compression: predictive and transform
coding. JPEG standard.
MSI C415
Multimedia Systems
3 0 1 4 B.Lavanya

MSIC412
Mini Project
0
0 2
2
All Faculty
Each student will carry out a project on a selected problem and submit a report.
MSIC416
Project Work
0
0 20
20
All Faculty
Each student will do a project work and submit report of work carried out.
MSI E401
Computer Graphics
0 0 3 S.Gopinathan
Line Generation : Circle Generation - Graphics Primitives - Display devices - Display file co-ordinates Polygons : Polygon Filling - Scaling, Rotation & Translation Transformations - Display procedures Segments - Segment manipulation - Raster Techniques - Windowing and
Clipping - Device handling
algorithms - Simulating devices - Echoing - Interactive Techniques - 3D Fundamentals - Projections Clipping in 3D- 3D viewing transformation - Hidden surfaces and lines. Dimension - Binary space
partition- Light, color and shading - Transparency - Shadows - Ray tracing - Halftones - Color - Gamma
correction - Fractals - Splines.
MSI E402
Cryptography
0 0 3 P.Thangavel/G.F.
Conventional Encryption: Conventional encryption model DES RC 5 Introduction to AES - Random

number generation. Number Theory: Modular arithmetic Eulers theorem Euclids algorithm Chinese
remainder theorem Primarily and factorization Discrete logarithms RSA algorithm - Public key
Cryptography: Principles RSA algorithm key management- Diff Hellman key exchange - Message
Authorization and Hash functions: Hash functions-Authentication requirements Authentication functionMessage authentication codes Secure Hash algorithms - Digital Signature and Authentication Protocols :
Digital Signature-Authentication Protocols Digital signature standard.
MSIE403
1 0 3 PL.Chithra
algorithmsInodes
Processes

MSI E404
3 0 0 3 M.Sornam
B.Lavanya
and
37
MASTER OF PHILOSOPHY PROGRAMME

M.Phil in Computer Science (Full Time )
Duration of the course : One Year (Two Semester )
Eligibility for Admission :
A Masters Degree in Computer Science or Information Technology or M.C.A. Degree of the
University of Madras or any other University recognized by the Syndicate as equivalent thereto, provided
that those who have qualified for the Masters Degree prior to 1 st January 1991 must have secured a
minimum of 50 percent of marks and those who have qualified for the masters degree on or after 1 st
January 1991 must have secured a minimum of 55 percent of marks. For SC/ST candidates who have
qualified on or after 1st January 1991 a concession of 5 percent of marks shall be given in the minimum
eligibility marks
Course Code
Core/
Electi
ve
L-T-P-C
Faculty
Guest Faculty
P.Thangavel
P.Thangavel/G.
F.
P.Thangavel/G.
F
P.Thangavel/G.
F
P.Thangavel/G.
F
First Semester
MSI C101
MSI C102
MSI E101
Research Methodology
Advance course on Computing
Selected Topics in Algorithms
C
C
E
3-2-0-5
3-2-0-5
3-2-0-5
MSI E102
3-2-0-5
MSI E103
3-2-0-5
MSI E104
Wireless Networks
3-2-0-5
6+15=21
Second Semester
MSI C103
Dissertation and Viva-voce
38
P.Thangavel/G.
F.
M.Sc. Computer Science (Self Supportive)

Eligibility for Admission to Master of Science in Computer Science
Bachelor's degree in Computer Science or Computer Science & Technology or B.C.A. degree of
University of Madras or any other degree accepted as equivalent thereto by the Syndicate.
M.Sc. Degree Programme in Computer Science List of Core Courses
Core/
Course
Credits
Electi
Code
L-T-P-C
ve
MSIC401
C
3-1-0-4
MSIC402
C
3-0-1-4
MSIC414
Information Theory
C
3-1-0-4
MSIC404
Java and Operating Systems Lab.
C
0-0-2-2
Elective
E
3-0-0-3
Elective
E
3-0-0-3
UOMS001
Soft Skill*
S
2-0-0-2
MSIC405
C
3-1-0-4
MSIC406
Computer Networks
C
3-1-0-4
MSIC407
C
3-0-0-3
MSIC408
C
0-0-2-2
39
Course Faculty
Guest Faculty(G.F.)
P.Thangavel
P.Thangavel
GuestFaculty
Faculty Concerned
Faculty Concerned
Faculty Concerned
M.Sornam/G.F.
P.Thangavel
B.Lavanya/G.F.
B.Lavanya/G.F.
Elective
Elective
Soft Skill*
E
E
S
C
C
3-0-0-3
3-0-0-3
2-0-0-2
3-0-0-3
3-1-0-4
Multimedia Systems
Mini Project
Elective
C
C
E
3-0-1-4
0-0-2-2
3-0-0-3
Faculty Concerned
Faculty Concerned
Faculty Concerned
M.Sornam/G.F.
P.Thangavel/
PL.Chithra
B.Lavanya
All Faculty
Faculty Concerned
Elective
3-0-0-3
Faculty Concerned
UOMS003
Soft Skill*
2-0-0-2
Faculty Concerned
UOMI001
Internship-I
2-0-0-2
Faculty Concerned
MSIC416
Project Work#
0-0-22-22
UOMS004
Soft Skill**
2-0-0-2
UOMS002
MSIC409
MSIC410
MSIC415
MSIC412
All Faculty
Faculty Concerned
** Instead of UOMS004: Soft Skill , any other additional elective course may be opted by M.Sc.
Computer Science students, so as to earn 88 credits.
Additional list of Elective courses:
Course
Code
MSIE401
Computer Graphics
MSIE402
Cryptography
MSIE403
MSIE404
MSIC414
Information Theory
Electi
ve
E
E
E
E
Credits
L-T-P-C
3-0-0-3
3-0-0-3
3-0-0-3
3-0-0-3
Course Faculty
S.Gopinathan
P.Thangavel/G.F.
Guest Faculty
Guest Faculty
1 0 4 Guest Faculty
Basics of Probability conditional and joint probability Bayes theorem. Models for Information channel:
Discrete Memoryless Channel, Binary Symmetric Channel (BSC), Burst Channel, Bit-error rates. Entropy
and Shannons measure of Information. Channel capacity theorem. Rate and Optimality of Information
transmission. Variable Length Codes: Prefix Codes, Huffmann Codes, Lempel-Zev (LZ) Codes. Optimality
of these codes, Information Content of these Codes. Error Correcting and Detecting Codes: Finite fields,
Hamming distance, Bounds of Codes, Linear (Parity Check) codes, Parity Check Matrix, Generator matrix,
Decoding of Linear codes, Hamming Codes.
MSI C415
Multimedia Systems
3 0 1 4 B.Lavanya

MSIC416
Project Work
0
0 22
22
All Faculty
Each student will do a project work and submit report of work carried out.
MSIE403
1 0 3 PL.Chithra
algorithmsInodes
Processes
40
MSI E404
3 0 0 3 M.Sornam
B.Lavanya
and
MASTER OF PHILOSOPHY PROGRAMME

M.Phil in Computer Science (Full Time )
Duration of the course : One Year (Two Semester )
Eligibility for Admission :
A Masters Degree in Computer Science or Information Technology or M.C.A. Degree of the
University of Madras or any other University recognized by the Syndicate as equivalent thereto, provided
that those who have qualified for the Masters Degree prior to 1 st January 1991 must have secured a
minimum of 50 percent of marks and those who have qualified for the masters degree on or after 1 st
January 1991 must have secured a minimum of 55 percent of marks. For SC/ST candidates who have
qualified on or after 1st January 1991 a concession of 5 percent of marks shall be given in the minimum
eligibility marks
Course Code
Core/
Electi
ve
L-T-P-C
Faculty
Guest Faculty
P.Thangavel
P.Thangavel/G.
F.
P.Thangavel/G.
F
P.Thangavel/G.
F
P.Thangavel/G.
F
First Semester
MSI C101
MSI C102
MSI E101
Research Methodology
Advance course on Computing
Selected Topics in Algorithms
C
C
E
3-2-0-5
3-2-0-5
3-2-0-5
MSI E102
3-2-0-5
MSI E103
3-2-0-5
MSI E104
Wireless Networks
3-2-0-5
6+15=21
Second Semester
MSI C103
Dissertation and Viva-voce
P.Thangavel/G.
F.
Department of Statistics
M.Sc Actuarial Science (Proposed Syllabus for the academic year 2007 - 08)
41
A CORE COURSES
Title of the Course
Course
Code
C/E/S
I SEMESTER
MSI
MSI
MSI
MSI
C
C
C
C
201
202
203
215
UOM S001
Probability Theory
Financial Mathematics I
Probability Distributions
Principles and Practice of Insurance
Elective 1
C
C
C
C
E
3
3
3
2
2
1
1
1
0
1
0
0
0
0
0
4
4
4
2
3
Elective 2
Soft Skill
Survival Models
Statistical Inference
Financial Mathematics II
Life Contingencies I
Computational Laboratory - I
Elective 3
C
C
C
C
C
E
3
3
3
3
0
2
1
1
1
1
0
1
0
0
0
0
2
0
4
4
4
4
2
3
Elective 4
Soft Skill
Stochastic Modeling
Risk Models
Life Contingencies II
Financial Economics
C
C
C
C
3
3
3
2
1
1
1
1
0
0
0
0
4
4
4
3
Elective 5
Soft Skill
Internship
E
S
S
3
2
2
Joint Life and Pension Benefits

Corporate Financial Management
Computational Laboratory - II
Project & Viva voce
Elective 6
Soft Skill
C
C
C
C
E
S
3
2
0
3
2
1
1
0
1
1
0
0
2
0
0
4
3
2
4
3
2
3
3
3
3
3
1
0
0
0
0
0
0
0
0
0
0
0
2
3
3
3
3
3
3
II SEMESTER
MSI
MSI
MSI
MSI
MSI
C
C
C
C
C
204
205
206
216
207
UOM S002
III SEMESTER
MSI
MSI
MSI
MSI
C
C
C
C
209
210
217
218
UOM S003
UOM I001
IV Semester
MSI
MSI
MSI
MSI
C
C
C
C
219
212
213
214
UOM S004
B ELECTIVE COURSES :
Course
Title of the Course
Code
MSI E 201
Object oriented programming with C++
MSI E 202
Principles of Economics
MSI E 204
Numerical Methods
MSI E 205
Finance and Financial Reporting
MSI E 207
Resource optimization principles
MSI E 208
Data Analysis using R & SAS
42
Syllabi for various Courses of M.Sc. (Br. II(B)) Actuarial Science

MSI C201 PROBABILITY THEORY
UNIT 1 : Sample space events. Random variables distribution functions and its properties moments expectation variance
conditional probability Bayes theorem computational probabilities simple problems from Industrial and Actuary.
UNIT 2 : Moment generating function pgf cumulant generating functions evaluation of moment
using these functions functions of random variables simple applications.
UNIT 3 : Characteristic functions properties inversion formulae uniqueness theorem moments
problem Levy Cramer theorems simple problems.
UNIT 4 : Independence pairwise and complete independence - convolution - conditional expectation - smoothing
properties Martingales simple problems.
UNIT 5 : Laws of large numbers weak and strong law of large numbers simple applications central
limit theorems (iid and id) normal approximation simple applications.
Books for Study and Reference :
Bhat, B.R. (1999) : Modern Probability Theory, 3rd ed. New Age International Pvt.
Ltd., New Delhi.
Ash, R.B. (1972) : Real Analysis and Probability, Academic press, New York.
Ross,Sheldon,M.(1984): A First Course in Probability, 2nd ed. McMillan, New York.
Freund, JE (1998) : Mathematical Statistics, Prentice Hall International.
MSI C202 FINANCIAL MATHEMATICS - I
UNIT 1 : Rates of interest Simple and Compound interest rates Effective rate of interest - Accumulation and Present
value of a single payment Nominal rate of interest Constant force of interest - Relationships between these rates
of interest - Accumulation and Present value of single payment using these rates of interest accumulation and present
value of a single payment using these symbols - when the force of interest is a function of t, (t). Definition of A(t1, t2),
A(t), (t1, t2) and (t). Expressing accumulation and present value of a single payment using these symbols - when the
force of interest is a function of t, (t).
UNIT 2 : Series of Payments(even and uneven) - Definition of Annuity(Examples in real life situation) Accumulations and
Present values of Annuities with level payments and where the payments and interest rates have same frequencies n , sn , Definition of Perpetuity and derivation for a and a

Definition and Derivation of a n , s n , a
-Examples - Accumulations and Present values of Annuities where
( p)
frequencies. Definition and derivation of a n
( p)
n
, a
( p)
, sn
payments and interest rates have different
( p)
, sn
UNIT 3 : Increasing and Decreasing annuities Definition and derivation for ( Ia) n , ( Is) n
payable continuously - Definition and derivation of a n , ( I a ) n ,
s n , ( I s) n
and ( Da) n - Annuities
- Annuities where payments
are increasing continuously and payable continuously definition and derivation of ( I a ) n , ( I s ) n .

