Graduate Program in Mathematical Sciences (M.S., M.A.T., Ph.D.)

Faculty

Professors: Larry P. Ammann, M. Ali Hooshyar, Louis R. Hunt, George Kimeldorf, Patrick L. Odell (Emeritus), Istvan Ozsvath, Ivor Robinson, Robert Serfling, John W. Van Ness, John Wiorkowski

Associate Professors: Raimund Ober, Janos Turi

Assistant Professors: Michael I. Baron, Tiberiu Constantinescu, Viswanath Ramakrishna

Associated Faculty: Thomas R. Butts (Science/Mathematics Education)

Senior Lecturers: Frank R. Allum, Joanna R. Robinson, H. Edward Stone

Objectives

The Mathematical Sciences program at The University of Texas at Dallas offers graduate study in four majors: applied mathematics, engineering mathematics, mathematics, and statistics. The degree programs offer students the opportunity to prepare for careers in these disciplines themselves or in any of the many other fields for which these disciplines are such indispensable tools. As other sciences develop, problems which require the use of these tools are numerous and pressing.

In addition to a wide range of courses in mathematics and statistics, the Mathematical Sciences Program offers a unique selection of courses that consider theoretical and computational aspects of engineering and scientific problems. This orientation is enhanced by the activities of the Center for Engineering Mathematics in which faculty members of both the Program in Mathematical Sciences and the Erik Jonsson School of Engineering and Computer Science work in an interdisciplinary effort on engineering problems.

Degree Programs

Master of Science

The Master of Science degree program is designed for persons seeking specializations in applied mathematics, engineering mathematics, mathematics, or statistics.

Doctor of Philosophy

The Doctor of Philosophy degree program covers two basic areas of concentration: statistics, and applied mathematics. The curriculum also includes optional emphasis on applications to engineering problems.

Master of Arts in Teaching

(Administered by Science/Mathematics Education Program)

The Master of Arts in Teaching degree program, which stresses both the art of teaching and advanced knowledge of mathematics, is designed for persons who are teaching in grades 6-12. The Master of Science degree (above) is available for those teachers in grades 6-12 who wish to significantly increase their knowledge in the mathematical sciences. Persons who are teaching or plan to teach mathematics and/or mathematical sciences above the remedial level at a community college or at a college or university are strongly encouraged to pursue the Master of Science degree (as a minimum since an earned doctorate is sometimes required). For information concerning the Master of Arts in Teaching in Mathematics see Science/Mathematics Education.

Facilities

Faculty and students in Mathematical Sciences have access to state-of-the-art scientific workstations and supercomputers. Faculty and staff offices in Mathematical Sciences are equipped with Sun Sparc-stations or X-terminals, and all Teaching Assistant offices are equipped with X-terminals, connected via Ethernet to the Mathematical Sciences' three Sun SPARCserver 10's. Two of the SPARCserver 10's are servers for the X-terminals, while the third SPARCserver 10 is configured for large computational projects. Mathematical Sciences students also have direct access to the Center for Engineering Mathematics, which has additional Sun Sparcstations and X-terminals. A large collection of mathematical and statistical software is maintained on the SPARCserver 10's for educational and research use. Mathematical Sciences also has access via the Academic Computer Center to Silicon Graphics graphical workstations and to The University of Texas System Cray Y-MP supercomputer.

The Center for Engineering Mathematics, a joint organization of the Programs in Mathematical Sciences, School of Natural Sciences and Mathematics, and the Erik Jonsson School of Engineering and Computer Science, provides additional facilities. Its purpose is to encourage research interaction between mathematical sciences and engineering.

Specific Degree Requirements

(For general degree and admission requirements, see the sections headed "General Academic Regulations" beginning on page 22.) Specific degree requirements for students in Mathematical Sciences follow. Students lacking undergraduate prerequisites for graduate courses in their area must complete these prerequisites or receive approval from the graduate adviser and the course instructor before registering.

