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| Course: | STT 200 Statistical Methods | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 4
3(4-0)
| | Prerequisite: | (MTH 103 or MTH 110 or MTH 116 or MTH 124 or MTH 132 or LB 118) or designated score on Mathematics Placement test | | Not open to students with credit in: | STT 201 or STT 315 or STT 421 | | Description: | Data analysis, probability models, random variables, estimation, tests of hypotheses, confidence intervals, and simple linear regression. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 201 Statistical Methods | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 4 Lecture/Recitation/Discussion Hours: 3 Lab Hours: 2
4(3-2)
| | Prerequisite: | (MTH 103 or MTH 110 or MTH 116 or MTH 124 or MTH 132 or LB 118) or designated score on Mathematics Placement test | | Not open to students with credit in: | STT 200 or STT 315 or STT 421 | | Description: | Probability and statistics with computer applications. Data analysis, probability models, random variables, tests of hypotheses, confidence intervals, simple linear regression. Weekly lab using statistical software. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 224 Introduction to Probability and Statistics for Ecologists | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 2 Lab Hours: 2
3(2-2)
| | Prerequisite: | MTH 103 or MTH 116 or (MTH 124 or concurrently) or (MTH 132 or concurrently) or (MTH 152H or concurrently) or (LB 118 or concurrently) | | Recommended Background: | BS 110 or BS 148H or LB 144 | | Not open to students with credit in: | STT 231 | | Description: | Probability and statistics with computer applications for the analysis, interpretation and presentation of ecological data. Data analysis, probability models, random variables, estimation, confidence intervals, test of hypotheses, and simple linear regression with applications to ecology.
| | Semester Alias: | FW 324 | | Interdepartmental With: | Fisheries and Wildlife | | Administered By: | Statistics and Probability | | Effective Dates: | SUMMER 2009 - Open | | View all versions of this course |
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| Course: | STT 231 Statistics for Scientists | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | MTH 124 or MTH 132 or MTH 152H or LB 118 | | Restrictions: | Open to students in the College of Natural Science and open to students in the Lyman Briggs College. | | Description: | Calculus-based course in probability and statistics. Probability models, and random variables. Estimation, confidence intervals, tests of hypotheses, and simple linear regression with applications in sciences. | | Semester Alias: | STT 331 | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 290 Topics in Statistics and Probability | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Variable from 1 to 3
| | Recommended Background: | MTH 103 | | Restrictions: | Approval of department. | | Description: | Individualized study of selected topics. | | Effective Dates: | FALL 1999 - Open | | View all versions of this course |
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| Course: | STT 315 Introduction to Probability and Statistics for Business | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 4
3(4-0)
| | Prerequisite: | MTH 124 or MTH 132 or MTH 152H or LB 118 | | Not open to students with credit in: | STT 200 or STT 201 or STT 421 | | Description: | A first course in probability and statistics primarily for business majors. Data analysis, probability models, random variables, confidence intervals, and tests of hypotheses with business applications. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | MKT 317 Quantitative Business Research Methods | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3 Lab Hours: 1
3(3-1)
| | Prerequisite: | STT 315 | | Restrictions: | Open to juniors or seniors in the Eli Broad College of Business and The Eli Broad Graduate School of Management and not open to undergraduate students in the School of Hospitality Business. | | Description: | Application of statistical techniques, including forecasting, to business decision making. Includes applications of linear regression and correlation, analysis of variance, selected non-parametric tests, time series, and index numbers. | | Semester Alias: | MSC 317 | | Interdepartmental With: | Statistics and Probability | | Administered By: | Marketing | | Effective Dates: | FALL 2009 - Open | | View all versions of this course |
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| Course: | STT 351 Probability and Statistics for Engineering | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | MTH 234 or MTH 254H or LB 220 | | Not open to students with credit in: | STT 430 | | Description: | Probability models and random variables. Estimation, confidence intervals, tests of hypotheses, simple linear regression. Applications to engineering. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 371 Statistical Biology | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | (MTH 132 or LB 118 or approval of department) and (STT 231 or STT 351 or STT 421 or STT 441 or STT 464 or approval of department) and (BS 110 or BS 111 or BS 148H or BS 149H or LB 144 or LB 145 or LB 148H or LB 149H) | | Description: | Probability models in biological systems. Design and analysis of biological experiments including ANOVA models. Multiple testing. Classification and clustering for genomic and proteomic data. Computational software packages. Internet-based query systems. | | Interdepartmental With: | Mathematics | | Administered By: | Statistics and Probability | | Effective Dates: | FALL 2007 - Open | | View all versions of this course |
