[width=1.

5cm]nitm center National Institute of Technology Meghalaya

Laitumkharah, Shillong-793003 15th May 2020

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
1 / 1 Jena National Institute of Tech
 A Study on Estimation of Coefficient of Variation for
Normal Distribution

Mr. Mantu Kumar(Roll N-S18MA006)

MSc(4th Semester), Department of Mathematics
under the supervision of
Dr. Adarsha Kumar Jena

National Institute of Technology Meghalaya

Laitumkharah, Shillong-793003
15th May 2020

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
1 / 1 Jena National Institute of Tech

May 13, 2020

 Presentation Overview

Confidence Interval and Confidence Limits

Point Estimate
Maximum Likelihood Estimator
Moment Estimator
Unbiased Estimator
Biased Estimator

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
2 / 1 Jena National Institute of Tech
 Introduction and Applications

The coefficient of variation is dimensionless measure of the dispersion

of a probability distribution.
More specifically it is a measure of variability realative to the mean.
This measure can be used to make comparisons across several
populations those have different units of measurement.
The zoologist utilizes this for biometry. In chemical experiments, the
CV is often used as yardstick of precision of measurements; two
measurements methods may be compared on the basis of their
respective CVs.
In finance, the CV can be used as a measure of relative risks, and a
test of equality for two stocks can help to determine if two stocks
posses the same risk or not.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
3 / 1 Jena National Institute of Tech
 What is the coefficient of variation?

Let, X be a random variable with mean µ and variance σ 2 , then the

coefficient of variation is defined as the ratio of σ/µ, where σ and µ
are standard deviation and the true population mean respectively.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
4 / 1 Jena National Institute of Tech
 Confidence Interval and Confidence Limits

Figure: Graph of the region which is normally distributed

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
5 / 1 Jena National Institute of Tech
 Confidence Interval and Confidence Limits

If, there is a sample of normally distributed random variables

X1 , X2 , ..., Xn then z is given by
x̄ − µ
z= √ (1)
σ/ n

where x̄, and µ are expected mean and actual(known) mean

respectively, σ is standard deviation and n is the sample size.
(1) can be written as
σ
µ = x̄ ± z √ (2)
n
σ σ
∴ x̄ − z √ < µ < x̄ + √ (3)
n n
Now, since zα/2 is the z-value leaving an area of α/2 to the right,
−zα/2 is the z-value leaving an area of α/2 to the left.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
6 / 1 Jena National Institute of Tech
 Confidence Interval and Confidence Limits

Therefore, the above equation can be written as

σ σ
x̄ − zα/2 √ < µ < x̄ + zα/2 √ (4)
n n

This equation is known as confidence interval.

Let θ̂L = x̄ − zα/2 √σn and θ̂U = x̄ + zα/2 √σn , then θ̂L and θ̂U are known
as lower and upper one sided bound or confidence limit respectively.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
7 / 1 Jena National Institute of Tech
 Point Estimate

Definition
A point estimate is an approximate value for a parameter in the P
distribution of X obtained from a sample. A sample mean x̄ = n1 ni=1 xi
is an estimator of the mean µ ofh X, and the sample variancei
1 Pn 2 1 2 2
s 2 = n−1 i=1 (xi − x̄) = n−1 (x1 − x̄) + ... + (xn − x̄) is a sample
of the variance σ 2 of X.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
8 / 1 Jena National Institute of Tech
 Point Estimate
Definition
A point estimate of a parameter θ is a single number that can be regarded
as a sensible value of θ. A point estimate is obtained by selecting a
suitable statistic and computing its value from the given sample data. The
selected statistic is called the point estimator of θ.

Example
Suppose that, X the reaction time to a certain stimulus has a uniform
distribution on the interval from 0 to an unknown upper limit θ. It is
desired to estimate θ on the basis of a random sample X1 , X2 , ..., Xn of
reaction times. Since, θ is largest possible time in the entire population of
reaction times, consider as a estimator of the largest sample reaction time
θ̂ = max(X1 , X2 , ..., Xn ). If n = 5 and
x1 = 4.2, x2 = 1.7, x3 = 2.4, x4 = 3.9, x5 = 1.3, the point estimator of θ is
θ̂ = max(4.2, 1.7, 2.4, 3.9, 1.3)=4.2, where x1 , x2 , ..., x5 are the values of
X1 , X2 , ..., X5 respectively.
Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th
A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of Dr.
13, 2020
Adarsha Kumar
9 / 1 Jena National Institute of Tech
 Point Estimate for Coefficient of Variation
If, X is a normal random variable with mean µ and variance σ 2 , then
the parameter
σ
κ≡ (5)
µ
is called the population coefficient of variation.
Let Xi for i = 1, ..., n be an independent random sample, with
Xi v N(µ, σ 2 ) for each i. In terms of usual sample estimates of the
normal parameters, sample mean
n
X Xi
X̄ = (6)
n
i=1

