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STAT Statistics and Probability (
Computer, Mathematical and Physical Sciences)
STAT100
Elementary Statistics and Probability;
(3 credits)
Grade Method: REG/P-F/AUD.
CORE Mathematics or Formal Reasoning (MS) Course.
Prerequisite: permission of Math Department based on satisfactory score
on MATHEMATICS PLACEMENT EXAM; or MATH110, MATH112, MATH113, or MATH115.
Not open to students who have completed MATH111 or any MATH or STAT
course with a prerequisite of MATH141. Credit will be granted for only
one of the following: MATH111 or STAT100.
Simplest tests of statistical hypotheses; applications to
before-and-after and matched pair studies. Events, probability,
combinations, independence. Binomial probabilities, confidence limits.
Random variables, expected values, median, variance. Tests based on
ranks. Law of large numbers, normal approximation. Estimates of mean and
variance.
0101(63357)
Cremins, C. (Seats=31, Open=3, Waitlist=0) Books
- MWF.......12:00pm-12:50pm (MTH 0101)
0102(63358)
Rudd, J. (Seats=31, Open=8, Waitlist=0) Books
- MWF.......12:00pm-12:50pm (MTH 0105)
0103(63359)
Miller, C. (Seats=31, Open=2, Waitlist=0) Books
- MWF.......12:00pm-12:50pm (MTH 0106)
0104(63360)
Panraksa, C. (Seats=31, Open=2, Waitlist=0) Books
- MWF.......12:00pm-12:50pm (HBK 0103)
0105(63361)
Janicki, R. (Seats=31, Open=10, Waitlist=0) Books
- MWF.......12:00pm-12:50pm (MTH 0304)
0201(63362)
Janicki, R. (Seats=31, Open=2, Waitlist=0) Books
- MWF....... 2:00pm- 2:50pm (MTH 0305)
0202(63363)
Rudd, J. (Seats=31, Open=5, Waitlist=0) Books
- MWF....... 2:00pm- 2:50pm (MTH 0303)
0203(63364)
Miller, C. (Seats=31, Open=1, Waitlist=0) Books
- MWF....... 2:00pm- 2:50pm (BPS 1228)
0204(63365)
Panraksa, C. (Seats=31, Open=3, Waitlist=0) Books
- MWF....... 2:00pm- 2:50pm (ARM 0103)
STAT400
Applied Probability and Statistics I;
(3 credits)
Grade Method: REG/P-F/AUD.
Prerequisite: MATH141. Not acceptable toward graduate degrees in STAT,
AMSC, or MATH. Credit will be granted for only one of the following:
BMGT231, ENEE324 or STAT400. These courses are not interchangeable.
Consult your program requirements or advisor for what is acceptable
toward your program of study.
Random variables, standard distributions, moments, law of large numbers
and central limit theorem. Sampling methods, estimation of parameters,
testing of hypotheses.
0111(63375)
Kagan, A. (Seats=30, Open=15, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (ARM 0135)
- W......... 8:00am- 9:15am (MTH 0401) Dis
0121(63377)
Kagan, A. (Seats=30, Open=5, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (ARM 0135)
- W......... 9:30am-10:45am (MTH 0401) Dis
0122(63378)
Kagan, A. (Seats=30, Open=4, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (ARM 0135)
- W......... 9:30am-10:45am (ARM 0121) Dis
0131(63379)
Kagan, A. (Seats=30, Open=3, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (ARM 0135)
- W.........12:30pm- 1:45pm (MTH 0401) Dis
0132(63380)
Kagan, A. (Seats=30, Open=2, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (ARM 0135)
- W.........12:30pm- 1:45pm (MTH 0405) Dis
0141(63381)
Kagan, A. (Seats=30, Open=5, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (ARM 0135)
- W......... 2:00pm- 3:15pm (MTH 0307) Dis
0142(63382)
Kagan, A. (Seats=30, Open=5, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (ARM 0135)
- W......... 2:00pm- 3:15pm (MTH 0401) Dis
STAT401
Applied Probability and Statistics II;
(3 credits)
Grade Method: REG/P-F/AUD.
Prerequisite: STAT400 (Not acceptable toward graduate degrees in STAT,
AMSC, or MATH).
Point estimation - unbiased and consistent estimators. Interval
estimation. Minimum variance and maximum likelihood estimators. Testing
of hypotheses. Regression, correlation and analysis of variance.
Sampling distributions. Elements of non-parametric methods.
