Statistics

Subject abbreviation: STAT College of Natural and Agricultural Sciences

Xinping Cui, Ph.D., Chair Department Office 1337 Olmsted Hall statistics.ucr.edu

Business Office

• (951) 827-3774

Graduate Student Affairs 1140 Batchelor Hall

• (951) 827-4716 or (800) 735-0717

stat@ucr.edu

CNAS Undergraduate Advising Center 1223 Pierce Hall

• (951) 827-7294

Professors Barry C. Arnold, Ph.D. Xinping Cui, Ph.D. Subir Ghosh, Ph.D. Daniel R. Jeske, Ph.D. Professors Emeriti Robert J. Beaver, Ph.D. Keh-Shin Lii, Ph.D. S. James Press, Ph.D. Christopher A. Robertson, Ph.D. David J. Strauss, Ph.D. Associate Professors James M. Flegal, Ph.D. Jun Li, Ph.D. Shujie Ma, Ph.D. Weixin Yao, Ph.D. Zhiwei Zhang, Ph.D. Assistant Professors Esra Kürüm, Ph.D. Wenxiu Ma, Ph.D. Shemra Rizzo, Ph.D. **

Lecturers Analisa Flores, Ph.D. Linda M. Penas, Ph.D. Jill Smith, M.S. Lecturer Emerita Barbara Beaver, M.S.

The Department of Statistics is concerned with teaching, research, and statistical consulting. The courses offered present a comprehensive spectrum of statistical and probability theory, in so far as such theory is necessary for the understanding and analysis of observational data. The applications of the theory delineated in the courses may be made in any field of experience. Laboratory classes in which examples related to the student’s actual field of interest are worked out, play an essential part. The department offers both B.A. and B.S. degrees in Statistics as well as a B.S. in Statistics with options in Statistical Computing and Quantitative Management; the M.S. degree in Statistics; and the Ph.D. degree in Applied Statistics.

The courses STAT 040, STAT 048, STAT 100A, STAT 100B, STAT 104/BUS 104, STAT 110, STAT 130, STAT 140, STAT 146, and STAT 155 are intended for students of other depart- ments who wish a knowledge of statistical techniques. Some of them may be taken as electives by statistics majors. The objective of these courses is to acquaint the student with the elements of statistics with only the neces- / Statistics / 454

eligible admitted students are awarded five year financial assistantship.

The Department of Statistics offers the M.S. degree in Statistics.

Admission Students entering the Master’s program must have completed a bachelor’s degree with sufficient training in Mathematics and a strong background in Statistics or have taken STAT 160A, STAT 160B, STAT 160C, STAT 161 and STAT 170A, STAT 170B, STAT 171, covering basic areas of probability and statistics.

Students must also meet the other requirements for admission as specified by the Graduate Division. The program is Plan II (Comprehensive Examination) described in the Graduate Studies section of this catalog. No foreign language is required.

Course Work Graduate students in Statistics must have taken appropriate courses in Mathematics to give them the proper background for graduate work in Statistics. Important areas include Calculus (at least MATH 009A, MATH 009B, MATH 009C, and MATH 010A) and Linear Algebra (at least MATH 131).

Degree Requirements Students are required to complete a minimum of 41 units that must include STAT 201A, 201B, 201C, STAT 202A, 202B, 202C, STAT 206, STAT 208, STAT 288, and two consecutive quarters of STAT 293.

Comprehensive Examination All M.S. students are required to take a written comprehensive examination and pass at the M.S. level, with no more than two attempts allowed to pass. The written qualifying exam is offered two times in each year, the first one at the beginning of Spring quarter and the second one toward the end of Spring quarter. All second year students in the program are required to take their first attempt of the exam at the BEGINNING of Spring quarter. The second exam in each year can only be taken by the students who fail to pass the exam in their first attempt at the beginning of Spring quarter. Exceptions can be made based on the approval of Graduate advisor. A program proposal is not required.

Advancement to Candidacy Advancing to can- didacy takes place when students complete all the course requirements and pass the written exam.

