Is there any way by which we can directly update active directory data from SharePoint 2010 application? Plz guide how to do this?
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I assume you mean how do you make the Profile Service able to sync in both directs (from AD and back to AD).
This is a pretty long and detailed process. Normally I would never just add links to an answer but I think in this case it's all that can be done.
This book also has information on the topic and has a lot of additional info on My Sites.