Master of Science

Students seeking a Master of Science in Mathematical Sciences must complete a total of 12 three-credit hour courses. In some cases a three-credit hour waiver is approved for good mathematics background. The student may choose a thesis plan or a non-thesis plan. In the thesis plan, the thesis replaces two elective courses with completion of an approved thesis (six thesis hours). The thesis is directed by a Supervising Professor and must be approved by the Head of the Mathematical Sciences Program.

Each student must meet a 3.3 minimum GPA requirement in the set of core courses listed below corresponding to the student's area of concentration, OR must earn a 3.0 minimum GPA in the courses listed for the student's program as a whole plus a 6000/7000 level approved elective course taken beyond the degree program requirements.

Applied Mathematics, Engineering Mathematics, or Mathematics Major

Students seeking a Master of Science in Mathematical Sciences with concentration in Applied Mathematics, Engineering Mathematics, or Mathematics must complete the following core courses:

MATH 6301 Real Analysis I

MATH 6302 Real Analysis II, or

MATH 6331 Linear Systems and Signals

MATH 6315 Ordinary Differential Equations I

MATH 6303 Theory of Complex Functions I

MATH 6311 Abstract Algebra I

MATH 6313 Numerical Analysis I

Additional requirements for each of the above concentrations are as follows.

Applied Mathematics Major

A minimum of three courses from the following:

MATH 6314 Numerical Analysis II

MATH 6316 Ordinary Differential Equations II

MATH 7313 Partial Differential and Integral Equations I

MATH 7316 Wave Propagation with Applications

MATH 7317 Inverse Problems and Applications

MATH 7318 Numerical Analysis of Differential Equations

STAT 6341 Numerical Linear Algebra and Statistical Computing

Engineering Mathematics Major

A minimum of three courses from the following:

MATH 6332 Advanced Control

MATH 6336 Nonlinear Control Systems

MATH 6339 Control of Distributed Parameter Systems

STAT 7338 Time Series Modeling and Filtering

STAT 6347 Applied Time Series Analysis

MATH 7316 Wave Propagation with Applications

MATH 7317 Inverse Problems and Applications

Mathematics Major

A minimum of two courses from the following:

MATH 6304 Theory of Complex Functions II

MATH 6306 General Topology

MATH 7301 Differential Geometry

MATH 7313 Partial Differential and Integral Equations I

MATH 7319 Functional Analysis I

MATH 7320 Functional Analysis II

Statistics Major

Students seeking a Master of Science in Mathematical Sciences with a major in Statistics must complete the following core courses:

STAT 6331 Statistical Inference I

STAT 6337-38 Statistical Methods I, II

STAT 6339 Linear Statistical Models

STAT 6341 Numerical Linear Algebra and Statistical Computing

and one course from each of any two of the following sets of courses:

{STAT 6348, STAT 7331} Multivariate Analysis

{STAT 6347, STAT 7338} Time Series Analysis

{STAT 6329, STAT 6343} Stochastic Processes or Experimental Design

Students must choose remaining courses from among the following electives:

MATH 6301 (strongly recommended), MATH 6302, MATH 6313, MATH 6331 or any 6300- 7300-level statistics courses. Also, a maximum of two of the following prerequisite 5000-level courses may be counted as electives: MATH 5301, 5302, Elementary Analysis I, II and STAT 5351, 5352 Probability and Statistics I, II.

Other Electives

The remaining required credit hours are electives approved by the graduate adviser. Typically these electives are 6000 and 7000 level mathematical sciences courses. Courses from other disciplines may also be used upon approval.

Substitutions for required courses may be made if approved by the graduate adviser. Instructors may waive stated prerequisites for students with equivalent experience.

Doctor of Philosophy

Each Doctor of Philosophy degree program is tailored to the student. The student must arrange a course program with the guidance and approval of the graduate adviser. Adjustments can be made as the student's interests develop and a specific dissertation topic is chosen.