and the standard sample variance

n 2
X (Xi − X̄ )
S2 = (7)
n−1
i=1

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
10 / 1 Jena National Institute of Tech
 Point Estimate of Coefficient of Variation for normally
distributed Random Variables

then, the coefficient of variation in this case is given by

S
K≡ . (8)
X̄

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
11 / 1 Jena National Institute of Tech
 Maximum Likelihood Estimator

Definition
Given independent observations x1 , x2 , ..., xn from a population density
function(continuous case) or probability mass function (discrete case)
f(x;θ), the maximum likelihood estimator θ̂ is that which maximizes the
likelihood function
L(x1 , x2 , ..., xn , θ) = f (x1 , θ)f (x2 , θ)...f (xn , θ).

That is to say, let f be a function defined on identically independent

random variables and θ be a parameter,

L(x1 , x2 , ..., xn , θ) = f (x1 , θ)f (x2 , θ)...f (xn , θ) (9)

and
∂L(x, θ)
=0 (10)
∂θ
∂ 2 L(x, θ)
<0 (11)
∂θ2
Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th
A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
12 / 1 Jena National Institute of Tech
 Maximum Likelihood Estimator

then, the maximum among the values of θ for which equations (6)
and (7) are satisfied is called ’maximum likelihood estimator’.
L(θ) and logL(θ) have their maxima at the same values of θ and
hence, it is sometimes easier to find the maximum of logarithm of the
likelihood function.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
13 / 1 Jena National Institute of Tech
 Example

Example
Suppose that 10 rats are used in biomedical study, when they are injected
with cancer cells and then given a cancer drug that is designed to increase
their survival rate . The survival times in months are
14,17,27,18,12,8,22,13,19 and 12. Assume that exponential distribution
exerts. Give a MLE of the mean survival time.
Solution:
(
1 −x/β
β
e , if x is greater than 0;
f (x, β) = (12)
0, elsewhere.

Thus, the log likelihood function for the data given n=10 is
−x1 −x2 −x10
L(x1 , x2 , ..., xn ; β) = β1 e β . β1 e β .... β1 e β

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
14 / 1 Jena National Institute of Tech
 Example

x1 +x2 +...x10
1 −
= β 10
e β

10
P
xi
1 − i=1β
= β 10
e
10
1 P
lnL = −10lnβ − β xi
i=1
10
∂lnL −10 1 P
∂β = β + β2
xi = 0.
i=1
10
P
=⇒ −β10 + xi = 0
i=1
10
1 P
=⇒ β = 10 xi
i=1
1 1
=⇒ β = 10 (14+17+27+18+12+8+22+13+19+12) = 10 (162) = 16.2.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
15 / 1 Jena National Institute of Tech
 Coefficient of Variation for MLE
A random sample of size n from the normal distribution has the density
function:
1 x−µ 2
(
√1 e − 2 ( σ ) , if x¿0;
f (x, µ, σ) = σ 2π (13)
0, eslewhere.
If µ = 0 and σ = 1, f (x; µ, σ) is known as standard normal distribution.
The likelihood function of (3.4) is given by
n
1
(xi −µ)2 ]
P
σ 2 2 [−
2σ 2
Πni=1 σ√12π e − 2 (xi −µ) = 1
e i=1
(2πσ 2 )n/2
The logarithm of the likelihood function is
n
L = − n2 log 2π − n2 log σ 2 − 2σ1 2 (xi − µ)2 , where σ > 0 and
P
i=1
−∞ < 0 < ∞.
To find the location of its maximum, we compute
∂L 1 X 1 X
=− 2 (xi − µ) = 2 (xi − µ) (14)
∂µ 2σ σ
Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th
A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
16 / 1 Jena National Institute of Tech
 CV for MLE