0101(63392)
Yu, T. (Seats=30, Open=3, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (MTH 0304)
0201(63393)
Yu, T. (Seats=30, Open=5, Waitlist=0) Books
- TuTh...... 3:30pm- 4:45pm (MTH B0425)
STAT410
Introduction to Probability Theory;
(3 credits)
Grade Method: REG/P-F/AUD.
Prerequisite: MATH240 and MATH241. Also offered as SURV410. Credit will
be granted for only one of the following: STAT410 or SURV410.
Probability and its properties. Random variables and distribution
functions in one and several dimensions. Moments. Characteristic
functions. Limit theorems.
0101(63403)
Freidlin, M. (Seats=30, Open=4, Waitlist=0) Books
- TuTh...... 2:00pm- 3:15pm (MTH B0425)
0201(63404)
Brin, M. (Seats=30, Open=15, Waitlist=0) Books
- TuTh...... 9:30am-10:45am (MTH 0403)
STAT420
Introduction to Statistics;
(3 credits)
Grade Method: REG/P-F/AUD.
Prerequisite: STAT410 or SURV410. Also offered as SURV420. Credit will
be granted for only one of the following: STAT420 or SURV420.
Point estimation, sufficiency, completeness, Cramer-Rao inequality,
maximum likelihood. Confidence intervals for parameters of normal
distribution. Hypothesis testing, most powerful tests, likelihood ratio
tests. Chi-square tests, analysis of variance, regression,
correlation. Nonparametric methods.
Course is offered in the spring semester only.
0101(63414)
Xu, J. (Seats=48, Open=15, Waitlist=0) Books
- TuTh...... 5:00pm- 6:15pm (MTH B0421)
STAT430
Introduction to Statistical Computing with SAS;
(3 credits)
Grade Method: REG/P-F/AUD.
Prerequisite: STAT400 or permission of instructor.
Descriptive and inferential statistics. SAS software: numerical and
graphical data summaries; merging, sorting and splitting data sets.
Least squares, regression, graphics and informal diagnostics,
interpreting results. Categorical data, lifetime data, time series.
Applications to engineering, life science, business and social science.
0101(63424)
Kedem, B. (Seats=30, Open=6, Waitlist=0) Books
- MWF....... 2:00pm- 2:50pm (MTH 0403)
STAT470
Actuarial Mathematics;
(3 credits)
Grade Method: REG/P-F/AUD.
Prerequisite: Calculus through MATH240 and MATH241. Recommended:
STAT400.
Major mathematical ideas involved in calculation of life insurance
premiums, including compound interest and present valuation of future
income streams; probability distribution and expected values derived
from life tables; the interpolation of probability distributions from
values estimated at one-year multiples; the 'Law of Large Numbers'
describing the regular probabilistic behavior of large populations of
independent individuals; and the detailed calculation of expected
present values arising in insurance problems.
0101(63434)
Glaz, H. (Seats=30, Open=2, Waitlist=0) Books
- TuTh......11:00am-12:15pm (MTH B0427)
STAT498A
(PermReq)
Selected Topics in Statistics;
(1-6 credits)
Grade Method: REG/P-F/AUD.
Individual Instruction course: contact department or instructor to obtain section number.
STAT601
Probability Theory II;
(3 credits)
Grade Method: REG/AUD.
Prerequisite: STAT 600.
Characteristic functions. Bochner's representation theorem. Helly's
theorems and Levy's inversion formula. Applications of residue theorem.
Infinitely divisible distributions. Kolmogorov's three-series theorem.
Law of the iterated logarithm. Arc sine Law. Central limit theorems
(Lindeberg-Feller theorem). Weak and strong laws of large numbers.
Martingale convergence theorems (for sequences).
Course is offered in the spring semester only.
0101(63449)
Koralov, L. (Seats=25, Open=12, Waitlist=0) Books
- MWF....... 1:00pm- 1:50pm (MTH 0411)
STAT650
Applied Stochastic Processes;
(3 credits)
Grade Method: REG/AUD.
Prerequisite: STAT 410 or MATH 410 with one semester of probability.
Basic concepts of stochastic processes. Renewal processes and random
walks, fluctuation theory. Stationary processes, spectral analysis.
Markov chains and processes (discrete and continuous parameters.) Birth
and death processes, diffusion processes. Applications from theories of
queuing, storage, inventory, epidemics, noise, prediction and others.