Core Courses

MATH 6301 Real Analysis I

MATH 6302 Real Analysis II, or MATH 6331 Linear Systems and Signals

STAT 6331 Statistical Inference I

STAT 6344 Probability Theory

Applied Mathematics Major

MATH 6303 Theory of Complex Functions I

MATH 6306 General Topology

MATH 6311 Abstract Algebra I

MATH 6313 Numerical Analysis I

MATH 6315, 6316 Ordinary Differential Equations I, II

MATH 7319, 7320 Functional Analysis I, II

MATH 7313 Partial Differential and Integral Equations I

Statistics Major

STAT 6332 Statistical Inference II

STAT 6337, 6338 Statistical Methods I, II

STAT 6339 Linear Statistical Models

STAT 7330 Decision Theory

STAT 7331 Multivariate Analysis

STAT 7334 Nonparametric Statistics

STAT 7338 Time Series Modeling and Filtering

STAT 7345 Stochastic Processes

MATH 6303 Theory of Complex Functions I, or MATH 6313 Numerical Analysis I, or MATH 6315 Ordinary Differention Equations I, or MATH 7319 Functional Analysis I

Electives and Dissertation

An additional 18-24 credit hours designed for the student's area of specialization are taken as electives in a degree plan designed by the student and the graduate adviser. This plan is subject to approval by the Program Head. After completion of the first 3 or 4 academic semesters of the course program, the student must pass a Ph.D. Qualifying Examination in order to continue on to the research and dissertation phase of the Ph.D. program. Finally, a dissertation is required and must be approved by the graduate program. Areas of specialization include:

Other specializations are possible, including interdisciplinary topics. There must be available a dissertation research adviser or group of dissertation advisers willing to supervise and guide the student. A dissertation Supervising Committee should be formed with at least four members from the Mathematical Sciences faculty. The dissertation may be in Mathematical Sciences exclusively or it may involve considerable work in an area of application.

Mathematical Sciences Course Descriptions

Mathematics and Applied Mathematics Courses

MATH 5300 Mathematics for Non-Majors

(3 semester hours) Algebraic and analytical mathematics for mathematics in the social, behavioral and management sciences. The course also prepares for MATH 5404. No credit allowed to mathematical sciences majors. (3-0)

MATH 5301 Elementary Analysis I

(3 semester hours) Real numbers, differentiation, integration, metric spaces, basic point set topology, power series, analytic functions, Cauchy's theorem. Prerequisite: calculus through multivariable calculus. (3-0)

MATH 5302 Elementary Analysis II

(3 semester hours) Continuation of MATH 5301. Prerequisite: MATH 5301. (3-0)

MATH 5404 Applied Mathematical Analysis for Non-Majors I

(4 semester hours) Techniques of mathematical analysis applicable to the social, behavioral and management sciences. Graphical representations, differential and integral calculus of one and many variables. No credit allowed to mathematical sciences majors. Three lecture hours and two discussion hours a week. Prerequisite: MATH 5300 or equivalent. (3-1)

MATH 5305 Higher Geometry for Teachers

(3 semester hours) Topics in modern Euclidean geometry including distinguished points of a triangle, circles including the nine point circle, cross ratio, transformations; introduction to projective geometry. No credit allowed to mathematical sciences majors except those in M.A.T. program. Prerequisite: Junior level mathematics course. (3-0)

MATH 5306 Non-Euclidean Geometry for Teachers

(3 semester hours) The relations among elliptic, Euclidean and hyperbolic geometries, Euclidean models of elliptic and hyperbolic geometries. No credit allowed to mathematical sciences majors except those in M.A.T. program. Prerequisite: Junior level mathematics course. (3-0)

MATH 5109-5609 Special Topics/TAGER

(1-6 semester hours) ([1-6]-0)

MATH 5311 Basic Algebraic Methods

(3 semester hours) Vector spaces, modules, linear transformations, dual spaces, groups, rings, fields. Prerequisite: Undergraduate linear algebra. (3-0)

MATH 5313 Modern Algebra for Teachers

(3 semester hours) Study of modern algebra involving groups, rings, fields and Galois theory. No credit allowed to mathematical sciences majors except those in M.A.T. program. Prerequisite: Junior level mathematics course. (3-0)