UNIT 4 : Loan schedules Purchase price of annuities net of tax Consumer credit transactions
UNIT 5 : Fixed interest securities Evaluating the securities Calculating yields the effect of the term to
redemption on the yield optional redemption dates Index linked Bonds evaluation of annuities
subject to Income Tax and capital gains tax.
Institute of Actuaries ActEd. Study Materials.
McCutcheon, J.J., Scott William, F. (1986) : An introduction to Mathematics of Finance,
London Heinemann
Butcher,M.V.,Nesbitt, Cecil,J. (1971) : Mathematics of compound interest, Ulrichs
Books.
Bowers, Newton L.et al (1997):Actuarial Mathematics, Society of Actuaries, 2nd ed.
43
MSI C203
PROBABILITY DISTRIBUTIONS
UNIT 1 : Discrete distributions Binomial Poisson Multinomial Hyper geometric Geometric discrete uniform
their characteristics and simple applications.
UNIT 2 : Continuous distributions Uniform - Normal exponential Gamma Weibull Pareto lognormal
Laplace logistic distributions their characteristics and applications.
UNIT 3 : Bivariate and Multivariate Normal Compound and truncated distributions convolutions of
distributions.
UNIT 4 : Sampling distributions t, 2 and F distributions and their interrelations and characteristics order
statistics and their distribution distribution of sample and mid range.
UNIT 5 : Applications of multivariate normal distributions principal components analysis discriminant
analysis factor analysis cluster analysis Canonical correlations.
Fruend, John, E. (1992) : Mathematical Statistics, 5th ed., Prentice Hall International.
Forguson, T.S. (1967) : Mathematical Statistics, Academic Press, New York.
Gibbons, J.D. (1985) : Non parametric Statistical Inference, Marcel Dekker, New York.
Hogg,R.V. & Craig (1972): Introduction to Mathematical Statistics, 3rd ed., McGraw Hill
Johnson, R.A. and Wichern, D.W. (1982) : Applied Multivariate Statistical Analysis, 2nd ed., Prentice Hall,
Englewood Cliffs, New Jersey.
Mood, A.M., Graybill, F.A., and Boes, D.C. (1974) : An introduction to the theory of
Statistics, 3rd ed. McGraw Hill Book company
Rohatgi, V.K. and Ebsanes Saleh, A.K. Md. (2002) : An introduction to Probability and
Statistics, 2nd Ed., John Wiley & Sons, Inc., New York.
MSI C215
PRINCIPLES AND PRACTICE OF INSURANCE
UNIT 1 : Concept of Risk- The concept of Insurance.Classification of Insurance- Types of Life Insurance,
Pure and Terms- Types of General Insurance, Insurance Act, Fire, Marine, Motor, Engineering, Aviation and
Agricultural - Alternative classification- Insurance of Property, Pecuniary interest, liability and person.
Distribution between Life and General Insurance.History of Insurance in general in India. Economic
Principles of Insurance Insurance regulatory and development Act.
UNIT 2 : Legal Principles of Insurance- The Indian Contract Act, 1872- insurable interest - Utmost Good faith- indemnitysubrogation Contribution- Proximate Cause - Representations- Warranties- Conditions. Theory of rating- Actuarial
principles- Mortality Tables- Physical and Moral Hazard. Risk appraisal- Risk Selection- Underwriting. ReinsuranceConcept and Methods.
UNIT 3 : Life insurance organisation : The Indian context. The distribution system, function of appointment and continuance of
agency, remuneration to aents, trends in Life insurance distribution channels.Plans of Life Insurance need levels, term life
insurance increasing / decreasing term policy, whole life insurance, endowment insurance, money back endowment plan, marriage
endowment plan, education annuity plan, children deferred assurance plans, annuities. Group insurance nature of group insurance,
types of group insurance, gratuity liability, group superannuating scheme, other group schemes, social security schemes. Other
special need plan industrial life insurance, salary saving scheme, disability plans critical illness plans.
UNIT 4 : Application and acceptance prospectus proposal forms and other related documents, age proof, special reports. Policy
document need and format preamble, operative clauses, proviso, schedule, attestation, conditions and privileges, alteration,
duplicate policy.
UNIT 5 : Premium, premium calculation, Days of grace, Non-Forfeiture options, lapse and revival schemes. Assignment
nominations loans surrenders, foreclosures, Married Womens property Act Policy, calculations. Policy claims, maturity
claims, survival benefit payments, death claims, waiver of evidence of title, early claims, claim concession, presumption
of death, Accident Benefit and Disability Benefit , settlement options, Valuations and Bonus, distribution of surplus.
Types of re-insurance, exchange control regulations, payment of premia, payment of claims etc.
Books for study and Reference :
Neill, Alistair, Heinemann, (1977) : Life contingencies.
Gerber, Hans, U. (1997) : Life insurance mathematics, Springer, Swiss Association of
Actuaries.
Booth,Philip,M.et al(1999):Modern Actuarial theory and practice, Chapman & Hall.
Daykin,Chris,D. et al(1994): Practical risk theory for Actuaries, Chapman and Hall.
44
Panjer, Harry,H. (1998) : Financial economics with applications to investments,

Insurance and pensions. The Actuarial foundation.
MSI C204
SURVIVAL MODELS
UNIT 1 : Concept of Survival Models

UNIT 2 : Estimation procedures of Life time Distributions Cox Regression model Nelson and Aalen Estimates
UNIT 3 : Two state Markov Model
UNIT 4 : Multi state Markov Models - Statistical Models of transfers between multiple states, Derivation
of relationships between probabilities of transfer and transition intensities. Maximum Likelihood
Estimators(MLE) for the transition intensities in models of transfers between states with piecewise
constant transition intensities.
UNIT 5 : Binomial and Poisson models of mortality MLE for probability of death Comparison with Multi state models.
Books for Study and Reference:
Institute of Actuaries Acted. Study Materials.
Neill, Allistair (1977) : Life contingencies, Heinemann.
Elandt-Johnson, Regina C; Johnson, Norman L., 2nd ed. (1999) : Survival Models and
data analysis, John Wiley.
Marubini, Ettore, Valsecchi, Marai Grazia, Emmerson, M. (1995) : Analysis of Survival
data from Clinical Trials and observation of studies, John Wiley.
MSI C205
STATISTICAL INFERENCE
UNIT 1 : Estimation Methods : Properties of a good estimator unbiasedness efficiency Cramer Rao bound
sufficiency Methods of estimation Methods of moments Maximum likelihood method minimum chisquare
method of least squares and their properties.
UNIT 2 : Neyman Pearson theory of testing of hypothesis UMP and UMPU tests chisquare tests locally
most powerful tests large sample tests testing linear hypothesis.
UNIT 3 : Non parametric inference :
The Wilcoxon signed rank test The Mann-Whitney Wilcoxon Rank sum test the runs test chi-squire
test of goodness of fit test Kolmogorov-Smirnov goodness of fit test Kruskal Wallies test Friedman
test .
UNIT 4 : Confidence sets and intervals exact and large sample confidence intervals shortest
confidence intervals.
UNIT 5 : Elements of Bayesian inference Bayes theorem prior and posterior distribution conjugate
and Jeffreys priors Baysian point estimation minimax estimation loss function conflux loss
functions Bayesian interval estimation and testing of hypothesis.
Statistics, 2nd Ed., John Wiley & Sons, Inc.
Mood, A.M. Graybill, F.A. and Boes, D.C. (1974) : An introduction to the theory of
Statistics, 3rd Ed., McGraw Hill Book Company.
MSI C206
FINANCIAL MATHEMATICS II
UNIT 1 : Investment Project Appraisal Discounted Cash flow techniques.
UNIT 2 : Investment and Risk characteristics of different types of Assets for Investment for investment purposes
UNIT 3 : Delivery price and the value of a Forward contract using arbitrage free pricing methods
UNIT 4 : Term structures of interest rates
45
UNIT 5 : Simple Stochastic interest rate Models

MSI C216
LIFE CONTINGENCIES I
UNIT 1 : Exposed to risk

UNIT 2 : Assurance functions - Annuity functions
C++ Programming Exercises
Statistical Exercises
UNIT 3 : Life Tables

UNIT 4 : (i) Estimations of EPVs of Assurance and Annuity functions
(ii) Net premiums & provisions
UNIT 5 : Variable benefits & with profit policies
Gerber, Hans U. (1997) : Life insurance Mathematics, Springer, Swiss Association of
Actuaries, 3rd edition.
MSI C207 COMPUTATIONAL LABORATORY I
Objectives : The implementation of standard numerical algorithms are mastered and results are
calculated with precision. The strengths and limits of each algorithm are understood as well as which
technique is most suitable for a given problem. Lab time is used to master code writing in C++ .
Mathematical Exercises :
1.
Algebraic equations
1.1. Bisections method
1.2. Secant method
1.3. Newton-Raphson method
2.
System of linear equations

2.1 Gaussian Elimination
2.2 Gauss-Seidal Iteration
2.3 Gauss- Jordan Iteration
2.4 Matrix operations
3.
Interpolation and curve Fitting

1.1 Lagrange Interpolation
1.2 Newton polynomials
1.3 Straight line fitting
1.4 Curve fitting
4.
Numerical differentiation and integration

4.1 Differentiation
4.2 Trapezoidal and Simpsons 1/3 rule
5.
Solution to differential equations

5.1 Euler method
5.2 Runge Kutta method of order 2
5.4 Predictor corrector method
6.
Statistical Methods
46
6.1
6.2
6.3
6.4
6.5
6.6
7.
Formation of frequency distribution

Calculation of moments mean and variance
Computation of correlations and regression coefficients
Fitting and probability distributions
ANOVA (one-way, two-way)
Tests of significance based on t, 2 and F.
Inference
7.1 Method of moments
7.2 Method of maximum likelihood
7.3 Confidence intervals based on t, 2 and F.
7.4 MP test.
MSI C209
STOCHASTIC MODELING
UNIT 1 : Stochastic process : Definitions and classification (based on state space and time) of Stochastic Processes various types
of stochastic processes.
Markov chains : n-step TPM classification states canonical representation of TPM finite MC with
transient states No Claim Discount policy Accident Proneness.
UNIT 2 : Irreducible Markov Chain with ergodic states : Transient and limiting behaviour first passage
and related results applied Markov chains industrial mobility of labor Educational advancement
Human resource management term structure income determination under uncertainty A Markov
decision process.
UNIT 3 : Simple Markov processes : Markov processes general properties Poisson processes Birth problem
death problem birth and death problem limiting distribution. Flexible manufacturing systems stochastic model for
social networks recovery, relapse and death due to disease Health, sickness and Death model Martial status.
UNIT 4 : Stationary processes and time series Stochastic models for time series the auto regressive process
moving average process mixed auto regressive moving average processes time series analysis in the time domain
Box-Jenkins model for forcasting.
UNIT 5 : Brownian motion and other Markov processes Hitting times maximum variable arc sine laws variations
of Brownian motion stochastic integral Ito and Levy processes applications to Actuarial Science.
Bhat, U.N. and Miller, G.K. (2002) : Elements of applied stochastic processes 3rd ed.
Wiley Inter, New York.
Brzezniak, Z and Zastawniak, T. (1998) : Basic Stochastic Processes : A course through
Exercises, Springer, New York.
Grimmett, G., Stirzaker, D. (1992) : Probability and Random Processes, Oxford
University Press.
Kulkarni, V.G. (1995) : Modelling and Analysis of Stochastic Systems, Thomson Science
and Professional.
Ross, S.M.(1996): Stochastic processes, John Wiley & Sons, Inc., New York
Institute of Actuaries : ActEd Study materials
MSI C210
RISK MODELS
UNIT 1 : Concept of Decision theory and its applications Concepts of Bayesian statistics Calculation of Bayesian
Estimators.
47
UNIT 2 : Calculate probabilities and moments of loss distributions both with and without simple reinsurance arrangements
Construct risk models appropriate to short term insurance contracts and calculate MGFs and moments for the risk
models both with and without simple reinsurance arrangements. - Calculate and approximate the aggregate claim
distribution for short term insurance contracts.
UNIT 3 : Explain the concept of ruin for a risk model Calculate the adjustment coefficients and state Lundbergs
inequality Describe the effect on the probability of ruin of changing parameter values and of simple reinsurance
arrangements.
UNIT 4 : Describe and apply the fundamental concepts of credibility theory Describe and apply the fundamental concepts
of simple experience rating systems Describe and apply techniques for analyzing a delay(or run-off) triangle and
projecting the ultimate position
UNIT 5 : Explain the fundamental concepts of a generalized linear model(GLM), and describe how a GLM may be applied.
Hossack, Ian B; Pollard, John H; Zenhwirth, Benjamin (1999) : Introductory Statistics
with applications in General Insurance, Cambridge University Press. 2nd ed.
Klugman, Stuart A. et al. (1998) : Loss Models: from data to decisions, John Wiley
Daykin Chris, D; Pentikainen, Teivo; Pesonen, Martti (1994) : Practical Risk theory for
Actuaries, Chapman & Hall.
MSI C217
LIFE CONTINGENCIES II
UNIT 1 : Gross premiums and provisions