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| Course: | STT 421 Statistics I | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | MTH 103 or MTH 110 or MTH 116 | | Not open to students with credit in: | STT 200 or STT 201 or STT 315 | | Description: | Basic probability, random variables, and common distributions. Estimation and tests for one-, two-, and paired sample problems. Introduction to simple linear regression and correlation, one-way ANOVA. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 422 Statistics II | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 421 | | Not open to students with credit in: | STT 464 | | Description: | Goodness of fit and other non-parametric methods. Linear models including multiple regression and ANOVA for simple experimental designs. | | Effective Dates: | FALL 1999 - Open | | View all versions of this course |
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| Course: | STT 430 Introduction to Probability and Statistics | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | MTH 234 or concurrently | | Not open to students with credit in: | STT 351 | | Description: | Calculus-based probability and statistics with applications. Discrete and continuous random variables and their expectations. Point and interval estimation, tests of hypotheses, and simple linear regression. | | Effective Dates: | FALL 2006 - Open | | View all versions of this course |
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| Course: | STT 441 Probability and Statistics I: Probability | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | MTH 234 or MTH 254H or LB 220 | | Description: | Probability models and basic statistics at an intermediate mathematical level. Discrete, continuous, univariate, and multivariate distributions. Random variables. Normal approximation. Sampling distributions, parameter estimation, and elementary tests of hypotheses. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 442 Probability and Statistics II: Statistics | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 441 and (MTH 309 or MTH 314 or MTH 415) | | Description: | Estimation, testing hypotheses and simple and multiple regression analysis. Time series: ARMA (Auto Regressive Moving Average) and ARIMA (Auto Regressive Integrated Moving Average) models, data analysis and forecasting. | | Effective Dates: | FALL 2006 - Open | | View all versions of this course |
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| Course: | STT 455 Actuarial Models | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 441 and MTH 360 | | Description: | Stochastic models used in insurance. Survival distributions, life insurance, life annuities, benefit premiums, benefit reserves, and analysis of benefit reserves. | | Interdepartmental With: | Mathematics | | Administered By: | Statistics and Probability | | Effective Dates: | SPRING 2006 - Open | | View all versions of this course |
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| Course: | STT 461 Computations in Probability and Statistics | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | CSE 131 and STT 441 and (MTH 309 or MTH 314) | | Description: | Computer algorithms for evaluation, simulation and visualization. Sampling and prescribed distributions. Robustness and error analysis of procedures used by statistical packages. Graphics for data display, computation of probabilities and percentiles. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 464 Statistics for Biologists | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 421 | | Description: | Biological random variables. Estimation of population parameters. Testing hypotheses. Linear correlation and regression. Analyses of counted and measured data to compare several biological groups including contingency tables and analysis of variance. | | Interdepartmental With: | Animal Science, Crop and Soil Sciences | | Administered By: | Statistics and Probability | | Effective Dates: | SUMMER 2005 - Open | | View all versions of this course |
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| Course: | STT 481 Issues in Statistical Practice | | Semester: | Spring of every year | | Credits: | Total Credits: 1 Lecture/Recitation/Discussion Hours: 1
1(1-0)
| | Prerequisite: | Completion of Tier I writing requirement. | | Restrictions: | Open only to seniors in the Department of Statistics. | | Description: | Selected readings and projects illustrating special problems encountered by professional statisticians in their roles as consultants, educators, and analysts. | | Effective Dates: | FALL 1999 - Open | | View all versions of this course |
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| Course: | STT 490 Directed Study of Statistical Problems | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Variable from 1 to 3
| | Reenrollment Information: | A student may earn a maximum of 9 credits in all enrollments for this course. | | Restrictions: | Open only to juniors or seniors in the Department of Mathematics or Department of Statistics and Probability. Approval of department. | | Description: | Individualized study of selected topics. | | Effective Dates: | FALL 1999 - Open | | View all versions of this course |
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| Course: | STT 801 Design of Experiments | | Semester: | Fall of even years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 422 or STT 442 or STT 471 | | Description: | Blocking and randomization. Split-plot, latin square and factorial designs. Fractional factorial designs, aliasing and confounding of effects. Mixture and central composite designs and response surface exploration. Clinical trials. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | EPI 808 Biostatistics I | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | College-level algebra. | | Restrictions: | Open to masters students or doctoral students in the Epidemiology major or approval of department. | | Description: | Applications of probability and statistics in the applied health sciences. Probability distributions, estimation and tests for one-, two-, and paired samples, linear regression, correlation, and ANOVA. Use of statistical software. Critical appraisal of statistical methods in the biomedical literature.