MATH 6301 Real Analysis I

(3 semester hours) Measure theory and integration. Hilbert and Banach spaces. Fourier transforms. Prerequisites: Undergraduate analysis course or MATH 5301/5302; undergraduate course in linear algebra or MATH 5311. (3-0)

MATH 6302 Real Analysis II

(3 semester hours) Continuation of MATH 6301. Prerequisite: MATH 6301. (3-0)

MATH 6303 Theory of Complex Functions I

(3 semester hours) Complex integration, Cauchy's theorem, calculus of residues, power series, entire functions, Riemann mapping theorems. Riemann surfaces, Hardy spaces, interpolation theory, conformal mapping with applications. Prerequisite: Advanced calculus. (3-0)

MATH 6304 Theory of Complex Functions II

(3 semester hours) Continuation of MATH 6303. Prerequisite: MATH 6303. (3-0)

MATH 6306 General Topology

(3 semester hours) Topological spaces, product and quotient spaces, compactness, connectedness, continuity, metric spaces, function spaces and fixed-point theorems. Prerequisite: Advanced calculus or MATH 5302. (3-0)

MATH 6311 Abstract Algebra I

(3 semester hours) Basic properties of groups, rings, fields, and modules. Topics selected from group representations, rings with minimal condition, Galois theory, local rings, algebraic number theory, classical ideal theory, basic homological algebra, and elementary algebraic geometry. Prerequisite: Undergraduate algebra course or equivalent such as MATH 5311. (3-0)

MATH 6313 Numerical Analysis I

(3 semester hours) A study of numerical methods including the numerical solution of non-linear equations, linear systems of equations, interpolation, iterative methods and approximation by polynomials. Prerequisites: Linear algebra and advanced calculus. (3-0)

MATH 6314 Numerical Analysis II

(3 semester hours) Continuation of MATH 6313 including numerical differentiation, numerical integration, and numerical solutions of differential equations. Prerequisites: MATH 6313 and ordinary differential equations. (3-0)

MATH 6315 Ordinary Differential Equations I

(3 semester hours) The theory of ordinary differential equations with emphasis on existence, uniqueness, and stability. Prerequisites: undergraduate course in linear algebra or MATH 5311; undergraduate analysis course or MATH 5301/5302, and undergraduate course in ordinary differential equations. (3-0)

MATH 6316 Ordinary Differential Equations II

(3 semester hours) Continuation of MATH 6315. Prerequisite: MATH 6315. (3-0)

MATH 6321 Optimization

(3 semester hours) Introduction to theoretical and practical concepts of optimization using a functional analytic framework: Hilbert and Banach spaces, least-squares estimation, optimization of functionals, local and global theory of constrained optimization, iterative methods. Prerequisites: Ordinary differential equations and linear algebra. (3-0)

MATH 6331 Linear Systems and Signals

(3 semester hours) Basic principles of systems and control theory: state space representations, stability, observability, controllability, realization theory, transfer functions, feedback. Prerequisites: Undergraduate course in linear algebra or MATH 5311 and undergraduate analysis course or MATH 5301, 5302. (3-0)

MATH 6332 Advanced Control

(3 semester hours) Theoretical and practical aspects of modern control methodologies in state space and frequency domain, in particular LQG and H-infinity control: coprime factorizations, internal stability, Kalman filter, optimal regulator, robust control, sensitivity minimization, loop shaping, model reduction. Prerequisite: MATH 6331. (3-0)

MATH 6336 Nonlinear Control Systems

(3 semester hours) Differential geometric tools, controllability, observability, stability, feedback linearization, output injection, input-output linearization. The theory will be used to discuss engineering applications. Prerequisites: MATH 6331, MATH 6315. (3-0)