UNIT 2 : Profit Testing
UNIT 3 : Determining provisions using profit testing
UNIT 4 : Factor affecting mortality & selections
UNIT 5 : Single figure indices
Benjamin, B. Pollard, J.H. (1993) : The analysis of mortality and other actuarial
statistics, Faculty and Institute of Actuaries, 3rd ed.
Actuaries, 3rd ed.
Booth, Philip M et al., (1999) : Modern Actuarial Theory and Practice, Chapman &
Hall.
MSI C218
FINANCIAL ECONOMICS
UNIT 1: Introduction to Financial Economics: - Recap of Utility Theory. The Efficient Markets Hypothesis: The three forms of
EMH - The Evidence for or against each form of EMH.
UNIT 2: Measures of Investment Risk: - Measures of Risk - Relationship between Risk measures and Utility Functions.
UNIT 3: Portfolio Theory: - Portfolio Theory - Benefits of Diversification.
UNIT 4: Models of Asset Returns: - Multifactor Models - The Single Index Model.
UNIT 5: Asset Pricing Models: - The Capital Asset Pricing Models (CAPM) Limitations of CAPM Arbitrage Pricing Theory
(APT).
48
Institute of Actuaries ActEd , CT8 Study material.

Panjer, Harry, H. (1998) : Financial economics : with applications to investments,
insurance and pensions. The Actuarial foundations.
MSI C219 JOINT LIFE AND PENSION BENEFITS

UNIT 1 : Simple annuities and assurances involving two lives.
UNIT 2 : Contingent and reversionary benefits
UNIT 3 : Competing risks
UNIT 4 : Multiple decrement tables
UNIT 5 : Pension benefits
Hall.
Actuaries, 3rd edition
MSI C212
CORPORATE FINANCIAL MANAGEMENT
UNIT 1 : Foundations of Finance : Time value of Money NPV, IRR, and other Measures Valuation of
Common Stocks and Bonds.
UNIT 2 : Investment Analysis : Modern theory of Finance Capital Budgeting Decision Rule Capital
Budgeting and Cash Flow Analysis Capital Budgeting and Risk.
UNIT 3 : Variance Analysis Importance of variance analysis Material variance, labour variance,
overhead variance. Working capital management Factors determining working capital Calculation of
working capital.
UNIT 4 : Financial Planning : Financial Statements and Ratio Analysis Short-term Financial Decisions
Long-term Financial Decisions.
UNIT 5 : Special Topics : Mergers and Acquisitions and Corporate Governance Options and Corporate
Finance.
Brealey, Myers and Marcus : Fundamentals of Corporate Finance, McGraw Hill.
Ross, Westerfield and Jordan : Fundamentals of Corporate Finance, Tata McGraw Hill.
Van Home and Wachowicz : Fundamentals of Financial Management, Prentice Hall
India.
MSI C213 COMPUTATIONAL LABORATORY II
Objectives :
To provide exposure to Mathematical / Statistical software focusing more on writing source

codes.
To analyse the given data by identifying appropriate tools.

Mathematical and Statistical Packages Exercises. S Plus/ SAS/ MAPLE/
MATHEMATICA/ MATLAB
1.
2.
3.
Data Analysis : Identifying the statistical tool and analysing the data using the appropriate tools.(S
PLUS/ SAS)
Symbolic manipulation using MAPLE/ MATHEMATICA
Exercises based on the subjects taught in III & IV semesters.
(ie. Survival Analysis Stochastic Models etc.)
Simulation study depending upon the requirement of the problem. (MATLAB)
49
MSI C214
PROJECT & VIVA VOCE
Objectives :
To provide written, oral and visual presentation skills
To develop team work.

Course Outline : Based on the interest of the students, they can choose their team and seminar topic.
It can also an individual work. During the term, students will meet periodically the faculty to discuss
different stages of the seminar. They are required to give three seminar presentations.
Project Work/ Internship :
Objectives : To develop students abilities to solve applied industrial and actuarial problems in a longer
time frame than in usual in other courses. Students will learn how to search for known results and
techniques related the project work. The students will present their project results as a written document
and verbally.
Prerequisite : Completion of the course duration of first two semesters.
Course Outline :
The faculty will propose an array of problems in industrial / actuarial studies. Students may
choose a problem from this list or propose of their own provided a faculty member / Guide approves it.
This work may also be carried out as an internship programme.
On completion of the project work, each student is expected to
Submit a written document describing the results, mathematical developments,

background material, bibliographical search etc.
Present orally in a seminar setting of the work done in the thesis
Submit the software (if relevant) with appropriate documentation.
The students will meet regularly with the project guide / adviser to work out problems that appear
and adjust the goals and time frame accordingly.
MSI E201 OBJECT ORIENTED PROGRAMMING WITH C++

UNIT 1 : Principles of object oriented programming beginning with C++ - Token, Expressions and Control structures.
UNIT 2 : Functions in C++ - Classes and objects.
UNIT 3 : Constructors and Destructors operator overloading and type conversions
UNIT 4 : Inheritance : Extending classes Pointers, Virtual Functions and Polymorphism.
UNIT 5 : Console I/O operations working with files object oriented systems development Templates
and Exception handling.
Balagurusamy (1999) : Object oriented programming with C++, Tata McGraw Hill
Company Ltd., New Delhi, 16th reprinting.
Hubbard, J.R. (2000) : Programming with C++ 2nd ed., McGraw Hill, New York.
MSI E202
PRINCIPLES OF ECONOMICS
UNIT 1 : Market Mechanism Supply and Demand interaction Determination of equilibrium Elasticity of demand and
Supply Rational utility and consumption choice Insurance system and its impact on Welfare.
50
UNIT 2 : Costs Revenue and output Market structure short and long run equilibrium in different
markets perfect competition, Monopoly, Monopolistic competition.
UNIT 3 : Macro Economics Concepts of GDP, GNP, NNP methods of calculating National Income
problems difficulties and uses of National Income Analysis. Propensity to consume multiplier
determinants of consumption.
UNIT 4 : Monetary and Fiscal policy Government intervention financial markets exchange rates
International trade Balance of payments.
UNIT 5 : Inflation types interest rate and exchange rate types of unemployment public sector
finances in an industrial economy.
Stonier and Hague : Economic Theory
Kovtsoyiannis : Modern micro economics ELBS publications.
Samuelson Paul & Norhaus William (1998) : Economics, McGraw Hill.
Allen, R.G.D. : Mathematical analysis for Economics, Macmillan.
Panjer, Harry, H.(ed)(1998) : Financial Economics with applications to investments,
Insurance and pension. The Actuarial foundation
MSI E204
NUMERICAL METHODS
UNIT 1 : Numerical coumputing and computers Solving non-linear equations.

UNIT 2 : Solving set of equations.
UNIT 3 : Interpolation and curve fitting.
UNIT 4 : Numerical differentiation and Numerical integration.
UNIT 5 : Numerical solution of ordinary differential equations.
Gerald, C.F. and Wheatley, P.O. (1994) : Applied Numerical Analysis, Addison Wesley,
New York, 5th Ed.
Press, W.B., Flannery, S. Teuddsky and Vetterling, W. (1989) : Numerical Recipes in C :
The art of Scientific computing. Rev. 1st ed., Cambridge University Press.
Rice, John, R. (1983) : Numerical Methods, Software and Analysis, McGraw Hill,
New York.
Atkinson, K.E. (1978) : An introduction to Numerical Analysis, Wiley & Sons,
New York.
Sastry, S.S. (1987) : Introductory methods of numerical analysis, Prentice Hall of India,
New Delhi, (10th printing).
MSI E205
FINANCE AND FINANCIAL REPORTING
UNIT 1 : Introduction to Finance Functions of Financial Management Scope Organisation Sources of funds Long term
Medium term and Short term Financial risks.
UNIT 2 : Company Management Types of business entity pros and cons of limited company legal
documentation corporate and personal taxation.
UNIT 3 : Capital structure Net Income approach Net operating Income approach M M approach
Traditional approach average and personal tax of the investors concept of cost of capital factors
affecting cost of capital specific and overall cost of capital.
UNIT 4 : Dividend decision and valuation of the firm Determinants and constraints of a dividend policy
Financial Institution IDBI, ICICI, IFCI, UTI, Commercial Banks, Insurance companies etc.
UNIT 5 : Financial reporting Accounting principles types basic financial statement kinds of reports
Nature of reports guiding principles of reporting necessary steps for good reporting.
Samuels, J.M., Wilkes, F.M., Brayshaw, R.E. (1995) : Management of company finance,
International Thomson, 6th ed.
Brealey, Richard, A. (1999) : Principles of Corporate finance, McGraw Hill, 6th ed.
Holmes, Geoffrey, Sugden, Alan (1999) : Interpreting company reports and accounts,
51
Prentice Hall, 7th ed.

Pandey, I.M. : Financial Management.
Prasannachandra : Financial Management
Kuchhal : Financial Management
Moshal : Management Accounting
Institute of Actuaries ActEd , Study Material :
MSI E207 RESOURCE OPTIMIZATION PRINCIPLES
UNIT 1 : Linear programming problems - model formulation and graphical solution various types of solutions simplex
method of solving linear programming duality principles dual simplex method.
UNIT 2 : Artificial variable techniques Big M method two phase method assignment problem
transportation problem MODI method of finding optimal solutions.
UNIT 3 : Sequencing problem replacement problems game theory zero sum games graphical
method solution of games by LPP.
UNIT 4 : Decision analysis components of decision making decision making without probabilities
maximum minimax regret Hurwicz and equal likelihood criterion decision making with probabilities
expected value expected opportunity loss criterion.
UNIT 5 : Network flow models shortest route problem project management the CPM and PERT
Networks.
Sharma, J.K. (1997) : Operations Research, Theory and applications, Macmillan.
Taha, H.A. (1996) : Operations Research, 5th edition, Prentice Hall of India, New York.
MSI E208 DATA ANALYSIS USING R & SAS

Prerequisite: compulsory knowledge in Advanced Statistical Inference and Survival Analysis
UNIT 1 : Graphs, Diagrams , Descriptive Statistics and Data Exploration Techniques
UNIT 2 : Bivariate Data Analysis, Multivariate Data Analysis
UNIT 3 : Non parametric Tests
UNIT 4 : Statistical Models ,Time series Analysis
UNIT 5 : Simulation Techniques
*****
52
53
Department of Statistics
M.Sc Actuarial Science (Proposed Syllabus for the academic year 2007 - 08)
A CORE COURSES
Title of the Course
Course
Code
C/E/S
I SEMESTER
MSI
MSI
MSI
MSI
C
C
C
C
201
202
203
215
UOM S001
Probability Theory
Financial Mathematics I
Probability Distributions
Principles and Practice of Insurance
Elective 1
C
C
C
C
E
3
3
3
2
2
1
1
1
0
1
0
0
0
0
0
4
4
4
2
3
Elective 2
Soft Skill
Survival Models
Statistical Inference
Financial Mathematics II
Life Contingencies I
Computational Laboratory - I
Elective 3
C
C
C
C
C
E
3
3
3
3
0
2
1
1
1
1
0
1
0
0
0
0
2
0
4
4
4
4
2
3
Elective 4
Soft Skill
Stochastic Modeling
Risk Models
Life Contingencies II
Financial Economics
C
C
C
C
3
3
3
2
1
1
1
1
0
0
0
0
4
4
4
3
Elective 5
Soft Skill
Internship
E
S
S
3
2
2
Joint Life and Pension Benefits