| | Semester Alias: | STT 425 | | Interdepartmental With: | Statistics and Probability | | Administered By: | Epidemiology | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | EPI 809 Biostatistics II | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | EPI 808 | | Recommended Background: | MTH 103 or MTH 110 or MTH 116 | | Restrictions: | Open to masters students or doctoral students in the Epidemiology major or approval of department. | | Description: | Analysis of categorical data in epidemiologic studies. Contingency tables and logistic regression. | | Semester Alias: | STT 426 | | Interdepartmental With: | Statistics and Probability | | Administered By: | Epidemiology | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 814 Advanced Statistics for Biologists | | Semester: | Spring of every year | | Credits: | Total Credits: 4 Lecture/Recitation/Discussion Hours: 3 Lab Hours: 2
4(3-2)
| | Recommended Background: | STT 464 | | Description: | Concepts of reducing experimental error for biological and agricultural research. Covariance, randomized block designs, latin squares, split plots, repeated-measures designs, regression applications, and response surface designs. Analyses using statistical software. | | Interdepartmental With: | Animal Science, Crop and Soil Sciences | | Administered By: | Statistics and Probability | | Effective Dates: | SPRING 2006 - Open |
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| Course: | EC 820A Econometrics IA | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Restrictions: | Open only to doctoral students in the Economics major or the Department of Agricultural Economics or the Business Administration major or approval of department. | | Description: | Statistical tools for econometrics. Applications of statistical tools,including probability distributions, estimation, hypothesis testing, and maximum likelihood to econometric problems. | | Interdepartmental With: | Statistics and Probability | | Administered By: | Economics | | Effective Dates: | SUMMER 2002 - Open |
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| Course: | EC 821A Cross Section and Panel Data Econometrics I | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | EC 820B | | Description: | Analyses of systems of equations, panel data models, instrumental variables and generalized method of moments, M-estimation, quantile regression, maximum likelihood estimation, binary and multinomial response models, Tobit and two-part models, and other selected topics. | | Semester Alias: | EC 821 | | Interdepartmental With: | Agricultural Economics, Finance, Statistics and Probability | | Administered By: | Economics | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | EC 821B Cross Section and Panel Data Econometrics II | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Description: | Analyses of quasi-maximum likelihood estimation, count data models, fractional response models, duration models, sample selection and attrition, stratified sampling, estimating treatment effects, stochastic frontier models, and other advanced topics. | | Interdepartmental With: | Agricultural Economics, Finance, Statistics and Probability | | Administered By: | Economics | | Effective Dates: | FALL 2008 - Open |
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| Course: | EC 822A Time Series Econometrics I | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | EC 820B | | Description: | Analyses of time series regression, stationary time series analysis, ARMA models, Wold decomposition, spectral analysis, vector autoregressions, generalized method of moments, functional central limit theorem, nonstationary time series, unit root processes, cointegration, and other advanced topics. | | Semester Alias: | EC 822 | | Interdepartmental With: | Agricultural Economics, Finance, Statistics and Probability | | Administered By: | Economics | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | EC 822B Time Series Econometrics II | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | EC 822A | | Description: | Analyses of multivariate time series, time series volatility models, long memory, nonlinear time series models, and other advanced topics. | | Interdepartmental With: | Agricultural Economics, Finance, Statistics and Probability | | Administered By: | Economics | | Effective Dates: | FALL 2008 - Open |
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| Course: | STT 825 Sample Surveys | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 422 or STT 442 or STT 862 | | Description: | Application of statistical sampling theory to survey designs. Simple random, stratified, and systematic samples. Sub-sampling, double sampling. Ratio and regression estimators. | | Effective Dates: | FALL 1995 - Open |