Professional Development Requirement:

• 1. Two quarters of STAT 293 give students

training in (a) the ability to use fundamental statistical techniques to formulate problem and solution in diverse real-world application; (b) the ability to use at least one statistical software package to conduct statistical data analysis;

• (c) the ability to communicate with researchers

in statistical community and other disciplines by using graphical methods to display and interpret information.other disciplines by using graphical methods to display and interpret information.

• (2) MATH 120, MATH 135A, MATH 135B

• (3) STAT 198-I

Quantitative Management Option

The requirements for this option are in addition to the requirements for the B.S. in Statistics, except that the option requirement takes the place of the 16 units in 2.b) above.

• 1. Lower-division requirements (18 units)

• a) ECON 002, ECON 003

• b) BUS 010, BUS 020

• 2. Upper-division requirements (16 units)

• a) Three courses from one area and four (4)

additional units from one other area

• (1) Marketing: BUS 103, BUS 113, BUS

117

• (2) Finance: BUS 106/ECON 134, BUS

134, BUS 135, BUS 136, BUS 138

• (3) Accounting: BUS 108, BUS 165A,

BUS 165B, BUS 168A, BUS 168B

• (4) Management Information Systems:

BUS 101, BUS 171, BUS 173

The minor in Applied Statistics is designed to give students in either the social sciences or the physical sciences a cohesive set of statistics courses to deal with the data analytic aspects of their disciplines and to understand the statistical summaries that are encountered in everyday activities.

The requirements for the minor consist of at least 24 and not more than 28 upper-division units in Statistics to include the following:

• 1. STAT 100A, STAT 100B

• 2. Eight (8) units from STAT 110, STAT 127/

BUS 127, STAT 130, STAT 140, STAT 146

• 3. Four (4) units from STAT 147, STAT 157

• 4. Four (4) additional units from 2. or 3. above

Of the specified upper-division units, a minimum of 16 must be unique to the minor and may not be used to satisfy major requirements.

No more than 4 units may be in courses numbered 190 through 199.

See Minors under the College of Natural and Agricultural Sciences in the Colleges and Programs section of this catalog for additional information on minors.

The Department of Statistics offers the M.S. degree in Statistics and the Ph.D. degree in Applied Statistics.

Admission Domestic and international appli- cants must supply scores from the GRE general exam. In addition, TOEFL scores must be sup- plied by applicants whose first language is not English who do not hold a degree from a U.S. institution. The department considers applica- tions for teaching assistantships at the same time as those for fellowships. Normally, Ph.D. jor may also fulfill some of the college’s breadth requirements. Consult with a department advi- sor for course planning.

The department offers both a B.A. and a B.S. degree in Statistics as well as a B.S. in Statistics with options in Statistical Computing and Quantitative Management.

The major requirements for the B.A. and the B.S. degrees in Statistics are as follows:

For the Bachelor of Arts

• 1. Core requirements (24–25 units)

• a) CS 010, MATH 009A, MATH 009B,

MATH 009C, MATH 010A

• b) MATH 031

• 2. Upper-division requirements

• a) Thirty-six (36) units of upper-division

course work

• (1) STAT 147, STAT 157, STAT 160A,

STAT 160B, STAT 160C, STAT 170A, STAT 170B, STAT 171

• (2) Four (4) units of STAT 183 taken

during senior year

Note An introductory Statistics class such as STAT 048, or STAT 100A is strongly recommended.

For the Bachelor of Science

• 1. Core requirements (24–25 units)

• a) CS 010, MATH 009A, MATH 009B,

MATH 009C, MATH 010A

• b) MATH 031

• 2. Upper-division requirements (52 units)

• a) Thirty-six (36) units of upper-division

course work

• (1) STAT 147, STAT 157, STAT 160A,

STAT 160B, STAT 160C, STAT 170A, STAT 170B, STAT 171

• (2) Four (4) units of STAT 183 taken

during senior year

• b) Sixteen (16) units of additional course work

chosen, with the approval of the major advisor from STAT/BUS 104, STAT 127/ BUS 127, STAT 130, STAT 140, STAT 146, STAT 161, or from related fields.

