​Statistics Concentration

Actuarial Science Concentration

MAT 526

SAMPLING THEORY AND METHODS

Simple random, stratified, systematic and cluster sampling. Multistage and area sampling. Random-response and capture-release models. Cross-listed as MAT 326.
Prerequisites:
MAT 453 is a prerequisite for this class.

MAT 528

DESIGN AND ANALYSIS OF EXPERIMENTS

Single-factor fixed, random and mixed designs with and without restrictions on randomizations, including randomized block designs, Latin & Graeco-Latin squares. Factorial and fractional factorial experiments. Nested and split-plot designs. Confounding and response surface methodology.
Prerequisites:
MAT 453 is a prerequisite for this class.

MAT 421

BASIC BIOSTATISTICS

This course includes both data analysis and experimental design, up to and including survival analysis such as used in the analysis of clinical trials. The course will be supplemented by standard topics with application areas relevant to drug development, including pharmacokinetics, clinical trials, bioequivalence, and pharmacoepidemiology.
Prerequisites:
MAT 453 or instructor consent is a prerequisite for this class.

MAT 422

GENE EXPRESSION ANALYSIS

In this course, students will build on the principles of MAT 421 by considering experimental design and data analysis issues pertaining to gene expression and genome-wide association studies. Introduction to gene expression studies, multiple comparisons problem in microarray studies, introduction to genome-wide association studies and experimental design for GWAS - one and two-stage approaches will also be addressed.
Prerequisites:
MAT 421 and MAT 453 are a prerequisite for this class.

MAT 423

GENOME SEQUENCING

The course provides a basic understanding of sequencer-based genetic analyses starting with the basics: what a genome sequencer is, how genome sequences are assembled, and the statistics involved in designing sequencer experiments. The course will also consider typical models of sequence evolution leading into coverage of approaches to sequence alignment and statistical phylogeny along with issues related to biomedical applications, detecting sequence variants, transcriptome and metagenome sequencing, and ChIP-Seq. RNA and protein folding will also be included.
Prerequisites:
MAT 453 or instructor consent is a prerequisite for this class.

A&S 491

ADMINISTRATIVE THEORY AND BEHAVIOR

This course concerns theoretical concepts and empirical research relating to administrative behavior in organizations with special reference to educational organizations. Concepts are examined within the typical decisional framework of supervisors, chief school business officers, principles, and superintendents, and similar positions in the helping professions. Assignments are individualized.
Prerequisites:
Status as an Advanced Masters Education student is a prerequisite for this class.

MAT 454

MULTIVARIATE STATISTICS

The multivariate normal distribution. The general linear model. Multivariate regression and analysis of variance; discriminant analysis; principal component and factor analysis; applications and use of statistical software. Cross-listed with MAT 354.
Prerequisites:
MAT 453 is a prerequisite for this class.

MAT 455

STOCHASTIC PROCESSES

Discrete Markov chains and random walks, birth and death processes, Poisson process, queuing systems, and renewal processes.Cross-listed as MAT 355.
Prerequisites:
MAT 453 is a prerequisite for this class.

MAT 457

NONPARAMETRIC STATISTICS

Inference concerning location and scale parameters, goodness of fit tests, association analysis and tests of randomness using distribution free procedures. Bootstrap techniques. Smoothing methodologies. Cross-listed with MAT 357.
Prerequisites:
MAT 453 is a prerequisite for this class.

MAT 458

STATISTICAL QUALITY CONTROL

History; Deming guide to quality; graphical techniques of process control; Schewhart's control charts for means, ranges, standard deviations, individual measurements, and attributes; process capabilities and statistical tolerance; cumulative-sum charts. product liability; acceptance sampling; product and process design; applications and case studies.

MAT 460

TOPICS IN STATISTICS

One of the following topics: Clinical trials; Reliability and life testing; Categorical data analysis; Bootstrapping; Data Mining; Response Surface Methodology; Meta analysis; Survival Models.
Prerequisites:
MAT 453 or instructor consent is a prerequisite for this class.

MAT 470

ADVANCED LINEAR ALGEBRA

Vector spaces, basis and dimension; matrix representation of linear transformations and change of basis; diagonalization of linear operators; inner product spaces; diagonalization of symmetric linear operators, principal-axis theorem, and applications. Cross-listed as MAT 370.
Prerequisites:
MAT 262 and (MAT 141 or MAT 215) are a prerequisite for this class.

MAT 485

NUMERICAL ANALYSIS I

Use of a digital computer for numerical computation. Error analysis, Gaussian elimination and Gauss-Seidel method, solutions of linear and nonlinear equations, function evaluation, cubic splines, approximation of integrals and derivatives, Monte Carlo methods. Cross-listed with MAT 385.
Prerequisites:
MAT 220 or MAT 262 is a prerequisite for this class.

MAT 489

QUEUING THEORY WITH APPLICATIONS

Discrete and continuous-time Markov chain models, Queuing systems, and topics from renewal and reliability theory.
Prerequisites:
MAT 453 is a prerequisite for this class.

MAT 512

APPLIED TIME SERIES AND FORECASTING

Development of the Box-Jenkins methodology for the identification, estimation and fitting of ARIMA, and transfer-function stochastic models for the purpose of analyzing and forecasting stationary, non-stationary, and seasonal time series data. The course emphasizes practical time series data analysis, using computer packages and includes applications to economic, business and industrial forecasting.
Prerequisites:
MAT 341 or MAT 348 or MAT 453 is a prerequisite for this class.

MAT 461

ACTUARIAL SCIENCE I: THEORY OF INTEREST

Theory of Interest: Theory and application of compound interest to annuities, amortization schedules, sinking funds, bonds, and yield rates. Cross-listed as MAT 361.
Prerequisites:
MAT 149 or MAT 152 or MAT 162 or MAT 172 is a prerequisite for this class and MAT 451 is a corequisite for this class.

MAT 462

ACTUARIAL SCIENCE II: BASIC CONTINGENCIES

Basic Contingencies: The theory and applications of contingency mathematics in life and health insurance annuities and pensions, from both a probabilistic and a deterministic viewpoint. Topics include survival distribution and life tables, life insurance and life annuities. Cross-listed as MAT 362.
Prerequisites:
MAT 461 is a prerequisite for this class and MAT 452 is a corequisite for this class.

MAT 463

ACTUARIAL SCIENCE III: ADVANCED CONTINGENCIES

Advanced Contingencies: A continuation of MAT 462. Topics include net premiums, net premium reserves, multiple life functions, multiple decrement models, and valuation theory for pension plans. Cross-listed with MAT 363.
Prerequisites:
MAT 462 is a prerequisite for this class.

MAT 464

STOCHASTIC RISK MODELS

Introduction to risk theory and applications. Economics of insurance, individual risk models for short-term and single-term, collective risk models over an extended period, and applications. Cross-listed with MAT 364.
Prerequisites:
MAT 453 is a prerequisite for this class.

MAT 465

STOCHASTIC SURVIVAL MODELS

Mathematical methods for population analysis and survival models. Cross-listed with MAT 365.
Prerequisites:
MAT 464 is a prerequisite for this class.

MAT 468

MATHEMATICAL FINANCE

This course will be required of students in the Financial Mathematics concentration. The main topics will be stochastic calculus and partial differential equations leading up to a derivation of the Black-Scholes option pricing model and its variants, along with discrete methods. This course should also be of interest to students of applied mathematics and physics. There will be opportunity to analyze real option data in conjunction with theory. Possible additional topics would include numerical methods, dividends, options on futures and exotic options. Cross-listed with MAT 368.
Prerequisites:
MAT 453 is a prerequisite for this class.