MATH 6339 Control of Distributed Parameter Systems

(3 semester hours) Theoretical and technical issues for control of distributed parameter systems in the context of linear infinite dimensional dynamical systems: Evolution equations and control on Euclidean space, elements of functional analysis, semigroups of linear operators, abstract evolution equations, control of linear infinite dimensional dynamical systems, approximation techniques. Prerequisites: MATH 6316 and MATH 6331. (3-0)

MATH 7301 Differential Geometry

(3 semester hours) Manifolds, Lie groups, fiber bundles and multilinear algebra. Prerequisite: Undergraduate analysis course. (3-0)

MATH 7313 Partial Differential and Integral Equations I

(3 semester hours) General theory of partial differential and integral equations, with emphasis on existence, uniqueness and qualitative properties of solutions. Prerequisites: MATH 6301 and MATH 6302. MATH 6315 recommended. (3-0)

MATH 7314 Partial Differential and Integral Equations II

(3 semester hours) Continuation of MATH 7313. Prerequisite: MATH 7313. (3-0)

MATH 7316 Wave Propagation with Applications

(3 semester hours) Study of the wave equation in one, two and three dimensions, the Helmholtz equation, associated Green's functions, asymptotic techniques for solving the propagation problems with applications in physical and biomedical sciences and engineering. Prerequisites: MATH 6303, MATH 7313, and MATH 6314 or MATH 7318. (3-0)

MATH 7317 Inverse Problems and Applications

(3 semester hours) Exact and approximate methods of nondestructive inference, such as tomography and inverse scattering theory in one and several dimensions, with applications in physical and biomedical sciences and engineering. Prerequisite: MATH 7316. (3-0)

MATH 7318 Numerical Analysis of Differential Equations

(3 semester hours) Practical and theoretical aspects of numerical methods for both ordinary and partial differential equations are discussed. Topics to be covered include: initial value problems for Ordinary Differential Equations, two-point boundary value problems, projection methods, finite difference, finite element and boundary element approximations for Partial Differential Equations. Prerequisites: MATH 6314, MATH 6315, MATH 7313. (3-0)

MATH 7319 Functional Analysis I

(3 semester hours) Elements of operator theory, duality theory, spectral theory, Banach algebras, further topics. Prerequisites: MATH 6301/6302. MATH 6303 recommended. (3-0)

MATH 7320 Functional Analysis II

(3 semester hours) Continuation of MATH 7319. Prerequisite: MATH 7319. (3-0)

MATH 8102-8602 Individual Instruction in Mathematics

(1-6 semester hours) ([1-6]-0)

MATH 8104-8604 Topics in Mathematics

(1-6 semester hours) ([1-6]-0)

MATH 8107-8907 Research

(1-9 semester hours) Open to students with advanced standing subject to approval of the Graduate Adviser. ([1-9]-0)

MATH 8398-8998 Thesis

(3-9 semester hours) May be repeated for credit. ([3-9]-0)

MATH 8399-8999 Dissertation

(3-9 semester hours) May be repeated for credit. ([3-9]-0)

Statistics Courses

STAT 5109-5609 Special Topics/TAGER

(1-6 semester hours) ([1-6]-0)

STAT 5191 Statistical Computing Packages

(1 semester hour) Introduction to use of major statistical packages such as SAS, BMD, and Minitab. Based primarily on self-study materials. No credit allowed to mathematical sciences majors. Prerequisite: One semester of statistics. (1-0)

STAT 5311 Applied Statistics for Management Sciences I

(1 or 3 semester hours) Theory and methods of statistics used in management and business. Topics include: frequency distributions, measures of location, measures of variation, probability, Bayes theorem, sampling distributions, point and interval estimation, statistical decisions (hypotheses testing), correlation and regression. This course may only be taken by students seeking a management degree. Prerequisite: MATH 5304 or equivalent. ([1 or 3]-0)

STAT 5312 Applied Statistics for Management Sciences II

(3 semester hours) Intermediate statistical theory and methods used in management and business. Emphasis on the concepts and use of linear statistical models. Topics include: multiple regression, analysis of variance and multiple comparisons, and analysis of covariance. Real-life problems will be presented to illustrate these methods and statistical computer packages will be used extensively to handle these problems. This course may only be taken by students seeking a management degree. Prerequisite: STAT 5311 or equivalent. (3-0)