n
∂L n 1 X
= − + (xi − µ)2 (15)
∂σ 2 2σ 2 2σ 4
i1
Putting these derivatives equal to zero and solving the resulting equations
for µ and σ 2 ,
n
1 P
σ2
(xi − µ) = 0
i=1
n
P
=⇒ xi − nµ = 0
i=1
n
1X
=⇒ µ̂ = xi (16)
n
i=1
n
n 1 X
− 2+ 4 (xi − µ)2 = 0 (17)
2σ 2σ
i=1
n n 2
1 P P
=⇒ −n + σ2
(xi − xi ) = 0 (using (16))
i=1 i=1
n
Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th
A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
17 / 1 Jena National Institute of Tech
1
(xi − x̄)2 = 0
P
=⇒ −n + σ2
i=1
 CV for MLE

n
=⇒ σ̂ 2 = 1
(xi − x̄)2
P
n
i=1 s
n
(xi −x̄)2
P
n
i=1
Hence, CV of maximum likelihood estimator = Pn .
xi
i=1

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
18 / 1 Jena National Institute of Tech
 Moment

Definition
The rth moment of a RV ’X’ about the mean µ(also called the central
mean) is defined as
µr = E [(X − µ)r ] where r=0,1,2,....It follows that µo = 1, µ1 = 0 and
µ2 = Pσ2,
µr = R ni=1 (xi − µ)r f (x) (discrete case)
∞
µr = −∞ (x − µ)r f (x)dx (continuous case)
µ01 = µ, µ00 = 1,
µ02 = µ02 − µ2 ,
µ03 = µ03 − 3µ02 µ + 2µ3 , and so on.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
19 / 1 Jena National Institute of Tech
 Sample Moment

Definition
Let x1 , x2 , ..., xn be a random sample from the density function f(.). Then
the rth sample moment about 0, denoted by
n
1X r
Mr0 = Xi (18)
n
1

Definition
In particular, if r=1 we Pget the sample mean, which is usually denoted by
X̄ or X¯n , i.e. X¯n = n1 ni=1 Xi ; also the rth sample moment about X¯n
denoted by Mr is defined to be
n
1X r
Mr = (Xi − X¯n ) (19)
n
i=1

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
20 / 1 Jena National Institute of Tech
 Method of Moment

Definition
Let f (.; θ1 , θ2 , ..., θn ) be a density of a random variable which has k
parameters θ1 , θ2 , ..., θk . Let µ0r denotes rth moment about 0; that is
µ0r = δ[x 0 ]. In general µ0r will be a known function of the k parameters
θ1 , θ2 , ..., θk . Denote this by writing µ0r = µ0r (θ1 , θ2 , ..., θk ). Let
X1 , X2 , ..., Xn be a random sample from the density f (.;P θ1 , θ2 , ..., θk ) and
as before let Mj0 be the jth sample moment, i.e.Mj0 = n1 ni=1 xij . From the
k equations Mj0 = µ0j (θ1 , θ2 , ..., θk ), j=1,2,...,k.

Definition
If the k variables θ1 , ..., θk and let θˆ1 , ..., θˆk be their respective solutions.
We say that the estimator (θ1 , ..., θk ), where θˆj estimates θj is the
estimator of (θ1 , θ2 , ..., θk ) obtained by method of moments. The
estimators are obtained by replacing population moments by sample
moments.
Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th
A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
21 / 1 Jena National Institute of Tech
 Moment Estimator

Example
Let X1 , X2 , ..., Xn be a random sample from a normal distribution with
mean µ and variance σ 2 . Let (θ1 , θ2 ) = (µ, σ). Estimate the parameters µ
and σ by the method of moments.

Solution: σ 2 = µ02 − (µ01 )2 and µ = µ01

The method of moment equations become
M10 = µ01 = µ01 (µ, σ) = µ
M20 = µ02 = µ02 (µ, σ) = σ 2 + µ2
and their solution is the following: The method of moments estimator
of µ is M10 = X¯1 and the method of moments
qP estimator of σ is
q q P n 2
n 2 (X i −X̄ )
M20 − X̄ 2 = n1 i=1 Xi0 − X̄ 2 = i=1
n
.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
22 / 1 Jena National Institute of Tech
 Moment Estimator

If r=1, the 1st sample moment or simply moment is defined as

n
X̄ = n1
P
Xi . Let X1 , X2 , ..., Xn be random sample from a density function
i=1
f(.) then, mean and variance of moment estimator are defined as
n
X̄ = ni=1 Xi and S 2 = n1 (xi − x̄)2 respectively.
P P
i=1 s
n
1
(xi −x̄)2
P
n
i=1
Hence, CV of moment estimator = n .
1 P
n
xi
i=1

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
23 / 1 Jena National Institute of Tech
 Unbiased Estimator

Definition
The bias of θ̂ relative to θ is defined as Biasθ [θ̂] = E θx [θ̂] − θ = E θx [θ̂ − θ].
An estimator is said to be unbiased if its bias is equal to zero for all values
of parameter θ.

