Course Descriptions 5000 Level
(For undergraduate courses, please see undergraduate program.)
- STA 5326 -- MATHEMATICAL STATISTICS (3)
Sample distribution theory, point & interval estimation,
optimality theory, statistical decision theory, and hypothesis testing.
Prequisite(s):STA 5446
- STA 5446 -- PROBABILITY THEORY I (3)
Axioms of probability, random variables in Euclidean spaces,
moments and moment generating functions, modes of convergence, limit theory for
sums of independent random variables.
Prequisite(s):
MAA 4212 and STA 4442 or CI
- STA 5526 -- NON-PARAMETRIC STATISTICS (3)
Theory and methods of non-parametric statistics, order statistics,
tolerance regions, and their applications.
Prequisite(s):STA 5326 or CI
- STA 6167 -- COMPUTATIONAL STATISTICS II (3)
Design of statistics programs, pivoting and other technology used
in stepwise regressions, algorithms in non-linear regression, balanced and
unbalanced ANOVA. Iteration methods for numerical solutions of likelihood
equations.
Prequisite(s):STA 5166
- STA 6206 -- STOCHASTIC PROCESSES (4)
Poisson processes, renewal theorems, Markov chains on a countable
state space, continuous-time Markov processes with a countable state space,
birth and death processes, branching processes, introduction to Brownian
motion.
Prequisite(s):STA 5446
- STA 6208 -- LINEAR STATISTICAL MODELS (3)
Distribution theory, estimation, and hypothesis testing for the
general linear model. Experimental designs, including randomized block and
incomplete block designs. Multiple regression, ANOVA and ANCOVA.
Prequisite(s):STA 5167 or STA 5326 or CI
- STA 6447 -- PROBABILITY THEORY II (3)
Characteristic functions, central limit theorem, martingale
inequalities and convergence theorems, optional stopping, ergodic theorems and
applications.
Prequisite(s):
STA 5446 and MAA 5306 or CI
- STA 6746 -- MULTIVARIATE ANALYSIS (3)
Multivariate normal distribution; its properties and inference;
matrix random variables; multiple and partial correlation; discriminant
analysis, principle components and factor analysis; multivariate ANOVA;
analysis of covariance; applications using computers.
Prequisite(s): STA
5326 or CI
- STA 6876 -- TIME SERIES ANALYSIS (3)
Theory and applications of discrete time series models illustrated
with forecasting problems. Filtering, forecasting, modeling, and spectral analysis
of time series. Control problems. Applications using a computer.
Prequisite(s):STA 5326 or CI
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