Corporate Financial Management
Computational Laboratory - II
Project & Viva voce
Elective 6
Soft Skill
C
C
C
C
E
S
3
2
0
3
2
1
1
0
1
1
0
0
2
0
0
4
3
2
4
3
2
II SEMESTER
MSI
MSI
MSI
MSI
MSI
C
C
C
C
C
204
205
206
216
207
UOM S002
III SEMESTER
MSI
MSI
MSI
MSI
C
C
C
C
209
210
217
218
UOM S003
UOM I001
IV Semester
MSI
MSI
MSI
MSI
C
C
C
C
219
212
213
214
UOM S004
Course
Code
MSI E 201
MSI E 202
MSI E 204
MSI E 205
Title of the Course
Object oriented programming with C++

Principles of Economics
Numerical Methods
Finance and Financial Reporting
3
3
3
3
0
0
0
0
0
0
0
0
3
3
3
3
54
MSI E 207
Resource optimization principles
MSI E 208
Data Analysis using R & SAS
55
3
1
0
0
0
2
3
3
Syllabi for various Courses of M.Sc. (Br. II(B)) Actuarial Science

MSI C201 PROBABILITY THEORY
UNIT 1 : Sample space events. Random variables distribution functions and its properties moments expectation variance
conditional probability Bayes theorem computational probabilities simple problems from Industrial and Actuary.
UNIT 2 : Moment generating function pgf cumulant generating functions evaluation of moment
using these functions functions of random variables simple applications.
UNIT 3 : Characteristic functions properties inversion formulae uniqueness theorem moments
problem Levy Cramer theorems simple problems.
UNIT 4 : Independence pairwise and complete independence - convolution - conditional expectation - smoothing
properties Martingales simple problems.
UNIT 5 : Laws of large numbers weak and strong law of large numbers simple applications central
limit theorems (iid and id) normal approximation simple applications.
Bhat, B.R. (1999) : Modern Probability Theory, 3rd ed. New Age International Pvt.
Ltd., New Delhi.
Ash, R.B. (1972) : Real Analysis and Probability, Academic press, New York.
Ross,Sheldon,M.(1984): A First Course in Probability, 2nd ed. McMillan, New York.
Freund, JE (1998) : Mathematical Statistics, Prentice Hall International.
MSI C202 FINANCIAL MATHEMATICS - I
UNIT 1 : Rates of interest Simple and Compound interest rates Effective rate of interest - Accumulation and Present
value of a single payment Nominal rate of interest Constant force of interest - Relationships between these rates
of interest - Accumulation and Present value of single payment using these rates of interest accumulation and present
value of a single payment using these symbols - when the force of interest is a function of t, (t). Definition of A(t1, t2),
A(t), (t1, t2) and (t). Expressing accumulation and present value of a single payment using these symbols - when the
force of interest is a function of t, (t).
UNIT 2 : Series of Payments(even and uneven) - Definition of Annuity(Examples in real life situation) Accumulations and
Present values of Annuities with level payments and where the payments and interest rates have same frequencies n , sn , Definition of Perpetuity and derivation for a and a

Definition and Derivation of a n , s n , a
-Examples - Accumulations and Present values of Annuities where
( p)
frequencies. Definition and derivation of a n
( p)
n
, a
( p)
, sn
payments and interest rates have different
( p)
, sn
UNIT 3 : Increasing and Decreasing annuities Definition and derivation for ( Ia) n , ( Is) n
payable continuously - Definition and derivation of a n , ( I a ) n ,
s n , ( I s) n
and ( Da) n - Annuities
- Annuities where payments
are increasing continuously and payable continuously definition and derivation of ( I a ) n , ( I s ) n .

UNIT 4 : Loan schedules Purchase price of annuities net of tax Consumer credit transactions
UNIT 5 : Fixed interest securities Evaluating the securities Calculating yields the effect of the term to
redemption on the yield optional redemption dates Index linked Bonds evaluation of annuities
subject to Income Tax and capital gains tax.
McCutcheon, J.J., Scott William, F. (1986) : An introduction to Mathematics of Finance,
London Heinemann
Butcher,M.V.,Nesbitt, Cecil,J. (1971) : Mathematics of compound interest, Ulrichs
Books.
56
MSI C203
PROBABILITY DISTRIBUTIONS
UNIT 1 : Discrete distributions Binomial Poisson Multinomial Hyper geometric Geometric discrete uniform
their characteristics and simple applications.
UNIT 2 : Continuous distributions Uniform - Normal exponential Gamma Weibull Pareto lognormal
Laplace logistic distributions their characteristics and applications.
UNIT 3 : Bivariate and Multivariate Normal Compound and truncated distributions convolutions of
distributions.
UNIT 4 : Sampling distributions t, 2 and F distributions and their interrelations and characteristics order
statistics and their distribution distribution of sample and mid range.
UNIT 5 : Applications of multivariate normal distributions principal components analysis discriminant
analysis factor analysis cluster analysis Canonical correlations.
Fruend, John, E. (1992) : Mathematical Statistics, 5th ed., Prentice Hall International.
Forguson, T.S. (1967) : Mathematical Statistics, Academic Press, New York.
Gibbons, J.D. (1985) : Non parametric Statistical Inference, Marcel Dekker, New York.
Hogg,R.V. & Craig (1972): Introduction to Mathematical Statistics, 3rd ed., McGraw Hill
Johnson, R.A. and Wichern, D.W. (1982) : Applied Multivariate Statistical Analysis, 2nd ed., Prentice Hall,
Englewood Cliffs, New Jersey.
Mood, A.M., Graybill, F.A., and Boes, D.C. (1974) : An introduction to the theory of
Statistics, 3rd ed. McGraw Hill Book company
Statistics, 2nd Ed., John Wiley & Sons, Inc., New York.
MSI C215
PRINCIPLES AND PRACTICE OF INSURANCE
UNIT 1 : Concept of Risk- The concept of Insurance.Classification of Insurance- Types of Life Insurance,
Pure and Terms- Types of General Insurance, Insurance Act, Fire, Marine, Motor, Engineering, Aviation and
Agricultural - Alternative classification- Insurance of Property, Pecuniary interest, liability and person.
Distribution between Life and General Insurance.History of Insurance in general in India. Economic
Principles of Insurance Insurance regulatory and development Act.
UNIT 2 : Legal Principles of Insurance- The Indian Contract Act, 1872- insurable interest - Utmost Good faith- indemnitysubrogation Contribution- Proximate Cause - Representations- Warranties- Conditions. Theory of rating- Actuarial
principles- Mortality Tables- Physical and Moral Hazard. Risk appraisal- Risk Selection- Underwriting. ReinsuranceConcept and Methods.
UNIT 3 : Life insurance organisation : The Indian context. The distribution system, function of appointment and continuance of
agency, remuneration to aents, trends in Life insurance distribution channels.Plans of Life Insurance need levels, term life
insurance increasing / decreasing term policy, whole life insurance, endowment insurance, money back endowment plan, marriage
endowment plan, education annuity plan, children deferred assurance plans, annuities. Group insurance nature of group insurance,
types of group insurance, gratuity liability, group superannuating scheme, other group schemes, social security schemes. Other
special need plan industrial life insurance, salary saving scheme, disability plans critical illness plans.
UNIT 4 : Application and acceptance prospectus proposal forms and other related documents, age proof, special reports. Policy
document need and format preamble, operative clauses, proviso, schedule, attestation, conditions and privileges, alteration,
duplicate policy.
UNIT 5 : Premium, premium calculation, Days of grace, Non-Forfeiture options, lapse and revival schemes. Assignment
nominations loans surrenders, foreclosures, Married Womens property Act Policy, calculations. Policy claims, maturity
claims, survival benefit payments, death claims, waiver of evidence of title, early claims, claim concession, presumption
of death, Accident Benefit and Disability Benefit , settlement options, Valuations and Bonus, distribution of surplus.
Types of re-insurance, exchange control regulations, payment of premia, payment of claims etc.
Neill, Alistair, Heinemann, (1977) : Life contingencies.
Gerber, Hans, U. (1997) : Life insurance mathematics, Springer, Swiss Association of
Actuaries.
Booth,Philip,M.et al(1999):Modern Actuarial theory and practice, Chapman & Hall.
Daykin,Chris,D. et al(1994): Practical risk theory for Actuaries, Chapman and Hall.
57
Panjer, Harry,H. (1998) : Financial economics with applications to investments,

Insurance and pensions. The Actuarial foundation.
MSI C204
SURVIVAL MODELS
UNIT 1 : Concept of Survival Models

UNIT 2 : Estimation procedures of Life time Distributions Cox Regression model Nelson and Aalen Estimates
UNIT 3 : Two state Markov Model
UNIT 4 : Multi state Markov Models - Statistical Models of transfers between multiple states, Derivation
of relationships between probabilities of transfer and transition intensities. Maximum Likelihood
Estimators(MLE) for the transition intensities in models of transfers between states with piecewise
constant transition intensities.
UNIT 5 : Binomial and Poisson models of mortality MLE for probability of death Comparison with Multi state models.
Elandt-Johnson, Regina C; Johnson, Norman L., 2nd ed. (1999) : Survival Models and
data analysis, John Wiley.
Marubini, Ettore, Valsecchi, Marai Grazia, Emmerson, M. (1995) : Analysis of Survival
data from Clinical Trials and observation of studies, John Wiley.
MSI C205
STATISTICAL INFERENCE
UNIT 1 : Estimation Methods : Properties of a good estimator unbiasedness efficiency Cramer Rao bound
sufficiency Methods of estimation Methods of moments Maximum likelihood method minimum chisquare
method of least squares and their properties.
UNIT 2 : Neyman Pearson theory of testing of hypothesis UMP and UMPU tests chisquare tests locally
most powerful tests large sample tests testing linear hypothesis.
UNIT 3 : Non parametric inference :
The Wilcoxon signed rank test The Mann-Whitney Wilcoxon Rank sum test the runs test chi-squire
test of goodness of fit test Kolmogorov-Smirnov goodness of fit test Kruskal Wallies test Friedman
test .
UNIT 4 : Confidence sets and intervals exact and large sample confidence intervals shortest
confidence intervals.
UNIT 5 : Elements of Bayesian inference Bayes theorem prior and posterior distribution conjugate
and Jeffreys priors Baysian point estimation minimax estimation loss function conflux loss
functions Bayesian interval estimation and testing of hypothesis.
MSI C206
FINANCIAL MATHEMATICS II
UNIT 1 : Investment Project Appraisal Discounted Cash flow techniques.
UNIT 2 : Investment and Risk characteristics of different types of Assets for Investment for investment purposes
UNIT 3 : Delivery price and the value of a Forward contract using arbitrage free pricing methods
UNIT 4 : Term structures of interest rates
58
UNIT 5 : Simple Stochastic interest rate Models

MSI C216
LIFE CONTINGENCIES I
UNIT 1 : Exposed to risk

UNIT 2 : Assurance functions - Annuity functions
C++ Programming Exercises
Statistical Exercises
UNIT 3 : Life Tables

UNIT 4 : (i) Estimations of EPVs of Assurance and Annuity functions
(ii) Net premiums & provisions
UNIT 5 : Variable benefits & with profit policies
Actuaries, 3rd edition.
MSI C207 COMPUTATIONAL LABORATORY I
Objectives : The implementation of standard numerical algorithms are mastered and results are
calculated with precision. The strengths and limits of each algorithm are understood as well as which
technique is most suitable for a given problem. Lab time is used to master code writing in C++ .
Mathematical Exercises :
8.
Algebraic equations
8.1. Bisections method
8.2. Secant method
8.3. Newton-Raphson method
9.
System of linear equations

2.1 Gaussian Elimination
2.2 Gauss-Seidal Iteration
2.5 Gauss- Jordan Iteration
2.6 Matrix operations
10. Interpolation and curve Fitting

3.1 Lagrange Interpolation
3.2 Newton polynomials
3.3 Straight line fitting
3.4 Curve fitting
11. Numerical differentiation and integration
4.3 Differentiation
4.4 Trapezoidal and Simpsons 1/3 rule
12. Solution to differential equations
5.5 Euler method
5.8 Predictor corrector method
13. Statistical Methods
59
6.7 Formation of frequency distribution

