What follows is the list of courses to be offered by the School of Statistics. For further details contact:
OFFERINGS UNDER THE QUARTER SYSTEM (Graduate Courses only).
1xxx. Courses primarily for lower division students in their first year
of study.
1001
3xxx. Courses primarily for upper division students which carry degree
credit and which may be required for an undergraduate degree.
3011 , 3021 ,
3022
4xxx. Courses primarily for advanced undergraduate work which carry degree
credit and which may be required for an undergraduate degree. Graduate students
may enroll in such courses, and, with the permission of the advisor and department
may count them as part of graduate degree work.
4101 , 4102 , 4893
5xxx. Courses primarily for beginning graduate students which carry
degree credit and which may be required for a graduate degree. Advanced undergraduates
may enroll in such courses, and may count them toward an undergraduate degree.
5021 , 5031 ,
5041 , 5101 ,
5102 , 5201 ,
5302 , 5303 ,
5401 , 5421 ,
5601 , 5931-2,
5993
8xxx. Courses primarily for graduate students which carry degree credit
and which may be required for a graduate degree. Undergraduates, in unusual circumstances,
may enroll in such courses.
8061-2 , 8101-2 ,
8111-2 , 8121 ,
8131 , 8141 ,
8151 , 8171 ,
8201 , 8311 ,
8313 , 8321 ,
8321 , 8401 ,
8411 , 8421 ,
8501 , 8511 ,
8666 , 8701 ,
8711 , 8721 ,
8801 , 8900 ,
8931-2 , 8992
STAT 1001. INTRODUCTION TO THE IDEAS OF STATISTICS. STAT 3011. INTRODUCTION TO STATISTICAL ANALYSIS. STAT 3021. INTRODUCTION TO PROBABILITY AND STATISTICS. STAT 3022. DATA ANALYSIS. STAT 4101. THEORY OF STATISTICS I. STAT 4102. THEORY OF STATISTICS II. STAT 4893. SENIOR PAPER. STAT 5021. STATISTICAL ANALYSIS. STAT 5031. STATISTICAL METHODS FOR QUALITY IMPROVEMENT. STAT 5041. BAYESIAN DECISION MAKING. STAT 5101. THEORY OF STATISTICS I. STAT 5102. THEORY OF STATISTICS II. STAT 5201. SAMPLING METHODOLOGY IN FINITE POPULATIONS. STAT 5302. APPLIED REGRESSION ANALYSIS. STAT 5303. DESIGNING EXPERIMENTS. STAT 5401. APPLIED MULTIVARIATE METHODS. STAT 5421. ANALYSIS OF CATEGORICAL DATA. STAT 5601. NONPARAMETRIC METHODS. STAT 5931-2. TOPICS IN STATISTICS.
STAT 5993. TUTORIAL COURSE. STAT 8061-2. APPLIED STATISTICAL METHODS. STAT 8101-2. THEORY OF STATISTICS I, II. STAT 8111-2. MATHEMATICAL STATISTICS I, II. STAT 8121. THEORY OF INFERENCE. STAT 8131. PREDICTIVE INFERENCE. STAT 8141. PROBABILITY ASSESSMENT. STAT 8151. STATISTICAL DECISION THEORY STAT 8171. SEQUENTIAL ANALYSIS STAT 8201. TOPICS IN SAMPLING. STAT 8311. LINEAR MODELS. STAT 8312. LINEAR AND NONLINEAR REGRESSION. STAT 8313. TOPICS IN EXPERIMENTAL DESIGN. STAT 8321. REGRESSION GRAPHICS. STAT 8401. TOPICS IN MULTIVARIATE METHODS. STAT 8411. MULTIVARIATE ANALYSIS. STAT 8421. THEORY OF CATEGORICAL DATA ANALYSIS. STAT 8501. INTRODUCTION TO STOCHASTIC PROCESSES WITH APPLICATIONS. STAT 8511. TIME SERIES ANALYSIS. STAT 8666. DOCTORAL PRE-THESIS CREDITS STAT 8701. COMPUTATIONAL STATISTICAL METHODS STAT 8711. STATISTICAL COMPUTING STAT 8721. PROGRAMMING PARADIGMS AND DYNAMIC GRAPHICS IN STATISTICS. STAT 8801. STATISTICAL CONSULTING. STAT 8900. STUDENT SEMINAR STAT 8931-2. ADVANCED TOPICS IN STATISTICS. STAT 8992. DIRECTED READINGS and RESEARCH.