Note An introductory Statistics class such as STAT 048, or STAT 100A is strongly recommended.

Statistical Computing Option

The requirements for this option are in addition to the requirements for the B.S. in Statistics, except that the option requirement takes the place of the 16 units in 2.b) above.

• 1. Lower-division requirements (8 units): CS

012, CS 014

• 2. Upper-division requirements (16 units)

• a) Sixteen (16) units of coursework selected

from

• (1) CS 141, CS 177

455 / Programs and Courses Bayes’ rule; inferences from proportions and normal populations; sampling; and regression analysis. Utilizes Minitab. Credit is not awarded for STAT 040 if it has already been awarded for STAT 048, STAT 100A, or STAT 100B.

STAT 048 Statistics for Business (5) Lecture, 3 hours; discussion, 1 hour; laboratory, 3 hours. Prerequi- site(s): CS 008 or equivalent; MATH 004 or MATH 005 or MATH 006B or MATH 007A or MATH 009A or MATH 09HA or equivalent. An introduction to statistics using business applications. Topics include descriptive statistics, probability, discrete and continuous distri- butions, Bayes’ theorem, random variables, estimation and confidence intervals, hypothesis testing, analysis of variance, and simple linear regression. Credit is awarded for only one of STAT 048 or STAT 100A.

The Department of Statistics offers the Ph.D. degree in Applied Statistics.

The program emphasizes both the theory of statistics and its application to special fields of interest. In addition to courses in statistics, a student would take courses in a substantive field from which a thesis problem requiring a statistical approach should arise. The substan- tive field may be chosen from areas such as bi- ology, economics, political science, psychology or administration. Specialties might include, for example, population genetics, biological control, hydrology, epidemiology, geology, discrimina- tion in learning, or scales and measurements.

Admission Students entering the program must have completed either a bachelor’s degree or a Master’s degree in Statistics, Computer Science, Mathematics, or some other quantitatively based discipline. Students lacking sufficient preparation for some statistics graduate classes must complete some preparatory work in Statistics, Computer Science, or Mathematics depending on their background. Students also have to meet the general requirements listed in the Graduate Studies section of this catalog.

Change Degree Objective Students with a Batchelor’s degree in the Ph.D. program who have satisfied all the requirements for the Master’s degree may apply for this degree while completing requirements for the Ph.D. program.

Ph.D. Course Requirements

I. Course Requirements

(A) Core: STAT 202A, STAT 202B, STAT 202C, STAT 206, STAT 207, STAT 208, STAT 210A, STAT 210B, STAT 288, and two consecutive quarters of STAT 293.

(B) 20 units of additional 200 level Statistics courses not graded S/NC, excluding 201A, STAT 201B, STAT 201C, STAT 231A and STAT 231B.

(C) Substantive: Four units (or equivalent) in substantive field with a minimum GPA of 3.00 appropriate to the student’s interest. The requirement may be waived if the student already has the background in the substantive area.

II. Teaching: At least three quarters of teaching service.

III. Miscellaneous: In preparation for the written qualifying examinations, a student can register for up to 6 units of STAT 291 (Individual Studies in Coordinated Areas) only during quarters that the student actually participates in qualifying examinations.

Foreign Language Requirement None

Written and Oral Qualifying Examination All Ph.D. students are required to take a written Statistics / 456

convergence concepts; law of large numbers, and the central limit theorem. Credit is not awarded for STAT 201A, if it has already been awarded to STAT 210A if STAT 210A was taken prior to Fall 2013.

STAT 201B Theory of Probability and Statistics (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): graduate standing; STAT 201A or equivalent; or con- sent of instructor. Topics include exponential families; delta method; inference concepts; sufficiency; point estimation; unbiasedness; completeness; and con- sistency. Also explores relative efficiency; maximum likelihood; method of moments; interval estimation; pivotals; and approximate intervals and regions. Credit is not awarded for STAT 201B if it has already been awarded to STAT 210B if STAT 210B was taken prior to Fall 2013.