6.8 Calculation of moments mean and variance
6.9 Computation of correlations and regression coefficients
6.10 Fitting and probability distributions
6.11 ANOVA (one-way, two-way)
6.12 Tests of significance based on t, 2 and F.
14. Inference
7.5 Method of moments
7.6 Method of maximum likelihood
7.7 Confidence intervals based on t, 2 and F.
7.8 MP test.
MSI C209
STOCHASTIC MODELING
UNIT 1 : Stochastic process : Definitions and classification (based on state space and time) of Stochastic Processes various types
of stochastic processes.
Markov chains : n-step TPM classification states canonical representation of TPM finite MC with
transient states No Claim Discount policy Accident Proneness.
UNIT 2 : Irreducible Markov Chain with ergodic states : Transient and limiting behaviour first passage
and related results applied Markov chains industrial mobility of labor Educational advancement
Human resource management term structure income determination under uncertainty A Markov
decision process.
UNIT 3 : Simple Markov processes : Markov processes general properties Poisson processes Birth problem
death problem birth and death problem limiting distribution. Flexible manufacturing systems stochastic model for
social networks recovery, relapse and death due to disease Health, sickness and Death model Martial status.
UNIT 4 : Stationary processes and time series Stochastic models for time series the auto regressive process
moving average process mixed auto regressive moving average processes time series analysis in the time domain
Box-Jenkins model for forcasting.
UNIT 5 : Brownian motion and other Markov processes Hitting times maximum variable arc sine laws variations
of Brownian motion stochastic integral Ito and Levy processes applications to Actuarial Science.
Bhat, U.N. and Miller, G.K. (2002) : Elements of applied stochastic processes 3rd ed.
Wiley Inter, New York.
Brzezniak, Z and Zastawniak, T. (1998) : Basic Stochastic Processes : A course through
Exercises, Springer, New York.
Grimmett, G., Stirzaker, D. (1992) : Probability and Random Processes, Oxford
University Press.
Kulkarni, V.G. (1995) : Modelling and Analysis of Stochastic Systems, Thomson Science
and Professional.
Ross, S.M.(1996): Stochastic processes, John Wiley & Sons, Inc., New York
Institute of Actuaries : ActEd Study materials
MSI C210
RISK MODELS
UNIT 1 : Concept of Decision theory and its applications Concepts of Bayesian statistics Calculation of Bayesian
Estimators.
UNIT 2 : Calculate probabilities and moments of loss distributions both with and without simple reinsurance arrangements
Construct risk models appropriate to short term insurance contracts and calculate MGFs and moments for the risk
models both with and without simple reinsurance arrangements. - Calculate and approximate the aggregate claim
distribution for short term insurance contracts.
UNIT 3 : Explain the concept of ruin for a risk model Calculate the adjustment coefficients and state Lundbergs
inequality Describe the effect on the probability of ruin of changing parameter values and of simple reinsurance
arrangements.
60
UNIT 4 : Describe and apply the fundamental concepts of credibility theory Describe and apply the fundamental concepts
of simple experience rating systems Describe and apply techniques for analyzing a delay(or run-off) triangle and
projecting the ultimate position
UNIT 5 : Explain the fundamental concepts of a generalized linear model(GLM), and describe how a GLM may be applied.
Hossack, Ian B; Pollard, John H; Zenhwirth, Benjamin (1999) : Introductory Statistics
with applications in General Insurance, Cambridge University Press. 2nd ed.
Klugman, Stuart A. et al. (1998) : Loss Models: from data to decisions, John Wiley
Daykin Chris, D; Pentikainen, Teivo; Pesonen, Martti (1994) : Practical Risk theory for
Actuaries, Chapman & Hall.
MSI C217
LIFE CONTINGENCIES II
UNIT 1 : Gross premiums and provisions

UNIT 2 : Profit Testing
UNIT 3 : Determining provisions using profit testing
UNIT 4 : Factor affecting mortality & selections
UNIT 5 : Single figure indices
Actuaries, 3rd ed.
Hall.
MSI C218
FINANCIAL ECONOMICS
UNIT 1: Introduction to Financial Economics: - Recap of Utility Theory. The Efficient Markets Hypothesis: The three forms of
EMH - The Evidence for or against each form of EMH.
UNIT 2: Measures of Investment Risk: - Measures of Risk - Relationship between Risk measures and Utility Functions.
UNIT 3: Portfolio Theory: - Portfolio Theory - Benefits of Diversification.
UNIT 4: Models of Asset Returns: - Multifactor Models - The Single Index Model.
UNIT 5: Asset Pricing Models: - The Capital Asset Pricing Models (CAPM) Limitations of CAPM Arbitrage Pricing Theory
(APT).
Institute of Actuaries ActEd , CT8 Study material.
Panjer, Harry, H. (1998) : Financial economics : with applications to investments,
insurance and pensions. The Actuarial foundations.
MSI C219 JOINT LIFE AND PENSION BENEFITS

UNIT 1 : Simple annuities and assurances involving two lives.
61
UNIT 2 : Contingent and reversionary benefits

UNIT 3 : Competing risks
UNIT 4 : Multiple decrement tables
UNIT 5 : Pension benefits
Hall.
Actuaries, 3rd edition
MSI C212
CORPORATE FINANCIAL MANAGEMENT
UNIT 1 : Foundations of Finance : Time value of Money NPV, IRR, and other Measures Valuation of
Common Stocks and Bonds.
UNIT 2 : Investment Analysis : Modern theory of Finance Capital Budgeting Decision Rule Capital
Budgeting and Cash Flow Analysis Capital Budgeting and Risk.
UNIT 3 : Variance Analysis Importance of variance analysis Material variance, labour variance,
overhead variance. Working capital management Factors determining working capital Calculation of
working capital.
UNIT 4 : Financial Planning : Financial Statements and Ratio Analysis Short-term Financial Decisions
Long-term Financial Decisions.
UNIT 5 : Special Topics : Mergers and Acquisitions and Corporate Governance Options and Corporate
Finance.
Brealey, Myers and Marcus : Fundamentals of Corporate Finance, McGraw Hill.
Ross, Westerfield and Jordan : Fundamentals of Corporate Finance, Tata McGraw Hill.
Van Home and Wachowicz : Fundamentals of Financial Management, Prentice Hall
India.
MSI C213 COMPUTATIONAL LABORATORY II
Objectives :
To provide exposure to Mathematical / Statistical software focusing more on writing source

codes.
To analyse the given data by identifying appropriate tools.

Mathematical and Statistical Packages Exercises. S Plus/ SAS/ MAPLE/
MATHEMATICA/ MATLAB
2.
4.
5.
Data Analysis : Identifying the statistical tool and analysing the data using the appropriate tools.(S
PLUS/ SAS)
Symbolic manipulation using MAPLE/ MATHEMATICA
Exercises based on the subjects taught in III & IV semesters.
(ie. Survival Analysis Stochastic Models etc.)
Simulation study depending upon the requirement of the problem. (MATLAB)
MSI C214
PROJECT & VIVA VOCE
Objectives :
To provide written, oral and visual presentation skills
To develop team work.
62
Course Outline : Based on the interest of the students, they can choose their team and seminar topic.
It can also an individual work. During the term, students will meet periodically the faculty to discuss
different stages of the seminar. They are required to give three seminar presentations.
Project Work/ Internship :
Objectives : To develop students abilities to solve applied industrial and actuarial problems in a longer
time frame than in usual in other courses. Students will learn how to search for known results and
techniques related the project work. The students will present their project results as a written document
and verbally.
Prerequisite : Completion of the course duration of first two semesters.
Course Outline :
The faculty will propose an array of problems in industrial / actuarial studies. Students may
choose a problem from this list or propose of their own provided a faculty member / Guide approves it.
This work may also be carried out as an internship programme.
On completion of the project work, each student is expected to
Submit a written document describing the results, mathematical developments,

background material, bibliographical search etc.
Present orally in a seminar setting of the work done in the thesis
Submit the software (if relevant) with appropriate documentation.
The students will meet regularly with the project guide / adviser to work out problems that appear
and adjust the goals and time frame accordingly.
MSI E201 OBJECT ORIENTED PROGRAMMING WITH C++

UNIT 1 : Principles of object oriented programming beginning with C++ - Token, Expressions and Control structures.
UNIT 2 : Functions in C++ - Classes and objects.
UNIT 3 : Constructors and Destructors operator overloading and type conversions
UNIT 4 : Inheritance : Extending classes Pointers, Virtual Functions and Polymorphism.
UNIT 5 : Console I/O operations working with files object oriented systems development Templates
and Exception handling.
Balagurusamy (1999) : Object oriented programming with C++, Tata McGraw Hill
Company Ltd., New Delhi, 16th reprinting.
Hubbard, J.R. (2000) : Programming with C++ 2nd ed., McGraw Hill, New York.
MSI E202
PRINCIPLES OF ECONOMICS
UNIT 1 : Market Mechanism Supply and Demand interaction Determination of equilibrium Elasticity of demand and
Supply Rational utility and consumption choice Insurance system and its impact on Welfare.
UNIT 2 : Costs Revenue and output Market structure short and long run equilibrium in different
markets perfect competition, Monopoly, Monopolistic competition.
UNIT 3 : Macro Economics Concepts of GDP, GNP, NNP methods of calculating National Income
problems difficulties and uses of National Income Analysis. Propensity to consume multiplier
determinants of consumption.
UNIT 4 : Monetary and Fiscal policy Government intervention financial markets exchange rates
International trade Balance of payments.
63
UNIT 5 : Inflation types interest rate and exchange rate types of unemployment public sector
finances in an industrial economy.
Stonier and Hague : Economic Theory
Kovtsoyiannis : Modern micro economics ELBS publications.
Samuelson Paul & Norhaus William (1998) : Economics, McGraw Hill.
Allen, R.G.D. : Mathematical analysis for Economics, Macmillan.
Panjer, Harry, H.(ed)(1998) : Financial Economics with applications to investments,
Insurance and pension. The Actuarial foundation
MSI E204
NUMERICAL METHODS
UNIT 1 : Numerical coumputing and computers Solving non-linear equations.

UNIT 2 : Solving set of equations.
UNIT 3 : Interpolation and curve fitting.
UNIT 4 : Numerical differentiation and Numerical integration.
UNIT 5 : Numerical solution of ordinary differential equations.
Gerald, C.F. and Wheatley, P.O. (1994) : Applied Numerical Analysis, Addison Wesley,
New York, 5th Ed.
Press, W.B., Flannery, S. Teuddsky and Vetterling, W. (1989) : Numerical Recipes in C :
The art of Scientific computing. Rev. 1st ed., Cambridge University Press.
Rice, John, R. (1983) : Numerical Methods, Software and Analysis, McGraw Hill,
New York.
Atkinson, K.E. (1978) : An introduction to Numerical Analysis, Wiley & Sons,
New York.
Sastry, S.S. (1987) : Introductory methods of numerical analysis, Prentice Hall of India,
New Delhi, (10th printing).
MSI E205
FINANCE AND FINANCIAL REPORTING
UNIT 1 : Introduction to Finance Functions of Financial Management Scope Organisation Sources of funds Long term
Medium term and Short term Financial risks.
UNIT 2 : Company Management Types of business entity pros and cons of limited company legal
documentation corporate and personal taxation.
UNIT 3 : Capital structure Net Income approach Net operating Income approach M M approach
Traditional approach average and personal tax of the investors concept of cost of capital factors
affecting cost of capital specific and overall cost of capital.
UNIT 4 : Dividend decision and valuation of the firm Determinants and constraints of a dividend policy
Financial Institution IDBI, ICICI, IFCI, UTI, Commercial Banks, Insurance companies etc.
UNIT 5 : Financial reporting Accounting principles types basic financial statement kinds of reports
Nature of reports guiding principles of reporting necessary steps for good reporting.
Samuels, J.M., Wilkes, F.M., Brayshaw, R.E. (1995) : Management of company finance,
International Thomson, 6th ed.
Brealey, Richard, A. (1999) : Principles of Corporate finance, McGraw Hill, 6th ed.
Holmes, Geoffrey, Sugden, Alan (1999) : Interpreting company reports and accounts,
Prentice Hall, 7th ed.
Pandey, I.M. : Financial Management.
Prasannachandra : Financial Management
Kuchhal : Financial Management
Moshal : Management Accounting
Institute of Actuaries ActEd , Study Material :
MSI E207 RESOURCE OPTIMIZATION PRINCIPLES
64
UNIT 1 : Linear programming problems - model formulation and graphical solution various types of solutions simplex
method of solving linear programming duality principles dual simplex method.
UNIT 2 : Artificial variable techniques Big M method two phase method assignment problem
transportation problem MODI method of finding optimal solutions.
UNIT 3 : Sequencing problem replacement problems game theory zero sum games graphical
method solution of games by LPP.
UNIT 4 : Decision analysis components of decision making decision making without probabilities
maximum minimax regret Hurwicz and equal likelihood criterion decision making with probabilities
expected value expected opportunity loss criterion.
UNIT 5 : Network flow models shortest route problem project management the CPM and PERT
Networks.
Sharma, J.K. (1997) : Operations Research, Theory and applications, Macmillan.
Taha, H.A. (1996) : Operations Research, 5th edition, Prentice Hall of India, New York.
MSI E208 DATA ANALYSIS USING R & SAS

