How to Select All CheckBox of a Column by DataGrid Header CheckBox in WPF DataGrid

I slightly modified Your XAML:

<DataGrid AutoGenerateColumns="False" CanUserAddRows="False"  Grid.RowSpan="2" Height="130" HorizontalAlignment="Left" IsReadOnly="False" Margin="189,340,0,0" Name="dgCandidate" TabIndex="7" VerticalAlignment="Top" Width="466" Grid.Row="1" >
	<DataGrid.Columns>
		<DataGridTextColumn x:Name="colCandidateID" Binding="{Binding CandidateID}" Header="SlNo" MinWidth="20" IsReadOnly="True" />
		<DataGridTextColumn x:Name="colRegistraion" Binding="{Binding RegisterNo}" Header="Reg. No." IsReadOnly="True"  />
		<DataGridTextColumn x:Name="colCandidate" Binding="{Binding CandidateName}" Header="Name" MinWidth="250" IsReadOnly="True"  />
		<DataGridCheckBoxColumn Binding="{Binding IsSelected}">
			<DataGridCheckBoxColumn.Header>
				<CheckBox Name="chkSelectAll" Checked="chkSelectAll_Checked" Unchecked="chkSelectAll_Unchecked"></CheckBox>
			</DataGridCheckBoxColumn.Header>
		</DataGridCheckBoxColumn>
	</DataGrid.Columns>
</DataGrid>

And wrote a Candidate class like this:

	public class Candidate : INotifyPropertyChanged
{
	public int CandidateID { get; set; }
	public int RegisterNo { get; set; }
	public string CandidateName { get; set; }
	private bool _IsSelected = false;
	public bool IsSelected { get { return _IsSelected; } set { _IsSelected = value; OnChanged("IsSelected"); } }

	#region INotifyPropertyChanged Members

	public event PropertyChangedEventHandler PropertyChanged;
	private void OnChanged(string prop)
	{
		if (PropertyChanged != null)
			PropertyChanged(this, new PropertyChangedEventArgs(prop));
	}

	#endregion
}

Note the IsSelected property which stores if a Candidate is selected or not.

And finally this is the interaction logic of the check all checkbox:

private void chkSelectAll_Checked(object sender, RoutedEventArgs e)
{
	foreach (Candidate c in dgCandidate.ItemsSource)
	{
		c.IsSelected = true;
	}
}

private void chkSelectAll_Unchecked(object sender, RoutedEventArgs e)
{
	foreach (Candidate c in dgCandidate.ItemsSource)
	{
		c.IsSelected = false;
	}
}

Finally I initialize the datagrid items source like this:

List<candidate> tmp = new List<candidate>();
tmp.Add(new Candidate()
{
	CandidateID = 1,
	CandidateName = "One",
	RegisterNo = 1
});
tmp.Add(new Candidate()
{
	CandidateID = 2,
	CandidateName = "Two",
	RegisterNo = 2
});
tmp.Add(new Candidate()
{
	CandidateID = 3,
	CandidateName = "Three",
	RegisterNo = 3
});
dgCandidate.ItemsSource = tmp;

The view gets refreshed automatically when the IsSelected changes.