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| Course: | STT 843 Multivariate Analysis | | Semester: | Spring of even years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 442 or STT 862 | | Not open to students with credit in: | FW 850 | | Description: | Multivariate normal distribution, tests of hypotheses on means, multivariate analysis of variance. Discriminant analysis. Principal components. Factor analysis. Analysis of frequency data. | | Effective Dates: | SUMMER 2007 - Open | | View all versions of this course |
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| Course: | STT 844 Time Series Analysis | | Semester: | Spring of odd years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 442 or STT 862 | | Description: | Stationary time series. Autocorrelation and spectra. ARMA and ARIMA processes: estimation and forecasting. Seasonal ARIMA models. Identification and diagnostic techniques. Multivariate time series. Time series software. | | Effective Dates: | FALL 2004 - Open | | View all versions of this course |
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| Course: | STT 847 Analysis of Survival Data | | Semester: | Spring of odd years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 422 or STT 442 or STT 862 | | Description: | Analysis of lifetime data. Estimation of survival functions for parametric and nonparametric models. Censored data. The Cox proportional hazards model. Accelerated failure time models. Frailty models. Use of statistical software packages. | | Interdepartmental With: | Epidemiology | | Administered By: | Statistics and Probability | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | FW 850 Applied Multivariate Statistical Methods | | Semester: | Spring of even years | | Credits: | Total Credits: 4 Lecture/Recitation/Discussion Hours: 3 Lab Hours: 2
4(3-2)
| | Recommended Background: | (STT 422 or concurrently) and MTH 314 | | Description: | Application of multivariate methods to research problems. Hotelling's T-test, profile analysis, discriminant analysis, canonical correlation, principal components, principal coordinates, correspondence analysis, and cluster analysis. | | Semester Alias: | FOR 976 | | Interdepartmental With: | Statistics and Probability | | Administered By: | Fisheries and Wildlife | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 855 Statistical Genetics | | Semester: | Fall of odd years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 442 or STT 862 | | Description: | Probabilistic and statistical methods for genetic linkage and association studies. Quantitative trait locus mapping. | | Effective Dates: | FALL 2007 - Open |
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| Course: | STT 861 Theory of Probability and Statistics I | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | MTH 320 or concurrently | | Description: | Discrete and continuous random variables and vectors. Important probability models. Inequalities and limit laws. Sampling distributions and functions of random vectors. Statistical inference. | | Effective Dates: | FALL 1995 - Open |
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| Course: | STT 862 Theory of Probability and Statistics II | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 861 and (MTH 415 or concurrently) | | Description: | Statistical inference: sufficiency, likelihood, estimation, and tests of hypotheses in parametric and nonparametric cases. Linear models, goodness of fit, and other topics. | | Effective Dates: | SPRING 2006 - Open | | View all versions of this course |
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| Course: | STT 863 Applied Statistics Methods I | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | (STT 442 or STT 862) and (MTH 415 or concurrently) | | Description: | Application of regression models including simple and multiple regression, model diagnostics, model selection, one- and two-way analysis of variance, mixed effects models, randomized block designs, and logistic regression. | | Semester Alias: | STT 841 | | Effective Dates: | SPRING 2006 - Open | | View all versions of this course |
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| Course: | STT 864 Applied Statistical Methods II | | Semester: | Spring of odd years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 863 | | Description: | Generalized linear models, loglinear models, hierarchical models, repeated measures, discriminant analysis and classification, clustering, regression, classification trees, selected nonparametric methods. | | Effective Dates: | FALL 2004 - Open |
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| Course: | STT 865 Modern Statistical Methods | | Semester: | Spring of even years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 863 | | Description: | Modern statistical methods. Applicability and computer implementation. Resampling methods, including the bootstrap. Markov chain Monte Carlo methods. Survival analysis. Nonparametric curve estimation. | | Effective Dates: | SUMMER 2005 - Open | | View all versions of this course |
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| Course: | GEO 866 Spatial Data Analysis | | Semester: | Fall of every year | | Credits: | Total Credits: 4 Lecture/Recitation/Discussion Hours: 3 Lab Hours: 2