Definition
An estimator δ(x) is an biased estimator of a function g (θ) of the
parameter θ if Eθ δ(x) = g (θ) for every possible values of θ. An estimator
that is not unbiased is called biased estimator. The difference between the
expectation of an estimator and g (θ) is called the bias of the estimator.
That is bias of δ as an estimator of g (θ) is Eθ [δ(x) − g (θ)] and S is
unbiased iff the bias is 0 for all values of θ.
In case of a sample from a normal distribution with unknown mean θ, X¯n
is an unbiased estimator of θ because Eθ (X¯n ) = θ for ∞ < θ < ∞.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
24 / 1 Jena National Institute of Tech
 Unbiased Estimator

Theorem
If S 2 is the variance of a random sample from an infinite population with
finite variance σ 2 , S 2 is an unbiased estimator of σ 2 .

Proof.
Let X1 , X2 , ..., Xn be its random variables with variance σ 2 < ∞. We have
Pn 2 Pn 2
(Xi − µ)2 − i ni=1 (X̄ − µ)
P
i=1 (Xi − X̄ ) = h i=1
1 Pn 2
Now, E (S 2 ) = E n−1 i=1 (Xi − X̄ )
hP i
1 n 2 2 1 Pn
= n−1 i=1 E (Xi − µ) − nE ( X̄ − µ) = n−1 ( i=1 σXi 2 − nσX̄2 )
However, σXi 2 = σ 2 , for i=1,2,...,n and σX̄2 = n1 σ 2 ,
1 2
∴ E (S 2 ) = n−1 (nσ 2 − n σn ) = σ 2 .
Hence, S 2 is an unbiased estimator of σ 2 .

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
25 / 1 Jena National Institute of Tech
 Unbiased Estimator

Example
Let X1 , X2 , ..., Xn be a random sample from a population with finite mean
µ. Show that the sample mean X̄ and 13 X̄ + 23 X̄ are both unbiased
estimator of µ.

By the theorem, X̄ is unbiased. Now,

E [ 13 X̄ + 23 X̄ ] = 31 µ + 23 µ = µ.
Hence, 13 X̄ + 32 X̄ is also an unbiased estimator of µ.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
26 / 1 Jena National Institute of Tech
 Coefficient of Variation for Unbiased Estimator

The sample variance of unbiased estimator is defined as

n
1 P
S 2 = n−1 (xi − x̄)2 . The denominator n-1 in the sample variance is
i=1
necessary to ensure unbiasedness of the variance operator.
n
The mean of unbiased estimator is defined as X̄ = n1
P
Xi . Hence, CV of
s i=1
n
1 P 2
n−1
(xi −x̄)
i=1
unbiased estimator = n .
1 P
n
xi
i=1

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
27 / 1 Jena National Institute of Tech
 Conclusions and Future Plan

From the study, following conclusions are drawn:

In case a sample of distribution of random variables has finite
numbers of points, point estimator and maximum likelihood estimator
are exerted; but maximum likelihood estimator yields more precise
value rather than point estimator.
In case mean and variance of a finite sample of distibution of random
variables are known, moment estimator and unbiased estimator are
exerted; but unbiased estimator yields more precise value rather than
moment estimator.
Future Plan: In the next part of this semester we will focus on
confidence interval for coefficient of variation, coefficient of
variation for point estimator, moment estimator, maximum
likelihood estimator, unbiased estimator and mean and variance
of coefficient of variation for normal distribution.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
28 / 1 Jena National Institute of Tech
 References

1. G Undy Yule, An Introduction to the Theory of Statistics, Charles Griffin

& Company Limited, 1943.
2. Groffrey S Watson, An Introduction to the probability and its
Applications, John Wiley & Sons, 1970.
3. Vijay K Rohatgi, An Introduction to Probability and Statistics, John Wiley
& Sons, 1976.

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
29 / 1 Jena National Institute of Tech
 Thank You

Mr. Mantu Kumar(Roll N-S18MA006) MSc(4th

A Study
Semester),
on Estimation
Department
of Coefficient
of Mathematics
of Variation
underfor
theNormal
supervision
Distribution
May
of 13,
Dr.2020
Adarsha Kumar
30 / 1 Jena National Institute of Tech