Prerequisite: compulsory knowledge in Advanced Statistical Inference and Survival Analysis
UNIT 1 : Graphs, Diagrams , Descriptive Statistics and Data Exploration Techniques
UNIT 2 : Bivariate Data Analysis, Multivariate Data Analysis
UNIT 3 : Non parametric Tests
UNIT 4 : Statistical Models ,Time series Analysis
UNIT 5 : Simulation Techniques
*****
STATISTICS
An independent Department of Statistics started functioning in 1941 and became a full fledged
Department of study and research from 1975 under the leadership of
Prof. K.N.Venkataraman. The
Department offers Masters M.Phil. and Ph.D. programmes. The Department also offers P.G. Course in
Actuarial Science, a self-supportive course under University Industry Community Interaction Centre
(UICIC) of the University .
65
66
STATISTICS
(Course Proposals for the academic year 2007 2008)
A CORE COURSES
Title of the Course
C/E/S
L
Subject
Code
I SEMESTER
MSI
MSI
MSI
MSI
C101
C102
C103
C104
UOM S001
Real Analysis
Linear Algebra
Distribution Theory
Measure Theory
Elective 1
Elective 2
Soft Skill
C
C
C
C
E
E
S
3
3
3
3
2
2
1
1
1
1
1
1
0
0
0
0
0
0
4
4
4
4
3
3
2
Probability Theory
Sampling Theory
Statistical Estimation Theory
Practical I (Calculator Based)
Elective 3
Elective 4
Soft Skill
C
C
C
C
E
E
S
3
3
3
2
2
2
1
1
1
0
1
1
0
0
0
0
0
0
4
4
4
2
3
3
2
Multivariate Analysis
Testing Statistical Hypotheses
Design & Analysis of Experiments
Elective 5
Soft Skill
Internship
C
C
C
E
S
S
3
3
3
2
1
1
1
1
0
0
0
0
4
4
4
3
2
2
Statistical Quality Management

Practical II (Calculator Based)
Practical III (Software Based)
Project Work / Dissertation
Reliability and Survival Analysis
Elective 6
Soft Skill
C
C
C
C
C
E
S
3
0
0
0
3
2
1
0
0
6
1
1
0
2
2
0
0
0
4
2
2
6
4
3
2
II SEMESTER
MSI
MSI
MSI
MSI
C105
C106
C107
C108
UOM S002
III SEMESTER
MSI C109
MSI C110
MSI C111
UOM S003
UOM I001
IV SEMESTER
MSI
MSI
MSI
MSI
MSI
C112
C113
C114
C115
C116
UOM S004
Subject
Code
MSI E101
MSI E102
MSI E103
MSI E104
MSI E106
MSI E107
MSI E108
MSI E109
MSI E110
MSI S111 *
MSI S112 *
Title of the Course
Operations Research
Actuarial Statistics
Statistical Genetics
Markov Chain and its Applications
Statistical Methods for Epidemiology
Stochastic Modeling
Non parametric inference
Data Mining Tools
Bayesian Inference
Statistics for Social Sciences
Bio-Statistics
3
3
3
3
3
3
3
3
3
3
3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
3
3
3
3
3
3
3
3
3
3
* TO OTHER DEPARTMENTS ONLY
67
MSI C101 Real Analysis

Pre-requisite : Undergraduate level Mathematics.
3 1
Guest Faculty
Unit I : Recap of elements of set theory; introduction to real numbers, introduction to

n-dimensional Euclidian space;
open and closed intervals (rectangles), compact sets, Bolzano Weirstrass theorem, Heine Borel theorem.
Unit II : Sequences and series; their convergence. Real valued functions, continuous functions; uniform continuity,
sequences of functions, uniform convergence ; power series and radius of convergence.
Unit III : Differentiation, maxima minima of functions; functions of several variables, constrained maxima minima of functions.
Unit IV : Riemann integral & Riemann Stieltjes integral with respect
properties of R.S. integral integrators of bounded variation.
an increasing integrator
Unit V : Multiple integrals and their evaluation by repeated integration, change of variables in multiple
integration. Uniform convergence in improper integrals, differentiation under the sign of integral
Leibnitz rule.
REFERENCES :
Apostol, T.M. (1985) : Mathematical Analysis, Narosa, Indian Ed.
Bartle,R.G., Sherbert, D.R.(1982) : introduction to Real analysis.
Malik, S.C.(1985) : Mathematical analysis, Wiley Eastern Ltd.
Royden, H.L.(1995) : Real analysis, 3ed., Prentice Hall of India.
Rudin, Walter (1976) : Principles of Mathematical Analysis, McGraw Hill.
Rangachari,M.S.(1996) : Real Analysis, Part 1, New Century Book House.
MSI C102
Linear Algebra
3 1
Ms. M.R. Sindhumol
Unit 1 : Vector spaces, Linear dependence, linear independence, basis and diversion of vector space, inner product Gram Schmidt
orthogonalization, linear transformations, projection operators, null space and nullity.
Unit II : Matrix algebra, rank and inverse of a matrix, determinants, characteristic roots, characteristic polynomial, Cayley Hamilton
theorem, multiplicity of characteristic roots, idempotent matrix.
Unit III : Reduction of matrices, Echelon form, Hermite canonical form, diagonal reduction, rank factorization, triangular reduction
Jordan form, pairs of symmetric matrices, singular value decomposition, spectral decomposition.
Unit IV : Kronecker product of matrices matrix differentiation, generalized inverse, Moore-Penrose inverse and properties of ginverse, Application of g-inverse.
Unit V : Quadratic forms, classification, definiteness, index and signature, extremum of quadratic forms, reduction of quadratic
form, transformation, applications of quadratic forms.
REFERENCES :
Bellman, R. (1970) : Introduction to Matrix Analysis, 2nd ed. McGraw Hill.
Biswas, S. (1984) : Topics in Algebra of Matrices, Academic Publications.
David, A.Harville(1997) : Matrix algebra from a statisticians perspective, Springer.
Hadley, G. (1987) : Linear Algebra, Narosa Publishing House.
Hoffman, K. and Kunze, R. (1971) : Linear Algebra, 2nd ed. Prentice Hall, Inc.
Graybill, F.A. (1983) : Matrices with application in Statistics, 2nd ed. Wadsworth.
Rao, C.R. & Bhimasankaran, P.(1992) : Linear algebra, Tata McGraw Hill Pub. Co. Ltd.
Searle, S.R. (1982) : Matrix Algebra useful for Statistics, John Wiley and Sons, Inc.
MSI C103 Distribution Theory
3 1
Guest Faculty
Unit I : Brief review of distribution theory, functions of random variables and their distributions using Jacobian of transformation,
Laplace and Caushy distribution, lognormal distribution, gamma, logarithmic series.
Unit II : Bivariate normal, Bivariate exponential, Bivariate Poisson, Compound, truncated and mixture of
distributions, concepts of convolution.
68
Unit III : Sampling distributions, non-central chi-square distribution, t and F distributions and their properties,
distributions of quadratic forms under normality and related distribution theory Cochrans and James theory.
Unit IV : Order statistics their distributions and properties, Joint and marginal distributions of order statistics, extreme value and
their asymptotic distributions, approximating distributions of sample moment, delta method.
Unit V : Kolmogorov Smirnov distributions, life distributions, exponential, Weibull and extreme value distributions Mills ratio,
distributions classified by hazard rate.
REFERENCES :
Gibbons(1971) : Non-parametric inference, Tata McGraw Hill.
Rohatgi, V.K. and Md. Whsanes Saleh, A.K.(2002) : An introduction to probability & Statistics, John Wiley
and Sons.
Rao, C.R. (1973) : Linear statistical inference and its applications, 2ed, Wiley Eastern.
Mood,A.M. & Graybill, F.A. and Boes, D.C. : Introduction to the theory of statistics, McGraw Hill.
Johnson,S. & Kotz,(1972): Distributions in Statistics, Vol. I, II & III, Hougton & Miffin.
Dudewicz, E.J., Mishra, S.N.(1988) : Modern mathematical statistics, John Wiley.
Searle, S.R.(1971) : Linear models, John Wiley.
MSI C104 Measure Theory
C
3 1
Dr. G.Gopal/Guest Faculty
Unit I : Sets and set functions, Algebra of sets, limits of sequence of sets, classes of sets : Ring, Field, Field and monotone classes,
Generated classes.
Unit II : Measure functions, properties of measure functions, Outer measure, extension and completion
of measures signed measures, Hahn Decomposion theorem.
Unit III : Lebesgue, Stieltjes measures, examples, measurable functions, approximation theorems.
Unit IV : Measure integration, properties of measure integrals, Monotone convergence theorem and dominated convergence
theorem, Fatous lemma.
Unit V : Absolute continuity, Radon Nikodymn theorem, singularity, Lebesgue Decomposion theorem, Fubinis theorem,
convergence types for measurable functions (almost everywhere, in mean and their inter-relationships).
REFERENCES :
Munroe, M.E. (1971) : Measure and integration, 2nd ed. Addision Wesley.
Ash, R.B. (1972) : Real analysis and probability, Academic press.
Kingman, J.F.C. and Taylor, J. (1973) : Introduction to measure and probability, Cambridge University
Press.
Royden, H.L. (1968) : Real analysis, 2nd ed. Macmillan.
Loeve, M. (1960) : Probability theory, Van Nostrand.
Halmos, P.R. (1974) : Measure theory, East-West.
De Barr, G. (1987) : Measure theory and integration, Wiley Eastern.
MSI C105 Probability Theory
Pre-requisite : Measure Theory.
3 1
Dr.G.Gopal/ Guest Faculty
Unit I : Events, sample space, different approaches to probability, random variables and random vector,
Distribution functions of random variables and random vector, Expectation and moments, basic, Markov,
Chebyshevs, Holders, Minkowskis and Jensens inequalities.
Unit II : Independence of sequence of events and random variables, conditional probability, conditional expectation,
smoothing properties, Tail-sigma field, 0-1 law of Borel and Kolmogorov, Hew itt-Savage 0-1 law.
Unit III : Characteristic functions and their properties, inversion formula, convergence of random variables, convergence
in probability, almost surely, in the r-th mean and in distribution, their relationships, convergence of moments, Helly-Bray
theorem, continuity theorem and convolution of distributions.
Unit IV : Convergence of series of random variables, three-series theorem, Khintchines weak law of large numbers,
Kolmogorov inequality, strong law of large numbers.
69
Unit V : Central limit theorem, statement of CLT, Lindeberg, Levy and Liapounov forms with proof and
Lindeberg Fellers form examples.
REFERENCES :
Bhat, B.R. (1985) : Modern probability theory, 2nd ed. Wiley Eastern.
Chow, Y.S. and Teicher, H. (1979) : Probability theory, Springer Verlag.
Ash Robert, B. (1972) : Real analysis and probability, Academic Press. 3 rd ed.
Chung, K.L. et al : A course in probability theory, Academic press.
V.K.Rohatgi etal(2002) : An introduction to probability and statistics, John Wiley.
Parthasarthy, K.R. (1977) : Introduction to probability and measure, MacMillan Co., Breiman, L. (1968) :
Probability, Addison Wesley.
MSI C106 Sampling theory
C
3 1
Dr.M.R.Srinivasan
Unit I : Review of basic finite population sampling techniques SRS, Stratified, Systematic sampling, related results on
estimation, allocation problem in stratification sampling, efficiency of systematic over stratified and SRS.
Unit II : Varying probabilities, PPS WR/WOR ordered and un-ordered estimator, selection of samples Horowitz Thompson, Desraj,
Rao Hartley-Cochran estimators.
Unit III : Sampling with supplementary information, Ratio and regression estimators and related results.
Unit IV : Multi stage and multiphase sampling, two stage sampling with equal number of second stage
under-double sampling cluster sampling.
Unit V : Non sampling errors, errors in surveys (Types of Errors), Observational errors (Measurement and related results,
Incomplete samples (Non-response Politz and summary randomized response technique, Introduction to Jackknife and bootstrap
techniques.
REFERENCES :
Cochran, W.G. (1977) : Sampling Techniques 3rd ed., Wiley.
Des Raj and Chandak (1988) : Sampling Theory, Narosa.
Murthy, M.N. (1977) : Sampling theory and methods. Statistical publishing society, Calcutta.
Sukhatme & Sukhatme (1984) : Sampling theory of surveys with applications. ISAS.
Singh, D. and Chaudhary, F.S. (1986) : Theory and Analysis of Sample Survey Designs, New Age
International Publishers.
MSI C107 Statistical Estimation Theory

