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Probability/Stochastic Analysis

Year 1 and 2:

Students should complete the following 7 courses as a basic requirement.

STAT 530: Probability 

STAT 541: Statistical Methodology 

STAT 550: Mathematical Statistics

STAT 531: Stochastic Processes 

STAT 542: Bayesian Methods and Computation 

STAT 551: Linear Statistical Models

STAT 552: Advanced Mathematical Statistics (includes asymptotic theory)

 

Qualifying Exam and Second Year Paper:

Students should take and pass the Statistics Qualifying exam. Statistics doctoral students normally take this exam following their first year of study, but other arrangements can be made for AMCS students. This exam covers the material of the first six courses listed above. Students in the Statistics doctoral program are required to write a Second Year Research Paper, and this will be part of the requirement also for students from AMCS who wish to be supervised as students in Statistics and Probability. This is typically done during the summer following the second year of study.

 

Following this

Students should choose appropriate elective courses and directed reading and research according to their interests, under the guidance of their academic advisor. Typically a minimum of 5 additional regular courses with a primary focus on statistics and probability would be required. These should be chosen depending on the student’s interests in areas of theory and application of statistics and probability. With advisor’s approval they may be selected from among courses offered by various departments including Statistics, Mathematics, Computer Science, Biostatistics and Biology. Academic advisors may require additional courses in statistics, probability or application areas depending on the students major interests.