STAT 5351 Probability and Statistics I

(3 semester hours) A mathematical treatment of probability theory. Random variables, distributions, conditioning, expectations, special distributions and the central limit theorem. The theory is illustrated by numerous examples. This is a basic course in probability and uses calculus extensively. Prerequisite: Calculus through multivariable calculus. (3-0)

STAT 5352 Probability and Statistics II

(3 semester hours) Theory and methods of statistical inference. Sampling, estimation, hypothesis testing, analysis of variance, and regression with applications. Prerequisite: STAT 5351. (3-0)

STAT 5353 Applied Statistics and Data Analysis for Non-Majors I

(3 semester hours) Statistical methods and theory with emphasis on applications in the social and natural sciences. Concepts of variability, sampling, point and interval estimation, testing hypotheses, correlation, regression, and analysis of variance. Use of a computer package. The concentration will be on applicability, appropriateness, and utility of statistics. This course may not be taken for credit by mathematical sciences majors. Prerequisite: College algebra. (3-0)

STAT 5354 Applied Statistics and Data Analysis for Non-Majors II

(3 semester hours) Designed for users of statistics. Emphasis on the appropriate use, utility and limitations of the methods discussed. Use of a computer package is stressed. Topics from applied multiple regression and correlation; residual analysis; multi-way analysis of variance; multi-way contingency table analysis, and analysis of covariance. Prerequisite: STAT 5353 or equivalent. This course may not be taken for credit by mathematical sciences majors. (3-0)

STAT 5365 Statistical Quality and Process Control

(3 semester hours) Application of statistical methods to the problem of controlling quality of production. Topics include control charts, sampling methods, and process control techniques. Prerequisite: STAT 5311, or STAT 5351, or equivalent. (3-0)

STAT 6326 Sampling Theory

(3 semester hours) Introduction to survey sampling theory and methods. Simple random, stratified, systematic and cluster sampling. Estimation of means, proportions, variances, ratios, and other parameters for a finite population. Prerequisite: STAT 5351. (3-0)

STAT 6329 Applied Probability and Stochastic Processes

(3 semester hours) Basic random processes used in stochastic modeling including Poisson, Gaussian, and Markov processes with an introduction to queuing theory. Measure theory not required. Prerequisite: Probability theory. (3-0)

STAT 6331 Statistical Inference I

(3 semester hours) Introduction to fundamental concepts and methods of statistical modeling and decision-making. Exponential families of models, sufficiency, estimation, hypothesis testing, likelihood methods, optimality, analysis of variance, linear models, nonparametric methods, decision theory. Prerequisites: Advanced calculus, STAT 5351 or equivalent and MATH 5302 or equivalent. MATH 6301 strongly recommended, before or concurrently. (3-0)

STAT 6332 Statistical Inference II

(3 semester hours) Continuation of STAT 6331. Prerequisites: STAT 6331 and STAT 6344 should be taken either before or concurrently. (3-0)

STAT 6337 Advanced Statistical Methods I

(3 semester hours) Statistical methods most often used in the analysis of data. Study of statistical models, including multiple regression, nonlinear regression, stepwise regression, balanced and unbalanced analysis of variance, analysis of covariance and log-linear analysis of multiway contingency tables. Prerequisites: Calculus and STAT 5352 or STAT 6331. (3-0)

STAT 6338 Advanced Statistical Methods II

(3 semester hours) Continuation of STAT 6337. Prerequisite: STAT 6337. (3-0)

STAT 6339 Linear Statistical Models

(3 semester hours) Vectors of random variables, multivariate normal distribution, quadratic forms. Theoretical treatment of general linear models including the Gauss-Markov theorem, estimation, hypotheses testing, and polynomial regression. Introduction to the analysis of variance and analysis of covariance. Prerequisites: STAT 6331, and MATH 5311 or equivalent. (3-0)

