Hide Advanced Options
Courses - Spring 2019
STAT
Statistics and Probability Department Site
STAT601
Probability Theory II
Credits: 3
Grad Meth: Reg, Aud
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
Grad Meth: Reg, Aud
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.
STAT701
Mathematical Statistics II
Credits: 3
Grad Meth: Reg, Aud
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.
STAT741
Linear Statistical Models II
Credits: 3
Grad Meth: Reg, Aud
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.
STAT750
Multivariate Analysis
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: STAT700 or STAT420.
Multivariate normal, Wishart's and Hotelling's distributions. Tests of hypotheses, estimation. Generalized distance, discriminant analysis. Regression and correlation. Multivariate analysis of variance; distribution of test criteria. Principal components, canonical correlations and factor analysis.
STAT818M
Selected Topics in Statistics; Missing Data
Credits: 1 - 3
Grad Meth: Reg, Aud