(3 cr.; prereq. QP-High school algebra, SP-High school algebra)
Controlled vs. observational studies; presentation and description of
data; chance variation; correlation and causality; confidence intervals;
statistical tests.
(4.0 cr; prereq =5021; two yrs high school math)
Describing data/relationships. Discrete/continuous random variables.
Sampling distributions. Confidence
intervals. 1-/2-sample significance tests. Simple linear regression.
(3.0 cr; prereq Math 1272)
Elementary probability, probability distributions. Sampling, elements of
statistical inference. Regression.
(4 cr.; prereq. QP-3011 or 3091; SP-3011 or 3021)
Further topics in regression and ANOVA; nonparametric methods; model selection
& verification; writing statistical reports; use of statistical software;
additional selected topics.
(4 cr.; prereq. QP-MATH 1252; SP-MATH 1272)
Random variables and distributions; generating
functions; standard distribution families; data summaries; sampling
distributions; likelihood and sufficiency.
(4 cr.; prereq.QP-5121; SP-4101. No credit if credit was received
for STAT 5102.)
Estimation; significance tests; distribution free
methods; power; application to regression, analysis of variance, and analysis
of count data.
(1 cr.; prereq. QP-Stat major; SP-Stat major.)
Satisfies senior project requirement for CLA majors. Directed study. Paper
on specialized area, a consulting project, or original computer program.
(4 cr.; prereq. QP-college algebra or #; SP-3011; college algebra or #;
Stat course recommended)
Intensive version of STAT 3011 for graduate students needing statistics as a
research technique. Descriptive statistics; elementary probability; estimation;
one- and two- sample tests; contingency tables; correlation; linear and multiple
regression; ANOVA.
(4 cr.;prereq QP-3012 or 3091 or 5021 or 5122 or 5132 or 5152, MATH 1252;
SP-3021 or 4102 or 5021 or 5102 or 8102, MATH 1272)
Statistical quality improvement is important in many areas. Its original applications
centered in Shewhart's work on assembly-line manufacturing, and on military
specifications for acceptable products. Today, it is applied far outside these
areas, in health care, finance and education to mention just three.
(3 cr.; prereq QP-5122 or 5132 or 5152; SP-4101 or 5021 or 5101
or #)
Axioms for subjective probability and utility. Optimal statistical decision
making. Sequential decisions and decision trees. Introduction to backward induction.
Bayesian data analysis.
(4 cr.; prereq. QP-MATH 3252, no credit if credit was received for STAT 5121 or STAT 5122;
SP-MATH 2263)
No credit if credit was received for STAT
4101 or MATH 5651.
Same as MATH 5651. Logical development of probability and some basic issues
in Statistics. Probability spaces, random variables and their distributions and
expected values, law of large numbers and central limit theorem, generating
functions, sampling, sufficiency, and estimation.
(4 cr.; SP-5101 or MATH 5651, no credit if credit was received for 4102)
Estimation, test of hypotheses, size and power;
categorical data; contingency tables; multivariate normal distribution;
linear models; decision theory.
(3 cr.; prereq. QP-3091 or 5021 or 5121 or #; SP-3011 or 3021 or 5021 or #)
Simple random, systematic, stratified, and unequal probability sampling ratio
and model based estimation; single stage, multistage and adaptive cluster
sampling; spatial sampling.
(4 cr.; prereq. QP-3012 or 5021 or 5133 or 5153, no credit if credit was
received for 5161; SP-3022 or 5021 or 4102 or 5102 or #)
Simple, multiple, and polynomial regression. Estimation, testing, and
prediction. Use of graphics in regression. Stepwise and other numerical
methods; weighted least squares; nonlinear models; response surfaces.
Experimental research and applications.
(4 cr.; prereq. QP-3012 or 5021 or 4102 or 5133 or 5153 or #, no
credit if credit was received for 5163; SP-3022 or 4102 or 5021 or 5102 or #)
Analysis of variance, multiple comparisons, variance-stabilizing transformations,
contrasts, construction and analysis of complete and incomplete block designs,
fractional factorial designs, confounding, split plots, and response surface
design.
(3 cr.; prereq. QP-5302 or 5133 or 5153; SP-5302 or 8102 or #)
Bivariate and multivariate distributions. Multivariate normal distributions.
Analysis of multivariate linear models, including Hotellings's T-squared, multivariate
analysis of variance (MANOVA), multivariate analysis of covariance (MANCOVA),
and regression with multivariate dependent variable. Repeated measures, growth
curve and profile analysis. Canonical correlation analysis. Principle components
and factor analysis. Discrimination, classification and clustering.