Pre-requisite : Probability Theory.
3 1
Dr.G.Gopal
Unit I : Sufficient statistics, Neyman, Fisher Factorisation theorem, the existence and construction of minimal sufficient statistics,
Minimal sufficient statistics and exponential family, sufficiency and completeness, sufficiency and invariance.
Unit II : Unbiased estimation : Minimum variance unbiased estimation, locally minimum variance unbiased estimators,
Rao Blackwell theorem.Completeness- Lehmann Scheffe theorems, Necessary and sufficient condition for unbiased
estimators
Unit III : Cramer- Rao lower bound, Bhattacharya system of lower bounds in the 1-parameter regular case. Chapman
-Robbins inequality.
Unit IV : Maximum likelihood estimation, computational routines, strong consistency of maximum likelihood estimators,
Asymptotic Efficiency of maximum likelihood estimators, Best Asymptotically Normal estimators, Method of moments.
Unit V : Bayes and minimax estimation : The structure of Bayes rules, Bayes estimators for quadratic and convex loss functions,
minimax estimation, interval estimation.
REFERENCES :
70

Lehmann, E.L. (1983) : Theory of point estimation, John Wiley.
Zacks, S. (1971) : The theory of statistical inference, John Wiley.
Rao, C.R. (1973) : Linear statistical inference and its applications, Wiley Eastern, 2 nd ed.
Ferguson, T.S. (1967) : Mathematical statistics, A decision theoretic approach, Academic press, New York
and London.
Lindley, D.V. (1965) : Introduction to probability and statistics, Part 2, Inference, Cambridge University
Press.
MSI C108
Practical I (Calculator Based)
2 0
All Faculty
Practical Exercises based on MSI C102, MSI C103, MSI C106 and MSI C107
MSI C109 Multivariate Analysis
Pre-requisite : Distribution theory.
3 1
Guest Faculty
Unit I : Random sampling from a multivariate normal distribution. Maximum likelihood estimators of parameters. Distribution of
sample mean vector. Wishart matrix its distribution and properties. Distribution of sample generalized variance.
Unit II : Null and non-null distribution of simple correlation coefficient. Null distribution of partial and
multiple correlation coefficient. Distribution of sample regression coefficients. Application in testing and
interval estimation. Distribution of sample intra class correlation coefficient in a random sample from
a symmetric multivariate normal distribution. Application in testing and interval estimation.
Unit III : Null distribution of Hotellings T2 statistics. Application in tests on mean vector for one and more multivariate
normal populations and also on equality of the components of a mean vector in a multivariate normal population.
Unit IV : Multivariate linear regression model estimation of parameters, tests of linear hypotheses about regression coefficients.
Likelihood ratio test criterion. Multivariate Analysis of variance (MANOVA) of one-and two-way classified data.
Unit V : Classification and discrimination procedures for discrimination between two multivariate normal populations
sample Discriminant function, tests associated with Discriminant functions, probabilities of misclassification and their
estimation, classification into more than two multivariate normal populations.
Principal components, Dimension reduction, Canonical variables and canonical correlation definition,
use, estimation and computation.
REFERENCES :
Anderson, T.W. (1983) : An introduction to multivariate statistical analysis. 2nd ed.Wiley. (study)
Giri, N.C. (1977) : Multivariate statistical inference, Academic press.
Kshirsagar, A.M. (1972) : Multivariate analysis, Marcel Dekker.
Morrison, D.F. (1976) : Multivariate statistical methods, 2nd ed. McGraw Hill.(study)
Muirhead, R.J. (1982) : Aspects of multivariate statistical theory, Wiley.
Rao, C.R. (1973) : Linear Statistical Inference and its applications, 2nd ed. Wiley.
Seber, G.A. (1984) : Multivariate observations, Wiley.
Sharma, S. (1996) : Applied multivariate techniques, Wiley.
Srivastava, M.S. and Khatri, C.G. (1979) : An introduction to multivariate statistics. North Holland.
Johnson,R.& Wichern(1992) : Applied multivariate statistical analysis, Prentice Hall, 3ed.(study).
MSI C110 Testing Statistical Hypotheses
Pre-requisite : Probability Theory .
3 1
Dr.G.Gopal
Unit I : Uniformly most powerful tests, the Neyman-Pearson fundamental Lemma, Distributions with monotone likelihood
ratio.Problems
Unit II : Generalization of the fundamental lemma, two sided hypotheses, testing the mean and variance
of a normal distribution.
Unit III : Unbiased ness for hypotheses testing, similarly and completeness, UMP unbiased tests for multi parameter
exponential families, comparing two Poisson or Binomial populations, testing the parameters of a normal distribution
(unbiased tests), comparing the mean and variance of two normal distributions.
Unit IV : Symmetry and invariance, maximal invariance, most powerful invariant tests.
71
Unit V : SPRT procedures, likelihood ratio tests, locally most powerful tests, the concept of confidence sets, non parametric tests.
REFERENCES :
Lehmann, E.L. (1986) : Testing of statistical hypothesis, John Wiley.
Ferguson, T.S. (1967) : Mathematical statistics, A decision theoretic approach, Academic press.
Rao, C.R. (1973) : Linear statistical inference and its applications, Wiley Eastern, 2 nd ed.
Gibbons, J.D. (1971) : Non-parametric statistical inference, McGraw Hill.
MSI C111
Design and Analysis of

C
Experiments
Pre-requisite : Matrix algebra & Linear models.
3 1
Dr.M.R.Srinivasan
Unit I : Linear models, classification, linear estimators, Gauss-Markov theorem, BLUE, test of general linear hypothesis, fixed,
mixed and random effects models.
Unit II : Review of basic designs: CRD, RBD, LSD, Orthogonal latin squares, Hyper Graeco Latin squares analysis of variance
analysis of covariance multiple comparisons multiple range tests - Missing plot technique general theory and applications.
Unit III : General factorial experiments, factorial effects; best estimates and testing the significance of
factorial effects ; study of 2 and 3 factorial experiments in randomized blocks; complete and partial
confounding. Fractional replication for symmetric factorials. Sprip plot and split block experiments.
Unit IV : General block design and its information matrix (C), criteria for connectedness, balanced and orthogonality; intrablock
analysis (estimability, best point estimates / interval estimates of estimable linear parametric functions and testing of linear
hypotheses) : BIBD recovery of interblock information; Youden design intrablock analysis.
Unit V : Response surface methodology - first order and second order rotatable designs, applications: clinical trials.
REFERENCES :
Das, M.N. and Giri, N. (1979) : Design and analysis of experiments, Wiley Eastern.
John, P.W.M. (1971) : Statistical design and analysis of experiments, Macmillan.
Montgomery, C.D. (2001) : Design and analysis of experiments, John Wiley, New York.
Friedman, L.M., Furberg, C.D., Demets, D.L.(1998) : Fundamentals of clinical trials, Springer.
Robert, O., Kuelhl(2000) : Design of experiments. Statistical principles of research design and analysis,
Duxbury.
Federer, W.T.(1963) : Experimental design; Theory and application, Oxford & IBH publishing Co.
Doshi, D.D. (1987) : Linear estimation and design of experiments, Wiley Eastern Ltd.
MSI C112 Statistical Quality Management
Pre-requisite : Undergraduate level Statistics.
3 1
Ms.M.R.Sindhumol
Unit I : Concept of quality definition and standardization of quality Functional elements of TQM, quality movements
in India, quality circle, quality audit, Direct and indirect quality costs, measurement and analysis Pareto and Ishikawa
diagrams, ISO 9000 series.
Unit II : General theory and review of control charts for attribute and variable data; O.C. and A.R.L. of control charts; Moving
average and exponentially weighted moving average charts; Cu-sum charts using V-masks and Economic design of X-bar chart.
Unit III : Acceptance sampling plans for attribute inspection ; single, double and sequential sampling plans and their properties.
Plans for inspection by variables for one-sided and two-sided specifications; Mil-Std and IS plans.
Unit IV : continuous sampling plans for Dodge type and Wald-Wolfiwitz type and their properties, chain sampling plan..
Unit V : Capability indices Cp, Cpk and Cpm; estimation, confidence intervals and tests of hypotheses relating to
capability indices for Normally distributed characteristics. Use of Design of Experiments in SPC, factorial experiments.
REFERENCES :
72
Montgomery, D.C. (2001) : Introduction to Statistical Quality Control, John Wiley.

Ott,E.R. (1975) : Process quality control, McGraw Hill.
Grant, L. and Leavenworth, S. (1996) : Statistical quality control, McGraw Hill.
Murthy, M.N. (1989) : Excellence through quality & reliability, Applied statistical centre.
Thomas P.Ryan(2000) : Statistical methods for quality improvement 2ed., John Wiley.
MSI C113
Practical II (Calculator Based)
0 0
Ms. M.R. Sindhumol
Practical Exercises based on MSI C109, MSI C110, MSI C111, MSI C112 and MSI C113
MSI C114
Practical III (Software Based)
0 0
Dr. M.R. Srinivasan
Use Statistical packages like SPSS, MINITAB / S-PLUS for solving statistical problems in Core and Electives.
Exercises will be prepared by the faculty in-charge.
MSI C115
Project Work / Dissertation
MSI C116 Reliability and Survival Analysis

Pre-requisite : Probability Theory.
0 6
All Faculty
3 1
Dr. G.Gopal
Unit I : Introduction to Survival concepts, Survival functions and hazard rates, concepts of Type I, Type II, Random and other types of
censoring, likelihood in these cases.
Unit II : Life distributions-exponential Weibull, Gamma, Lognormal, Pareto, Linear failure rate, estimation / testing under censoring setup.
Unit III : Life tables, failure rate, mean residual life and their elementary properties.
Unit IV : Estimation of survival functions-actuarial estimator, Product limit (Kaplan-Meier) estimator, properties.
Unit V : Cox proportional hazards regression models with one and several covariates, exponential, Weibull, lognormal regression.
REFERENCES :
Miller,R.G.(1981) : Survival analysis, John Wiley.
Collet, D.(1984) : Statistical analysis of life time data.
Despande,J.V., Gore, A.P. and Shanbhogue, A.(1995) : Statistical analysis of non normal data, Wiley Eastern.
Cox, D.R. and Oakes, D.(1984) : Analysis of survival data, Chapman & Hall, New York.
Gross, A.J. and Clark, V.A.(1975) : Survival distribution: Reliability applications in the Biomedical sciences, John Wiley and Sons.
Elandt-Johnson,R.E. Johnson, N.L. : Survival models and data analysis, John Wiley & sons.
Kalbfleish, J.D. and Prentice R.L.(1980) : The statistical analysis of failure time data, John Wiley.
ELECTIVES
MSI E101
Operations Research
Guest Faculty
Pre-requisite : Open to all Offered in the First Semester.