STAT 201C Theory of Probability and Statistics (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): graduate standing; STAT 201B or equivalent, or con- sent of instructor. Topics include Bayesian estimation; prior selection; loss functions; admissibility; hypothesis testing; Neyman-Pearson lemma; size; power; UMP tests; likelihood ratio tests; sequential tests; non-par- ametric tests; and bootstrap. Credit is not awarded to STAT 201C if it has already been awarded to STAT 210C.

STAT 202A Regression, ANOVA, and Design (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 170A or equivalent, graduate standing; or consent of instructor. Topics include Linear Regression Models, Correlations, Fitting and Prediction, Diagnostics, Transformations, Collinearity, and Influential Obser- vations, Model Selection, Subset Selection, Bayesian Model Selection, Regularization, Shrinkage Methods, Nonparametric and Semi-parametric Regressions.

STAT 202B Regression, ANOVA, and Design (4) W Lec- ture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 170B, STAT 202A or equivalents, graduate standing; or consent of instructor. Topics include Fixed Effects Models with or without Interactions, Types 1- 4 ANO- VA, Multiple Testing, ANCOVA, Mixed Effects Models, ML and REML Estimation Methods, BLUP, Multiple Crossed and Nested Factors, Analysis of Longitudinal Data, General Linear Mixed Models, Parametric Mod- els for Covariance Structure, Bayesian ANOVA.

STAT 202C Regression, ANOVA, and Design (4) S Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 170B, STAT 202B or equivalents, graduate standing; or consent of instructor. Topics include Basic Principles of Experimentation, Clinical Trials, Completely Randomized Design, Power and Sample Size, Randomized Block Design, Latin Square Design, Factorial Experiments, Response Surface Experiments, Case Control Studies, Matched case-control studies, Choice Experiments, Bayesian Design of Experiments.

STAT 203A Bayesian Statistics I (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 160C or equivalent. Subjective probability, Renyi axiom system, Savage axioms, coherence, Bayes theorem, credibility intervals, Lindley paradox, empirical Bayes estima- tion, natural conjugate priors, de Finetti’s theorem, approximation methods, Bayesian bootstrap, Bayesian computer programs.

STAT 203B Bayesian Statistics II (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 203A. Assessing priors, nonparametric density estimation for expert group judgements, Bayesian regression, Bayesian analysis of variance, Bayesian regression with correlated disturbances and heteroscedasticity, Bayesian inference in time series models, Bayesian classification, Bayesian inference in spatial statistics, Bayesian factor analysis, disputed authorship.

STAT 204A Advanced Design and Analysis of Experi- ments (4) Lecture, 3 hours; discussion, 1 hour. Prereq- uisite(s): STAT 202C or equivalent, graduate standing; or consent of instructor. Topics include block, row-col- multiple regression. Explores simple, partial, and mul- tiple correlation; variable selection methods; diagnostic procedures; and regression for longitudinal data.

STAT 170B Design of Experiments (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 170A with a grade of “C-” or better. Topics include principles of design; completely randomized designs; and one-way analysis of variance. Covers complete block designs and two-way analysis of variance; multiple compar- isons; and complete factorial experiments. Explores fixed, random, and mixed models; split-plot designs; nested designs; analysis of covariance; sample size determination; and power analysis.

STAT 171 General Statistical Models (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 170B. Generalized linear models and least squares. Analysis of covariance, nonlinear regression, nonlinear least squares. Regression methods for discrete data: loglin- ear models, logistic regression, discriminant analysis. Regression methods for life data. Cox survival model, Kaplan-Meier estimation, Mantel-Haenszel test.

STAT 183 Statistical Consulting (4) Lecture, 3 hours; discussion, 1 hour. Prerequisite(s): STAT 155; STAT 157; STAT 170B; STAT 171 (may be taken concur- rently); senior standing. Introduces the statistical con- sulting process. Promotes consulting skills including developing effective communication skills, applying statistical methodology to client projects, and learning how to manage time and resources in a consulting en- vironment. Satisfactory (S) or No Credit (NC) grading is not available.

