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Graduate Catalog 2014-15

STATISTICS (STAT)

410-3 STATISTICAL ANALYSIS. Design of surveys and experiments. Inferential statistics including confidence intervals and hypothesis testing. Simple and multiple regression. May not be used to satisfy requirements of a mathematics or statistics concentration or minor. Prerequisite: MATH 130, 150, or consent of instructor.

478-3 TIME SERIES ANALYSIS. Statistical analysis of time series. Regression and exponential smoothing. Box-Jenkins methodology. Prerequisite: STAT 380 or 480a,b.

480a,b-3,3 MATHEMATICAL STATISTICS. Mathematical statistical theory: (a) Probability, random variables, probability distributions, joint distributions, functions of random variables, limiting distributions; (b) Point and interval estimation, sufficiency, and hypothesis testing. Must be taken in a,b sequence. Prerequisites: (a) MATH 250; (b) STAT 480a.

481-3 DESIGN AND ANALYSIS OF EXPERIMENTS. Designs for experimentation and their statistical inference. One-way, two-way classifications; complete and incomplete block designs. Factorial and fractional factorial designs. Response surface designs. Prerequisite: STAT 380, 480a,b, or consent of instructor.

482-3 REGRESSION ANALYSIS. Inference in simple, multiple, polynomial, and non-linear regression. Stepwise regression, subset selection, residual analysis, transformations and diagnostics. Prerequisite: STAT 380, 480a,b, or consent of instructor.

483-3 SAMPLE SURVEYS. Simple random sampling, stratified sampling, one-stage and two-stage cluster sampling. Ratio, regression, and difference estimation. Estimation of population size. Prerequisite: STAT 380, 480a,b, or consent of instructor.

484-3 RELIABILITY ENGINEERING. (Same as IME 463) Probabilistic models for the reliability of coherent systems. Statistical models for lifetimes of components and repairable systems. Reliability estimation and prediction. MIL standards. Prerequisite: STAT 480a,b, or IME 365.

485-3 STOCHASTIC PROCESSES. Markov chains with applications. Poisson processes. Markov processes with discrete states in continuous time. Renewal theory and queuing theory. Brownian motion and stationary processes. Prerequisite: STAT 480a,b.

486-3 ACTUARIAL MATHEMATICS. Utility theory, risk models and survival distributions, life tables. Life insurance models, life annuities, premium calculation, valuation theory for pension plans. Prerequisite: MATH 340 and either 380 or 480a.

488-3 DESIGN AND CONTROL OF QUALITY SYSTEMS. (Same as IME 465) Quality design by experimental design, determination of process capability, quality control using statistical control charts, acceptance sampling. Prerequisite: STAT 480a,b or IME 365.

495-1 to 3 INDEPENDENT STUDY. Research and reading in specified area of interest such as analysis of variance, design of experiments, estimation, testing hypotheses, linear models, robust procedures, reliability. May be repeated to a maximum of 9 hours. Prerequisites: written consent of adviser and instructor.

535-3 STATISTICS CONTENT, PEDAGOGY, AND CONNECTIONS. A focused look at data analysis and probability, best practices in pedagogy, and connections to other areas. Within the Department of Mathematics and Statistics credit can only be earned for the Postsecondary Mathematics Education specialization. Prerequisites: STAT 244 or higher with a C or better and MATH 250 with a C or better or consent of instructor.

575-3 STATISTICAL COMPUTING. Numerical methods for statistical analysis. Numerical linear algebra for multiple regression. Unconstrained optimization for approximation of maximum likelihood estimates. Numerical integration and function approximation. Prerequisites: STAT 480a,b; MATH 465; 466.

579-3 DISCRETE MULTIVARIATE ANALYSIS. Models for discrete data, two dimensional and higher dimensional tables. Categorical data analysis, chi-square goodness of fit tests. Maximum likelihood estimation of parameters. Prerequisite: STAT 480a,b or consent of instructor.

581-3 ADVANCED EXPERIMENTAL DESIGN. Robust design and Taguchi's methods. Orthogonal arrays and first-order models. Steepest ascent. Response surface designs including central composite and Box-Behnken designs. Prerequisites: STAT 480a,b; 482.

582-3 LINEAR MODELS. Matrix algebra, quadratic forms and their distributions, estimation, hypothesis testing for full rank model; estimation and testing for less than full rank model. Prerequisites: STAT 480a,b; 482.

583-3 SURVEY SAMPLING. Methods of designing and analyzing survey investigation: simple random, stratified, multistage, cluster sampling; data quality; validity and efficient sample plans; reading and project assignments. Prerequisites: STAT 380, or both FIN 320 and MS 251.

584-3 RELIABILITY THEORY. Reliability of complex systems. Statistical analysis of methods for reliability. Statistical analysis of models for repairable systems, including the nonhomogeneous Poisson process. Accelerated life testing. Prerequisites: STAT 480a,b; 484.

588-3 ADVANCED QUALITY CONTROL. Concepts of quality, models for production processes, analysis and application of control charts, acceptance sampling. Prerequisite: STAT 480a,b or consent of instructor.

589-3 MULTIVARIATE ANALYSIS. Matrix algebra, multivariate normal distribution, inference for a mean vector, comparison of several mean vectors, principal components, clustering, discrimination and classification. Prerequisite: STAT 480a,b or consent of instructor.

590-1 to 3 SEMINAR. Intensive study of topics such as analysis of variance, design of experiments, estimation, nonparametric methods, robust procedures, linear models, reliability. May be repeated to a maximum of 18 hours. Prerequisite: written consent of adviser and instructor.

595-1 to 3 SPECIAL PROJECTS. Independent study in topics such as analysis of variance, experimental design, estimation, linear models, multivariate analysis, nonparametric statistics, quality control, reliability. May be used to satisfy research paper requirement for MS degree. May be repeated to a maximum of 7 hours. Prerequisite: written consent of research adviser.

599-1 to 6 THESIS. Directed research to satisfy thesis requirement. May be repeated to a maximum of 6 hours. Prerequisite: written consent of thesis adviser.

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