Saturday, July 17, 2004

Here are the statistics courses I can study in the fall term:

STAT 3506 [0.5 credit] (formerly 70.356*)
Stochastic Processes and Queueing Theory
Stochastic modeling, Markov chains, birth and death processes, renewal theory. Queueing theory: analytical and simulation methods. Applications to computer systems, operations research and social sciences.

STAT 3558 [0.5 credit] (formerly 70.358*)
Elements of Probability Theory
Random variables and moment-generating functions, concepts of conditioning and correlation; laws of large numbers, central limit theorem; multivariate normal distribution; distributions of functions of random variables, sampling distributions, order statistics.

STAT 3559 [0.5 credit] (formerly 70.359*)
Mathematical Statistics
Empirical distribution functions, Monte Carlo methods, elements of decision theory, point estimation, interval estimation, tests of hypotheses, robustness, nonparametric methods.


STAT 4503 [0.5 credit] (formerly 70.453*)
Applied Multivariate Analysis
Selected topics in regression and correlation non-linear models. Multivariate statistical methods, principal components, factor analysis, multivariate analysis of variance, discriminant analysis, canonical correlation, analysis of categorical data.

STAT 4506 [0.5 credit] (formerly 70.456*)
Non-Parametric Methods
Order statistics; rank statistics; permutations; asymptotics; hypothesis of randomness; stochastic ordering; Wilcoxon test; median test; Kolmogorov-Smirnov test; hypothesis of symmetry and random blocks; independence hypothesis; treatment of ties; power and efficiency.

STAT 4601 [0.5 credit]
Data Mining I
Data visualization; knowledge discovery in datasets; unsupervised learning: clustering algorithms; dimension reduction; supervised learning: pattern recognition, smoothing techniques, classification. Computer software will be used.

STAT 4603 [0.5 credit]
Time Series and Forecasting
Multiple regression and forecasting. Exponential smoothing. ARIMA (Box-Jenkins) models. Smoothing of seasonal data. A statistical software package will be used.

STAT 4604 [0.5 credit]
Statistical Computing
Statistical computing techniques, pseudo-random number generation, tests for randomness, numerical algorithms in statistics; optimization techniques; environments for data analysis, efficient programming techniques; statistics with mainstream software.

The one math course I am interested in and have read some this area is

MATH 3806 [0.5 credit] (formerly 69.386*)
Numerical Analysis
Elementary discussion of error, polynomial interpolation, quadrature, linear systems of equations and matrix inversion, non-linear equations, difference equations and ordinary differential equations.


I believe the best pattern is STAT 4503 in the fall with MATH 3806. Then in winter a choice of STAT 4603 with either one of STAT 4601 or STAT 4604 but not both.

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