(3 cr.; prereq. QP-3012 or 5021 or 5133 or #, no credit if credit was
received for 5162; SP-5302 or 8102 or #)
Varieties of categorical data, cross-classifications, and contingency tables.
Tests for independence. Combining 2x2 tables. Multidimensional tables and log
linear models, maximum-likelihood estimation and tests for goodness of fit.
Logistic regression, generalized linear models and multinomial response
models.
(3 cr.; prereq. QP-5021 or 5122 or 5132 or 5152 or #; SP-3022 or
5021 or 5102 or #)
Order statistics, classical rank based procedures (e.g. Wilcoxon, Kruskal-Wallis),
goodness of fit. May include some of these topics: smoothing, bootstrap, generalized
linear models.
(3 cr.; prereq. SP- #)
Topics vary according to students need and available staff.
(1-3 cr.; prereq. SP- #)
Study in areas not covered by regular offerings. Directed study.
(4+4 cr.; prereq. graduate standing in Statistics or #)
Regression with one and many predictors; graphics; model building and
assessment; diagnostics; outliers; nonlinear regression; generalized
linear models; logistic and Poisson regression; two way and higher
dimensional contingency tables; design of experiments; randomization;
completely randomized designs; ANOVA; contrasts; multiple comparisons;
factorial and fractional factorial designs; complete and incomplete
block designs; covariates; confounding; split plots; random effects;
response surface and mixture designs.
(3+3 cr.; prereq. graduate standing in Statistics or #)
8101:: Probability, transformations, expectation, univariate and multivariate
distributions, central limit theorem, sampling and sampling distributions,
sufficiency, likelihood. 8102:: Point and interval estimation, maximum likelihood, delta
method, hypothesis testing, decision theory, analysis of variance, regression.
(3+3 cr.; prereq. 5102 or 8102 or #; real analysis, matrix algebra)
8111: Review of probability theory, basic inequalities,
characteristic functions and exchangeability. Multivariate normal distribution.
Exponential family. Decision theory, admissibility and Bayes rules.
8112: Statistical inference, estimation and hypothesis testing.
Convergence and relationship between modes of convergence. Asymptotics of maximum
likelihood estimators, distribution functions, quantiles. Delta method.
(3 cr.; prereq. 8112, MATH 8657 or #)
Topics may vary according to interest of instructors and students. Possible topics
include conditional distributions and sufficiency, theory of estimation, comparison
of various theories of statistical inference; Neyman-Pearson theory of hypothesis
testing and its extensions, confidence regions, invariance, nonparametric and
sequential inference, likelihood inference, Bayesian inference.
(3 cr.; prereq. 8112 or equivalent)
Both traditional frequentis and other nontraditional predictive approaches will
be discussed. Then, Bayesian predictive methods will be introduced with a brief
discussion of the purpose for which data are to be used. A theoretical apparatus
is then delineated. This is exemplified using a variety of common statistical
paradigms. Areas from model selection, comparisons and allocation, perturbation
analysis and control will also be discussed.
(3 cr.; prereq. 5102 or 8102)
Probability as a language of uncertainty for quantifying and communicating
expert opinion and for use as Bayesian prior distributions. Methods for
elicitation and construction of subjective probabilities. De Finetti
coherence, predictive elicitation, fitting subjective-probability models,
scoring rules, calibration of probabilities, heuristics and psychological
distortions, computer aided elicitation, combining opinions, use of
experts.
(3 cr.; prereq. 8112, MATH 8656)
Comparison of inferential methods in statistics, including risk comparison,
minimaxity, admissibility and related topics. Wald's formulation of decision
is used as a basis. Formal and proper Bayes rules are discussed and compared with
frequentist inferences. Topics may vary depending on instructor.
(3 cr.prereq. 8112)
Walds's sequential probability ratio test and modifications.
Sequential decision theory. Martingales. Sequential estimation,
design, and hypothesis testing. Recent developments.
(3 cr.; prereq 8102)
Introduction to sampling theeory; Stratified sampling, Ratio estimators,
Cluster sampling, Double sampling, Superpopulation theory, Bayesian
methods, multiple imputation and nonresponse.
(4cr.; prereq. linear algebra, 5102 or 8102 or #)
General linear model theory from a coordinate-free
geometric approach. distribution theory,anova tables,
testing,confidence statements,mixed models,
covariance structures,variance components estimation.