4(3-2)
| | Recommended Background: | (GEO 463 or STT 421 or STT 430) or or equivalent quantitative methods courses | | Description: | Theory and techniques for statistical analysis of point patterns, spatially continuous data, and data in spatial zones. | | Semester Alias: | GEO 466 | | Interdepartmental With: | Statistics and Probability | | Administered By: | Geography | | Effective Dates: | FALL 2009 - FALL 2009 | | View all versions of this course |
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| Course: | GEO 866 Spatial Data Analysis | | Semester: | Fall of every year | | Credits: | Total Credits: 4 Lecture/Recitation/Discussion Hours: 3 Lab Hours: 2
4(3-2)
| | Recommended Background: | (GEO 363 or STT 421 or STT 430) or equivalent quantitative methods courses. | | Description: | Theory and techniques for statistical analysis of point patterns, spatially continuous data, and data in spatial zones. | | Semester Alias: | GEO 466 | | Interdepartmental With: | Statistics and Probability | | Administered By: | Geography | | Effective Dates: | SPRING 2009 - Open | | View all versions of this course |
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| Course: | STT 871 Theory of Statistics I | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | (MTH 828 or concurrently) and (STT 881 or concurrently) | | Description: | Empirical distributions, quantiles, Glivenko-Cantelli Theorem. Important distributions and families. Convergences, Slutsky Theorem, asymptotics of differentiable functions. Basic concepts of decision theory. Confidence sets. Some basic statistical methods. | | Effective Dates: | SUMMER 1995 - Open |
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| Course: | STT 872 Theory of Statistics II | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 871 and (STT 882 or concurrently) | | Description: | Theory of Neyman Pearson tests and extensions. Convex loss estimation, best unbiased estimates, sufficient statistics, information lower bounds. Extensive application to linear models. LAN families and applications to estimation and tests. | | Effective Dates: | SUMMER 1995 - Open |
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| Course: | STT 881 Theory of Probability I | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | MTH 828 or concurrently | | Description: | Measures and their extensions, integration, and convergence theorems. Product measures, Lebesgue decomposition, transition probabilities, Kolmogorov consistency theorem. Independence. Classical limit theorems for partial sums. | | Effective Dates: | FALL 1995 - Open |
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| Course: | STT 882 Theory of Probability II | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 881 | | Description: | Conditional expectation, martingales, stationary processes. Brownian motion, convergence in distribution, and the invariance principle. | | Effective Dates: | SPRING 1995 - Open |
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| Course: | STT 886 Stochastic Processes and Applications | | Semester: | Fall of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 441 or STT 861 | | Description: | Markov chains and their applications in both discrete and continuous time, including classification of states, recurrence, limiting probabilities. Queuing theory, Poisson process and renewal theory. | | Effective Dates: | FALL 2000 - Open |
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| Course: | STT 888 Stochastic Models in Finance | | Semester: | Spring of even years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 441 or STT 861 | | Description: | Stochastic models used in pricing financial derivatives. Discrete-time models. Brownian motion. Stochastic integrals and Ito's formula. Basic Black-Scholes model. Risk neutral distribution. European and American options. Exotic options. Interest rate market, futures, and interest rate options. | | Semester Alias: | STT 887 | | Effective Dates: | FALL 2007 - Open | | View all versions of this course |
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| Course: | STT 890 Statistical Problems | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Variable from 1 to 3
| | Reenrollment Information: | A student may earn a maximum of 24 credits in all enrollments for this course. | | Restrictions: | Approval of department. | | Description: | Individualized study on selected problems. | | Effective Dates: | FALL 1992 - Open |
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| Course: | STT 899 Master's Thesis Research | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Variable from 1 to 6
| | Reenrollment Information: | A student may earn a maximum of 36 credits in all enrollments for this course. | | Restrictions: | Approval of department. | | Description: | Master's thesis research. | | Effective Dates: | SUMMER 2002 - Open | | View all versions of this course |