Unit I : Linear programming Simplex and Revised simplex method. Duality in LPP sensitivity Analysis Bounded variable Techniques
parametric and integer programming problems Game theory different methods of solving game problems.
Unit II : Application of LPP Transportation problem Assignment problem characteristic of queuing model M/M/1 and M/M/C
queuing model.
Unit III : Network analysis- PERT and CPM-Simulation- Monte-Carlo Techniques.
REFERENCES :
Handy Taha (1992) : Operations Research, An Introduction, Prentice Hall.
Hiller Lieberman (1995) : Introduction to Opearations Research, McGraw Hill.
J.K.Sharma(1997) : Operations Research. Theory and Applications, Macmillan.
MSI E102
Actuarial Statistics
73
Guest Faculty
Pre-requisite : Open to all Offered in the Second Semester

Unit I : Mortality : Gompertz - Makeham laws of mortality - life tables.
Annuities : Endowments, Annuities, Accumulations, Assurances, Family income benefits.
Unit II : Policy Values : Surrender values and paid up policies, industrial assurances, Joint life and last survivorship, premiums.
Unit III : Contingent Functions : Contingent probabilities, assurances. Decrement tables.
Pension funds : Capital sums on retirement and death, widows pensions, benefits dependent on marriage.
REFERENCES :
Study Material, 104-Survival Models, Actuarial Society of India.
Hooker,P.F., Longley, L.H.-Cook (1957) : Life and other contingencies, Cambridge.
Alistair Neill(1977) : Life contingencies, Heinemann professional publishing.
Hosack,I.B., Pollard, J.H. and Zehnwirth, B.(1999) : introductory statistics with applications in general insurance, Cambridge University.
MSI E103
Statistical Genetics
Dr.M.R.Srinivasa
n
Unit I : Bio-assays - response relationship - Transformation - probit and logits - Feller's theorem. Symmetric and Asymmetric assays.
Unit II : Mating designs - random mating - Hardy and Weinberg equilibrium. Inbreeding - segregation and linkage analysis.
Unit III : Estimation of gene frequencies - inheritance - heritability- repeatability - selection index - diallel and triallel crosses.
REFERENCES :
Falconer, D.S.(1981) : Introduction to quantitative genetics, Longman.
Bruce, S.Wein(1990) : Genetic data analysis, Sinauer associates.
Keneth Lange(1997): Mathematical and statistical methods for genetic analysis, Springer.
MSI E104
Markov Chain and its Applications
Guest Faculty
Unit I : Markov Chains - classification of states, Determination of higher order transition probabilities,
stability of a Markov system, limiting behavior.
Unit II : Kolmogorov forward and backward differential equations. Poisson processes - birth and
death processes and applications.
Unit III : Branching process and its applications.
REFERENCES :
J.Medhi(1982) : Stochastic processes, Wiley Eastern.
Cinlar, E.(1975) : Introduction to stochastic processes, Prentice Hall.
Samuel Karlin and Howard M.Taylor(1975) : A first course in Stochastic processes Vol.I, Academic Press
Bhat,B.R.(2000) : Stochastic models : Analysis and Applications, New Age International.
MSI E106
Statistical Methods for Epidemiology
Dr.M.R.Srinivasa
n
Unit I : Measures of disease frequency : Mortality / morbidity rates, incidence rates, prevalence rates. Source of mortality / morbidity
statistics hospital records, vital statistics records. Measures of secrecy or validity : sensitivity index, specificity index. Measure of reliability.
Epidemiologic concepts of diseases : Factors which determine the occurrence of diseases, models of transmission of infection, incubation
period, disease spectrum and herd immunity.
74
Unit II : Observational studies in Epidemiology : Retrospective (case control) & prospective (cohort or longitudinal) studies. Measures of
association : Relative risk, attributable risk. Statistical techniques used in analysis : Cornfield and Garts method, Mantel Haenszel method.
Conditional and unconditional matching. Analysis of data from matched samples, logistic regression approach.
Experimental Epidemiology : Clinical and community trials Statistical techniques: Methods for comparison of two treatments. Crossover
design with Garts and McNemars test. Randomization in a clinical trials, sequential methods in clinical trials, clinical life tables, assessment
of survivability in clinical trials.
Unit III : Mathematical modeling in Epidemiology : (deterministic and stochastic) simple epidemic model, generalized epidemic model,
Read-Frost and Green-wood models, models for carrier borne and host vector diseases. Estimation of latent and infectious periods,
geographical spread of the disease, simulation of an epidemic.
REFERENCES :
Kahn, H.A., Sempose, C.T.(1989) : Statistical methods in Epidemiology, Oxford University press.
Daley, D.J., Gani, J.(1999) : Epidemic modeling an introduction, Cambridge.
MSI E107
Stochastic Modelling
Dr.G.Gopal
Unit I : Basic concepts of Stochastic Processes and their classifications - Markov chain and its applications - Markov processes and
applications.
Unit II : Time Series models : Concepts, analysis and applications.
Gauss Weiner processes - Levy processes. Brownian Motion.
Unit III : Monte Carlo simulations of stochastic processes.
REFERENCES :
J.Medhi(1982) : Stochastic processes, Wiley Eastern.
Cinlar, E.(1975) : Introduction to stochastic processes, Prentice Hall.
Samuel Karlin and Howard M.Taylor(1975) : A first course in Stochastic processes Vol.I, Academic Press
Bhat,B.R.(2000) : Stochastic models : Analysis and Applications, New Age International.
MSI E108
Non parametric Inference
Dr.M.R.Srinivasa
n
Unit I : Rank tests for comparing two treatments, Wilcoxon ranksum tests, Asymptotic null distribution of Wilcoxon statistics, Siegel-Tukey
and Smirnov tests, power of Wilcoxon rank, sum tests, Asymptotic power, comparison with students t-test, estimating the treatment effect.
Unit II : Block comparison for two treatments, sign test for paired comparisons, Wilcoxon signed rank test, a balanced design for paired
comparisons, power of sign and Wilcoxon signed rank tests and their comparisons.
Comparison of more than two treatments, the Kruskal, Wallis test, 2 x t contingency table, comparing several treatments with a control,
ranking several treatments.
Unit III : Randomised complete blocks, Friedman, Cochran, McNemar tests, Aligned ranks. Tests of randomness and independence, testing
against, trend, testing for independence, zxt contingency tables.
REFERENCES :
Lehmann, E.L.(1975) : Non parameteric: Statistical methods based on Ranks, McGraw Hill.
Gibbons, J.D.(1971) : Non parametric Statistical inference, McGraw Hill.
Hajek, J. and Sidak, Z.(1967) : The theory of rank tests, Academic press.
Hollandar, M. and Wolfe, D.A.(1973) : Non parametric statistical methods, John Wiley.
Walsh, J.F.(1962) : Handbook of non parametric statistics, Van Nostrand.
Puri,M.L.(Ed.) (Bloomington1969)n (1972) : First international symposium on non parametric inference, Cambridge University press.
MSI E109
Data Mining Tools
Unit I : Classification and clustering methods, decision trees.

Unit II : Introduction to databases, data warehouse, online analytical processing.
75
Ms.M.R.Sindhumo
l
Unit III : Association rules, neural networks, regression models and trees.
REFERENCES :
Han,J and Kamber,M(2001) : Data mining: Concepts and techniques, Morgan Kautamann publishers.
Brieman, L. Friedman, J.H.,Olshen, R.A. and Stone,C.J.(1984) : Classification and regression trees; Wardsworth and Brooks.
Hestie, T.,Tibshirani,R. and Friedman,J.(2001) : The elements of statistical learning, Springer.
Johnston,R.R. & Wichern (1992):Applied multivariate Statistical analysis, Prentice Hall.
MSI E110
Bayesian Inference
Guest Faculty
Unit I : Bayesian point estimation : as a prediction problem from posterior distribution. Bayes estimators for (i) absolute error loss (ii) squared
error loss (iii) 0-1 loss. Generalization to convex loss functios. Evaluation of the estimate in terms of the posterior risk. theorem prior and
posterior distributions. Conjugate priors and Jeffreys priors, examples.
Unit II : Bayesian interval estimation : Credible intervals. Highest posterior density regions. Interpretation of the confidence coefficient of an
interval and its comparison with the interpretation of the confidence coefficient for a classical confidence interval.
Unit III : Bayesian testing of hypotheses : Specification of the appropirate form of the prior distribution for a Bayesian testing of hypothesis
problem. Prior odd,s Posterior odds, Bayes factor for various types of testing hypothesis problems depending upon whether the null
hypothesis and the alternative hypothesis are simple or composite.
REFERENCES :
Berger,J.O. : Statistical decision theory and Bayesian analysis, Springler Verlag.
Robert, C.P. and Casella, G.Monte Carlo : Statistical methods, Springer Verlag.
Leonard, T. and Hsu, J.S.J. : Bayesian methods, Cambridge University press.
Degroot, M.H. : Optimal statistical decisions, McGraw Hill.
Bernando, J.M. and Smith, A.F.M. : Baysian theory, John Wiley and sons.
Robert, C.P. : The Bayesian choice : A decision theoretic motivation, Springer.
MSI S111
Statistics for Social Sciences
Dr.G.Gopal /
Guest Faculty
Unit I : Measures of central tendency and dispersion - coefficient of variation. Elements of probability theory Bayes theorem. Random variables - standard distributions and their properties, Binomial, Poisson, Uniform, Normal
Distributions.
Unit II : Elements of sampling theory - Simple and stratified and systematic sampling schemes. Multiple correlation
and Regression, Partial linear and Regression, Correlation and regression - Rank Correlation.
Unit III : Tests of significance based on Normal t, Chi square and F distributions. ANOVA - one-way and
two-way classifications.
REFERENCES :
John E.Freund(1999) : Mathematical statistics, Pearson education.
Rohatgi, V.K. (2001) : An introduction to probability and statistics, John Wiley.
Bhat,B.R. Srivenkataraman,T. and Rao Madheva K.S.(1997) : Statistics:A beginners text, Vol.II, New age international Pvt. LTd.
MSI S112
Bio-Statistics
Dr.M.R.Srinivasan
/
Ms.M.R.Sindhumo
l
Unit I : Frequency distribution - Diagrammatic representation - Measures of Central tendency - Dispersion - Probability
- Probability distribution - Binomial, Poisson & Normal Distribution.
Unit II : Elements of sampling theory Simple, stratified and systematic sampling schemes. Applications in Biology
Correlation and Regression, Rank Correlation. Multiple correlation and Regression, Partial correlation.
Unit III : Large Sample test - Small sample test - Student t, F tests - Chi-Square test for independence and Goodness
of fit - Analysis of Variance. Non parametric Tests - Sign test, Run test, Median test, Two Sample Rank test.
76
REFERENCES :
Wayne,W.David(1987) : A foundation for analysis in Health Sciences 4 th ed., John Wiley and Sons.
Jerrold H.Zar ( 1984) : Bio statistical analysis, Prentice hall 2 nd ed.
Susan Milton, J.(1992) : Statistical methods in the biological and health sciences, McGraw Hill.
Jain,J.R.(1982) : Statistical techniques in quantitative genetics, Tata McGraw Hill.
77

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10.

SCHOOL OF MATHEMATICS, STATISTICS AND COMPUTER SCIENCE

Director and Head

Professor and Head

Professor and Head

Title of the Course

Note: Compulsory Components for Postgraudate Programmes

Elective Courses Offered by the RIASM

Title of the Course

Programming and Soft Computations

Computer Based Numerical Methods

P.G.DIPLOMA IN COMPUTATIONAL MATHEMATICS AND STATISTICS.

Title of the course

M.Phil DEGREE PROGRAMME (CBCS) 2006 2007

Title of the Course

Masters Courses - Abstract

Pre-requisite: Undergraduate Level Mathematics.

Diagonalization of linear operators Primary

System of linear Equations

Numerical Solution to Differential Equations

To lead the aspirant to modern aspects of Algebra.

Partial Differential Equations

All Faculty Members

To develop written, oral and visual presentation skills

Exposure to collect research papers and to prepare documentation of results in a scientific

Books for Reference :

Computational Mathematical Laboratory-II

Mathematical problem solving. Visualising mathematical

Differential forms, integration of forms, Stokes theorem classical vector analysis.

uniqueness theorem, completeness of exponentials in L 2, Parseval formula, isoperimetric inequality, heat

normal and orientability, first fundamental

Pre-requisite: High school Level Mathematics:

Finate fields and quadratic residues

elliptic curve cryptosystems

Programming and Soft Computations

Tokens, Expressions and Control Structures Functions in C++

Computer Based Numerical Methods

The solution of Nonlinear Equations f(x)=0

Numerical Differentiation, Integration and optimization

Hyperbolic quations Parabolic equations Elliptic equations.

To introduce standard concepts and methods of stochastic modeling

Group representation, conjugate representation, G-invariant spaces - irreducible representations - Schurs

Lie Groups of Transformations and

Introduction - Lie groups of transformations - infinitesimal transformations.

Lie Groups of Transformations and

Pre-requisite: MSI E009

Harmonic functions - Dirichlet problem.

Linear Lie Groups

Banach Algebras and Operator Theory

Review of Vector Calculus

Solutions in Bounded Domain

Solutions in the Exterior Domain

Boundary Value Problems

Self-Study Courses for the Ramanujan Institute only

Algebraic Theory of Numbers

P.G.DIPLOMA IN COMPUTATIONAL MATHEMATICS AND STATISTICS

To develop mathematical maturity and ability to deal with abstraction.

To develop problem-solving skills in different aspects of application mathematics

Mathematics of Finance and Insurance

Morality table Annuities, Assurances, Premiums Functions other than yearly.

Introduction to Information Technology + Computational Lab. I

Computer Programming in C and C+++ Computational

Game Theory and Strategy