(3 cr.; prereq. 8311)
Nonlinear regression: asymptotic theory, Bates-Watts curvatures, bootstrap, errors
in the predictors, exponential family nonlinear models, leverage and super leverage,
model assessment, parameter plots, partially nonlinear models, projected residuals,
transform-both-sides methodology, Wald versus likelihood inference. Topics in linear
and generalized linear models as they relate to issues involving nonlinearity:
CERES plots, diagnostics, local influence analysis, residuals, semi-parametric models,
model assessment.
(3 cr.; prereq. 8311)
Design of experiments, optimal design, Bayes design, nonlinear design, algorithms
for computing designs, sample size, recent developments.
(3 cr.; prereq. 8311)
Foundations of regression graphics: dimension-reduction subspaces, existence theorems
for central dimension reduction subspaces, basic theorems for graphical regression and
inverse regression graphics, Li-Duan Lemma, structural dimension of a regression.
Inferring about central dimension reduction subspaces by using 3D plots, graphical
regression, inverse regression graphics, net-effect plots, principal Hessian directions,
scatterplot matrices, sliced inverse regression. Special emphasis on graphics for
survival analysis and regressions with a binary response variable. Graphics for
model assessment.
(3 cr.; prereq. 8311)
Bivariate and multivariate distributions. Multivariate normal
distributions. Analysis of multivariate linear models, including
Hotellings's T-squared, multivariate analysis of variance (MANOVA),
multivariate analysis of covariance (MANCOVA),and regression with
multivariate dependent variable. Repeated measures, growth curve
and profile analysis. Canonical correlation analysis. Principle
components and factor analysis. Discrimination, classification
and clustering.
(3 cr.; prereq. 8112)
Multivariate normal distribution. Inference on the mean, covariance, and correlation
and regression coefficients; related sampling distributions such as Hotelling's
T-squared and Wishart distributions. Multivariate analysis of variance. Principal
components and canonical correlation. Discriminant analysis. Distribution of determinantal
roots. Invariance, admissibility, minimax, and other properties of tests and estimates.
Large sample distributions. Bayesian analysis.
(3 cr.; prereq. 8062 or #)
Multidimensional cross-classified arrays, sampling models and statistical
theory for categorical data. Model selection and simultaneous testing.
Logit and multinomial response models. Models for mixed categorical/continuous
data. Logistic regression. Analysis of ordered categorical variables.
Multiplicative and multiplicative-interaction models. Latent-structure
models. Bayesian estimation of cell frequencies. Computing algorithms.
(3 cr.; prereq. 5101 or 8101)
Markov chains in discrete and continuous time, renewal processes, Poisson process,
Brownian motion, and other stochastic models encountered in applications.
(3 cr.; prereq. 5102 or 8102 or #)
Time series as multivariate samples of size 1. Discrete and continuous
parameter time series. Stationarity. Autocovariance and autocorrelation.
ARIMA models, identification, estimation, diagnostic checking. Other
time domain models. Forecasting, seasonal adjustment, time series
regressions. Introduction to frequency domain methods.
(3 cr.; prereq 8311, programming experience)
Random variate generation, variance reduction techniques. Robust
location estimation and regression, smoothing additive models,
regression trees. Programming projectsl basic programming ability
and familiarity with standard high-level language (preferably
FORTRAN or C) is essential.
(3 cr.; prereq. 8701)
Basic numerical analysis for statisticians. Numerical methods for
linear algebra, eigen-analysis, integration, optimization and their
statistical applications.
(3 cr.; prereq. 8061-2, 8101-2)
Alternative programming paradigms to traditional procedural
programming, including object-oriented programming and functional
programming. Applications to the development of dynamic statistical
graphs and the representation and use of functional data, such as mean
function in a nonlinear regression log likelihoods and prior densities
function in a nonlinear regression log likelihoods and prior densities
in Bayesian analysis.
(1 cr.; graduate standing in Statistics or #)
Almost all statistics graduates will work in settings in which at least a part
of their work involve consulting to statistics users in other subject areas.
STAT 8801 is required for all Statistics graduate students. The course has two
branches. Those taking it for the first time have an in-class course teaching some
theory of consulting and problem-solving, meeting skills, aspects of professional
practice and behavior, ethics, and continuing education. PhD students taking
STAT 8801 again for their remaining consulting requirements see a seminar format
including some live consulting sessions, sketches of less familiar statistical
methodologies, and expansion on issues covered in the first iteration.
(1 cr.; prereq. graduate standing in Statistics)
Preparation or presentation of a seminar on statistical topics.
(3 cr.; #)
Topics vary according to student needs and available staff.
(1-3cr.; graduate standing in Statistics or #)
Directed studies in areas not covered by regular offerings.