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| Course: | MGT 914 Applied Regression Models in Business Research | | Semester: | Spring of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | (STT 430 or STT 441) or or equivalent | | Restrictions: | Open only to Ph.D. students in the College of Business or approval of department. | | Description: | Seminar on design and analysis of regression-based statistical models. Modeling issues arising in business research. | | Interdepartmental With: | Statistics and Probability | | Administered By: | Management | | Effective Dates: | SUMMER 2005 - Open | | View all versions of this course |
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| Course: | EPI 920 Advanced Methods in Epidemiology and Applied Statistics | | Semester: | Spring of even years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Prerequisite: | EPI 826 | | Description: | Pattern recognition and cluster analysis, longitudinal data analysis, path analysis, repeated measures and time-series analysis. | | Interdepartmental With: | Statistics and Probability | | Administered By: | Epidemiology | | Effective Dates: | FALL 2002 - Open |
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| Course: | STT 953 Asymptotic Theory | | Semester: | Fall of even years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 872 | | Description: | Asymptotics of M- and R- estimators. Asymptotically efficient and adaptive procedures. | | Effective Dates: | FALL 2007 - Open | | View all versions of this course |
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| Course: | STT 954 Semi-Nonparametric Inference | | Semester: | Fall of odd years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 872 | | Description: | Robust procedures in regression and time series settings, nonparametric curve estimation, survival analysis in non- and semi-parametric models. | | Effective Dates: | SUMMER 2005 - Open | | View all versions of this course |
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| Course: | STT 961 Convergence of Measures and Stochastic Processes | | Semester: | Spring of odd years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 882 | | Description: | Convergence of measures on metric spaces. Prohorov's theorem. Function spaces with the uniform and Skorokhod metric. Empirical processes. Weak convergence of Martingales. Applications. | | Effective Dates: | FALL 2008 - Open | | View all versions of this course |
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| Course: | STT 964 Stochastic Analysis | | Semester: | Spring of even years | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Recommended Background: | STT 882 | | Description: | Stochastic integrals and semi-martingales, Ito formula, stochastic differential equations. Applications. | | Effective Dates: | SPRING 1995 - Open |
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| Course: | STT 990 Problems in Statistics and Probability | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Variable from 1 to 3
| | Reenrollment Information: | A student may earn a maximum of 6 credits in all enrollments for this course. | | Recommended Background: | STT 872 | | Restrictions: | Approval of department. | | Description: | Individual study on an advanced topic in statistics or probability. | | Effective Dates: | FALL 1996 - Open |
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| Course: | STT 996 Advanced Topics in Probability | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Reenrollment Information: | A student may earn a maximum of 15 credits in all enrollments for this course. | | Recommended Background: | STT 882 | | Restrictions: | Approval of department. | | Description: | Current topics in probability. | | Effective Dates: | FALL 2004 - Open |
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| Course: | STT 997 Advanced Topics in Statistics | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
3(3-0)
| | Reenrollment Information: | A student may earn a maximum of 15 credits in all enrollments for this course. | | Recommended Background: | STT 872 | | Restrictions: | Approval of department. | | Description: | Topics selected from non- and semi parametric statistics, multivariate analysis, time series analysis, Bayesian statistics, regression and kernel estimation, and other topics in advanced statistics. | | Effective Dates: | FALL 2004 - Open |
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| Course: | STT 999 Doctoral Dissertation Research | | Semester: | Fall of every year, Spring of every year, Summer of every year | | Credits: | Variable from 1 to 24
| | Reenrollment Information: | A student may earn a maximum of 120 credits in all enrollments for this course. | | Restrictions: | Approval of department. | | Description: | Doctoral dissertation research. | | Effective Dates: | SUMMER 2002 - Open | | View all versions of this course |
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Definitions of Course Characteristics |
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