STAT 6341 Numerical Linear Algebra and Statistical Computing

(3 semester hours) A study of computational methods used in statistics. Topics to be covered include the simulation of stochastic processes, numerical linear algebra, and graphical methods. Prerequisite: STAT 5352 or STAT 6337. (3-0)

STAT 6343 Experimental Design

(3 semester hours) This course focuses on the planning, development, implementation and analysis of data collected under controlled experimental conditions. Repeated measures designs, Graeco-Latin square designs, randomized block designs, balanced incomplete block designs, partially balanced incomplete block designs, fractional replication and confounding. The course requires substantive use of computer facilities. Prerequisite: STAT 6338 or equivalent knowledge of fixed and random effects crossed ANOVA designs. (3-0)

STAT 6344 Probability Theory I

(3 semester hours) A measure theoretic coverage of mathematical probability theory. Students are assumed to have had at least one semester of measure theory. Prerequisite: MATH 6301. (3-0)

STAT 6347 Applied Time Series Analysis

(3 semester hours) Methods and theory for the analysis of data collected over time. The course covers techniques commonly used in both the frequency domain (harmonic analysis) and the time domain (autoregressive, moving average models). Prerequisite: STAT 6337 or STAT 6339 or equivalent. (3-0)

STAT 6348 Applied Multivariate Analysis

(3 semester hours) The most frequently used techniques of multivariate analysis. Topics include T/T2, MANOVA, principal components, discriminant analysis and factor analysis. Prerequisite: STAT 5352 or STAT 6331. (3-0)

STAT 6199-6399 Statistical Consulting

(1-3 semester hours) Practical experience in collaboration with individuals who are working on problems which are amenable to statistical analysis. Problem formulation, statistical abstraction of the problem, and analysis of the data. Course may be repeated but a maximum of three hours may be counted toward the requirements for the master's degree. Prerequisite: Consent of instructor. ([1-3]-0)

STAT 7330 Decision Theory and Bayesian Inference

(3 semester hours) Statistical decision theory and Bayesian inference are developed at an intermediate mathematical level. Prerequisites: Undergraduate analysis course and either STAT 6331 or STAT 6338. (3-0)

STAT 7331 Multivariate Analysis

(3 semester hours) The multivariate normal distribution. Estimation and sampling distributions of estimators of parameters of a multivariate population. Derivation and distributions of likelihood ratio statistics for hypothesis tests including linear models MANOVA, sphericity and independence. Various methods of derivation of null hypothesis distributions are examined. Prerequisite: STAT 6331 or equivalent. (3-0)

STAT 7334 Nonparametric and Robust Statistical Methods

(3 semester hours) Nonparametric and robust methods of statistics: order statistics, rank tests, M-estimates, L-statistics, and goodness of fit. Prerequisite: STAT 6331 or equivalent. (3-0)

STAT 7338 Time Series Modeling and Filtering

(3 semester hours) Theory of correlated observations observed sequentially in time. Stationary processes, power spectra, stationary models fitting, correlation analysis and regression. Prerequisite: STAT 6331 or equivalent. (3-0)

STAT 7345 Advanced Probability and Stochastic Processes

(3 semester hours) Main topics include Kolmogorov's existence theorem, Markov Processes, Martingales, and Brownian motion. Prerequisite: STAT 6344. (3-0)

STAT 8102-8602 Individual Instruction in Statistics

(1-6 semester hours) ([1-6]-0)

STAT 8103-8603 Advanced Topics in Statistics

(1-6 semester hours) ([1-6]-0)

STAT 8107-8907 Research in Statistics

(1-9 semester hours) Open to students with advanced standing, subject to approval of the graduate adviser. ([1-9]-0)

STAT 8398-8998 Thesis

(3-9 semester hours) (May be repeated for credit.) ([3-9]-0)

STAT 8399-8999 Dissertation

(3-9 semester hours) (May be repeated for credit.) ([3-9]-0)