Course is offered in the spring semester only.
0101(63459)
Dolgopyat, D. (Seats=30, Open=16, Waitlist=0) Books
- MW........ 5:00pm- 6:15pm (MTH B0429)
STAT687
Minicourse Series in the Mathematical Sciences;
(1 credit)
Grade Method: REG/AUD.
Also offered as AMSC687 and MATH687. Credit will be granted for only one
of the following: AMSC687, MATH687 or STAT687.
This series will consist of up to sixteen 3-lecture presentations
covering a broad range of topics in the mathematical sciences. Each
minicourse is intended to be self-contained and accessible to first year
graduate students and advanced undergraduates. The goal of each
minicourse is to present an active research area or significant result
and the necessary vocabulary and perspective for students to appreciate
it. The goal of the Minicourse Series is to broaden a student's
awareness of the mathematical sciences and to inform them of research
directions.
0101(63469)
STAFF (Seats=30, Open=28, Waitlist=0) Books
- MW........ 4:00pm- 4:50pm (MTH 3206)
STAT689
(PermReq)
Research Interactions in Statistics;
(1-3 credits)
Grade Method: REG/AUD.
Individual Instruction course: contact department or instructor to obtain section number.
STAT698A
Selected Topics in Probability;
(1-4 credits)
Grade Method: REG/AUD.
Individual Instruction course: contact department or instructor to obtain section number.
STAT701
Mathematical Statistics II;
(3 credits)
Grade Method: REG/AUD.
Prerequisite: STAT 700 or equivalent.
Testing hypotheses: parametric methods. Neyman-Pearson lemma. Uniformly
most powerful tests. Unbiased tests. Locally optimal tests. Large
sample theory, asymptotically best procedures. Nonparametric methods,
Wilcoxon, Fisher-Yates, median tests. Linear models, analysis of
variance, regression and correlation. Sequential analysis.
Course is offered in the spring semester only.
0101(63489)
Kagan, A. (Seats=25, Open=12, Waitlist=0) Books
- TuTh...... 5:00pm- 6:15pm (MTH 0201)
STAT705
Computational Statistics;
(3 credits)
Grade Method: REG/AUD.
Prerequisite: STAT 420 or STAT 700. Recommended: Some programming
experience (any language). Credit will be granted for only one of the
following: STAT 705 or STAT 798C. Formerly STAT798C.
Modern methods of computational statistics and their application to both
practical problems and research. S-Plus and SAS programming with
emphasis on S-Plus. S-Plus objects and functions, and SAS procedures.
Topics include data management and graphics, Monte Carlo and simulation,
bootstrapping, numerical optimization in statistics, linear and
generalized linear models, nonparametric regression, time series
analysis.
0101(63499)
Slud, E. (Seats=20, Open=4, Waitlist=0) Books
- MWF....... 2:00pm- 2:50pm (HBK 0125)
STAT741
Linear Statistical Models II;
(3 credits)
Grade Method: REG/AUD.
Prerequisite: STAT 740.
Continuation of STAT 740. Multiway layouts, incomplete designs, Latin
squares, complete and fractional factorial designs, crossed and nested
models. Balanced random effects models, mixed models, repeated
measures.General mixed model, computational algorithms, ML and REML
estimates. Generalized linear models, logistic and loglinear regression.
Course is offered in the spring semester only.
0101(63509)
Kedem, B. (Seats=30, Open=23, Waitlist=0) Books
- MWF.......11:00am-11:50am (MTH 0403)
STAT798A
Selected Topics in Statistics;
(1-4 credits)
Grade Method: REG/AUD.
Individual Instruction course: contact department or instructor to obtain section number.
STAT798L
Selected Topics in Statistics:
Lifetime and Survival Analysis;
(1-4 credits)
Grade Method: REG/AUD.
0101(63526)
Slud, E. (Seats=30, Open=20, Waitlist=0) Books
- MWF.......10:00am-10:50am (MTH 0403)
STAT799
Master's Thesis Research;
(1-6 credits)
Grade Method: REG/S-F.
Individual Instruction course: contact department or instructor to obtain section number.
STAT898
Pre-Candidacy Research;
(1-8 credits)
Grade Method: REG/S-F.
Individual Instruction course: contact department or instructor to obtain section number.
STAT899
(PermReq)
Doctoral Dissertation Research;
(6 credits)
Grade Method: REG/S-F.
Individual Instruction course: contact department or instructor to obtain section number.
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