STAT 372 - Mathematical Statistics

3 units (fi 6)(EITHER, 3-0-0)

Laws of large numbers, weak convergence, some asymptotic results, delta method, maximum likelihood estimation, testing, UMP tests, LR tests, nonparametric methods (sign test, rank test), robustness, statistics and their sensitivity properties, prior and posterior distributions, Bayesian inference, conjugate priors, Bayes estimators. Prerequisites: STAT 266 or STAT 276.

STAT 371 - Probability and Stochastic Processes

3 units (fi 6)(EITHER, 3-0-0)

Problem solving of classical probability questions, random walk, gambler's ruin, Markov chains, branching processes. Selected topics of the instructor's choice. Prerequisite: STAT 265. Note: Credit can be obtained in at most one of STAT 281 or STAT 371.

STAT 479 - Time Series Analysis

3 units (fi 6)(EITHER, 3-0-0)

Stationary series, spectral analysis, models in time series: autoregressive, moving average, ARMA and ARIMA. Smoothing series, computational techniques and computer packages for time series. Prerequisites: STAT 372 and 378. Note: This course may only be offered in alternate years.