Courses - Spring 2020
STAT
Statistics and Probability
STAT100
Elementary Statistics and Probability
Credits: 3
CORE: MS
GenEd: ,
Prerequisite: MATH110, MATH112, MATH113, or MATH115; or permission of CMNS-Mathematics department; or must have math eligibility of STAT100 or higher and math eligibility is based on the Math Placement Exam or the successful completion of Math 003 with appropriate eligibility.
Restriction: Must not have completed MATH111; or must not have completed any MATH or STAT course with a prerequisite of MATH141.
Credit only granted for: STAT100, MATH107 or MATH111.
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.
STAT400
Applied Probability and Statistics I
Credits: 3
Prerequisite: 1 course with a minimum grade of C- from (MATH131, MATH141); or students who have taken courses with comparable content may contact the department.
Credit only granted for: BMGT231, ENEE324, or STAT400.
Random variables, standard distributions, moments, law of large numbers and central limit theorem. Sampling methods, estimation of parameters, testing of hypotheses.
STAT401
Applied Probability and Statistics II
Credits: 3
Prerequisite: 1 course with a minimum grade of C- from (STAT400, STAT410).
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.
STAT410
Introduction to Probability Theory
Credits: 3
Prerequisite: 1 course with a minimum grade of C- from (MATH240, MATH461, MATH341); and 1 course with a minimum grade of C- from (MATH340, MATH241).
Cross-listed with SURV410. Credit only granted for: STAT410 or SURV410.
Probability and its properties. Random variables and distribution functions in one and several dimensions. Moments. Characteristic functions. Limit theorems.
STAT420
Theory and Methods of Statistics
Credits: 3
Prerequisite: 1 course with a minimum grade of C- from (SURV410, STAT410).
Cross-listed with SURV420.
Credit only granted for: 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.
Offered Spring only.
STAT426
Introduction to Data Science and Machine Learning
Credits: 3
Prerequisite: Minimum grade of C- in MATH241 or MATH340; and minimum grade of C- in MATH240, MATH461 or MATH341; and minimum grade of C- in STAT400 or STAT410; students who have taken courses with content comparable to STAT400/410 may request permission of the instructor.
Credit only granted for: STAT426 or CMSC320.
An introductory course to the recent developments in the fields of data science and machine learning. Emphasis will be given to mathematical and statistical understanding of commonly used methods and processes.
STAT430
Introduction to Statistical Computing with SAS
Credits: 3
Prerequisite: 1 course with a minimum grade of C- from (STAT400, STAT410).
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.
STAT440
Sampling Theory
Credits: 3
Prerequisite: 1 course with a minimum grade of C- from (STAT401, STAT420).
Credit only granted for: STAT440 or SURV440.
Simple random sampling. Sampling for proportions. Estimation of sample size. Sampling with varying probabilities. Sampling: stratified, systematic, cluster, double, sequential, incomplete.
STAT464
Introduction to Biostatistics
Credits: 3
Prerequisite: Must have completed one semester of calculus.
Restriction: Junior standing or higher.
Credit only granted for: BIOE372 or STAT464.
Additional information: Not acceptable toward degrees in MATH/STAT.
Probabilistic models. Sampling. Some applications of probability in genetics. Experimental designs. Estimation of effects of treatments. Comparative experiments. Fisher-Irwin test. Wilcoxon tests for paired comparisons.
STAT470
Actuarial Mathematics
Credits: 3
Prerequisite: 1 course with a minimum grade of C- from (MATH240, MATH461, MATH341); and 1 course with a minimum grade of C- from (MATH340, 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.
STAT498
Selected Topics in Statistics
Credits: 1 - 6
Contact department for information to register for this course.
STAT498A
(Perm Req)
Selected Topics in Statistics
Credits: 1 - 6
Contact department for information to register for this course.
STAT601
Probability Theory II
Credits: 3
Prerequisite: STAT600.
Weak convergence of measures; characteristic functions; Central Limit Theorem and local limit theorem; stable laws; Kolmogorov consistency theorem (without proof); conditional expectations and martingales; optimal stopping theorem; convergence of martingales; Brownian motion; Markov processes and families; stochastic integral and Ito formula.
Offered Spring only.
STAT650
Applied Stochastic Processes
Credits: 3
Prerequisite: STAT410; or students who have taken courses with comparable content may contact the department.
Basic concepts of stochastic processes. Markov processes (discrete and continuous parameters), Random walks, Poisson processes, Birth and death processes. Renewal processes and basic limit theorems. Discrete time martingales, stopping times, optional sampling theorem. Applications from theories of stochastic epidemics, survival analysis and others.
STAT689
(Perm Req)
Research Interactions in Statistics
Credits: 1 - 3
Contact department for information to register for this course.
STAT701
Mathematical Statistics II
Credits: 3
Prerequisite: STAT700; or students who have taken courses with comparable content may contact the department.
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.
Offered Spring only.
STAT730
Time Series Analysis
Credits: 3
Prerequisite: STAT700; and must have completed a graduate course in analysis. Or permission of instructor.
Recommended: STAT701 and STAT650.
The methodology of probabilistic description and statistical analysis of (primarily stationary) random sequences and processes. Correlation functions, Gaussian processes, Hilbert-space methods including Wold decomposition and spectral representation, periodogram and estimation of spectral densities, parameter estimation and model identification for ARMA processes, linear filtering, Kalman-Bucy filtering, sampling theorems for continuous-time series, multivariate time series.
STAT741
Linear Statistical Models II
Credits: 3
Prerequisite: STAT740.
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.
Offered Spring only.
STAT799
Master's Thesis Research
Credits: 1 - 6
Contact department for information to register for this course.
STAT808A
Selected Topics in Probability
Credits: 1 - 3
Contact department for information to register for this course.
STAT818A
Selected Topics in Statistics
Credits: 1 - 3
Contact department for information to register for this course.
STAT818B
Selected Topics in Statistics; Bayesian Statistical Analysis
Credits: 3
STAT818N
Selected Topics in Statistics; Nonparametric Regression
Credits: 3
STAT898
Pre-Candidacy Research
Credits: 1 - 8
Contact department for information to register for this course.
STAT899
(Perm Req)
Doctoral Dissertation Research
Credits: 6