STAT 190 Special Studies (1-5) hours to be arranged. To be taken with the consent of the chair of the department as a means of meeting special curricular problems. Course is repeatable to a maximum of 10 units.

STAT 197 Research for Undergraduates (2-4) Outside research, 3-6 hours; individual study, 3-6 hours. Prerequisite(s): upper-division standing or consent of instructor. An introduction to research in Statistics. Requires a research project completed under the supervision of a Statistics faculty member or a group of faculty members. Students who make an oral pres- entation of the research project or submit a written research report receive a letter grade; other students receive a Satisfactory (S) or No Credit (NC) grade. Course is repeatable as research topic changes to a maximum of 8 units.

STAT 198-I Individual Internship in Statistics (1-12) Internship, 2-24 hours; outside research, 1-12 hours. Prerequisite(s): STAT 100B, consent of instructor, upper-division standing. An internship to provide statistical field experience in governmental, industrial, or research units. Projects must be approved by the Statistics Department and the head of the unit in which the internship is to be carried out. Requires a written report. Graded Satisfactory (S) or No Credit (NC). Course is repeatable to a maximum of 16 units, but total credit toward graduation may not exceed 12 units.

STAT 199H Senior Honors Research (1-5) Prereq- uisite(s): senior standing with major concentration in statistics and with consent of instructor. Senior standing with major concentration in statistics and with consent of instructor. Course is repeatable to a maximum of 10 units.

See Undergraduate Studies section.

See College of Humanities, Arts, and Social Sciences, Colleges and Programs section.

The major requirements for the B.A. degree in Theatre, Film, and Digital Production are as follows:

Lower-division requirements (9 units)

• 1. TFDP 099

• 2. TFDP 020

• 3. Either TFDP 010, TFDP 021, TFDP 022,

TFDP 050, TFDP 066, or TFDP 067

Track 1: Literature, History, Criticism and Dramaturgy

Upper-division requirements (40/44 units)

• 1. Literature, History, Criticism requirement (20

units)

• a) Literature, History, and Criticism emphasis

(12 units): TFDP 100, TFDP 120A, TFDP 120B

• 1) Eight (8) additional units from TFDP

121, TFDP 122, TFDP 123, TFDP 124A, TFDP 124B, TFDP 125 (E-Z), TFDP 127, TFDP 191 (E-Z)

• b) Dramaturgy emphasis (12 units): TFDP

100, TFDP 120A, TFDP 120B

• 1) Eight (8) additional units from TFDP

121, TFDP 122, TFDP 123, TFDP 124A, TFDP 124B, TFDP 125 (E-Z), TFDP 127, TFDP 191 (E-Z)

• 2. Twelve (12) units from TFDP 101, TFDP

102, TFDP 109, TFDP 110A, TFDP 115, TFDP 126A, TFDP 126B, TFDP 150A, TFDP 150B, TFDP 165A, TFDP 166A, TFDP 166B, TFDP 166C, TFDP 167, TFDP 169

• 3. Production requirement (8/12 units)

• a) Literature, History, and Criticism

emphasis: Eight (8) units from TFDP 170, TFDP 171, TFDP 172, TFDP 173, TFDP 174, or TFDP 175

• b) Dramaturgy emphasis: TFDP 174 (4 units)

and eight (8) units from TFDP 170, TFDP 171, TFDP 172, TFDP 173, or TFDP 175

Track 2: Writing for the Performing Arts

Upper-division requirements (44 units)

STAT 302 College Teaching Practicum (1-4) Practicum, 3-12 hours. Prerequisite(s): graduate standing and consent of instructor. Required of all teaching assistants in the department. Credit not applicable to graduate unit requirements. Supervised teaching in college level classes under the supervision of the course instructor. Graded Satisfactory (S) or No Credit (NC). Course is repeatable.