Spring
Spring
STAT 5213 Bayesian Analysis (A First Course in Bayesian Statistical Methods, Peter Hoff; Bayesian Computations with R, Jim Albert)
Fundamentals of Bayesian statistics, one-parameter models, multi-parameter models, Markov chain Monte Carlo, Bayesian hierarchical models, linear models, model comparison, Bayesian nonparametrics.
STAT 5133 Stochastic Processes (Introduction to Probability Models, 10th ed. Sheldon M Ross)
(Every other year)
Conditional probability, Markov chains, Poisson process, renewal theory, queueing theory, reliability theory, Brownian motion.
STAT 5513 Multivariate Analysis (Multivariate Statistical Inference and Applications. Alvin Rencher)
(Every other year)
Theory of multivariate analysis, Multivariate normal distribution, Wishart distribution, Hotelling's T-square, classification problems, discriminate analysis, principle component analysis, factor analysis, covariance estimation, graphical models.
STAT 5053 Time Series Analysis (Time Series Analysis with Applications in R, J.D. Cryer and K.S. Chan)
Trends, stationary time series, ARMA models, non-stationary time series, ARIMA models, model specification, parameter estimation, forecasting, seasonal models.
STAT 5033 Nonparametric Statistics (Nonparametric Statistical Methods, 3rd ed. Hollander, M., Wolfe, D.A. and Chicken, E.)
Nonparametric tests for one-sample, two-sample, ANOVA and association problems, bootstrap, density estimation and smoothing.