Statistics Courses
Operations Research and Financial Engineering
245 Fundamentals of Engineering Statistics. Fall, Spring
QR
A study of fundamentals of statistical methods and their applications
in engineering. Basic concepts of probability, discrete and continuous
distributions, sampling and quality control, statistical inference, empirical
models, and least squares. Three lectures. Open to freshmen. R. A. Carmona,
E. H. Vanmarcke.
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Course Guide
309 Probability and Stochastic Systems
(also Mathematics 309 and Electrical Engineering 380). Fall
An introduction to probability and its applications. Random variables,
expectation, and independence. Poisson processes, Markov chains, Markov
processes, and Brownian motion. Stochastic models of queues, communication
systems, random signals, and reliability. Prerequisite: Mathematics 201,
203, 217, or instructor's permission. E. Cinlar.
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Course Guide
405 Regression and Applied Time Series. Fall
Robust and nonparametric techniques for time series encountered frequently
in engineering and industrial applications. Regression analysis for de-noising
or smoothing. Includes a final project in the form of a realistic forecasting
game involving portfolio management and economic time series data. Prerequisite:
245 and Mathematics 202. R. A. Carmona.
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406 Statistical Design of Experiments. Spring
Major methodologies of statistics as applied to the engineering and
physical sciences. The central theme is the construction of empirical models,
the design of experiments for elucidating models, and the applications
of models for forecasting and decision making under uncertainty. Three
lectures. Prerequisite: 245 or equivalent. C. A. Peters.
Mathematics
310 Mathematical Statistics
The statistical problems of estimation, testing, and decision making
will be formulated theoretically, especially in those situations where
optimal solutions exist. Conventional and Bayesian methods will be compared.
Broadening the usual assumptions leads to robust methods of estimation
and testing. Three classes. Prerequisite: 309.
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