Statistics

Subject abbreviation: STAT College of Natural and Agricultural Sciences

Yehua Li, 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 Xinping Cui, Ph.D. Subir Ghosh, Ph.D. Daniel R. Jeske, Ph.D. Jun Li, Ph.D. Yehua Li, Ph.D. Shujie Ma, Ph.D. Weixin Yao, Ph.D.

Professors Emeriti Barry C. Arnold, Ph.D., Distinguished Professor Keh-Shin Lii, Ph.D. David J. Strauss, Ph.D.

Associate Professors James M. Flegal, Ph.D. Shuheng Zhou, Ph.D Wenxiu Ma, Ph.D.

Assistant Professors Analisa Flores, Ph.D. Yingzuo (Joyce) Fu, Ph.D. Esra Kürüm, Ph.D.

Lecturers Emerita Barbara Beaver, M.S. Linda M. Penas, Ph.D.

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 delineat- ed 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 004, STAT 008, STAT 010, STAT 011, STAT 104/BUS 104, STAT 110, STAT 130, STAT 140, STAT 146, and STAT 155 are intended for students of other departments 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 necessary amount of mathematical training.

The courses STAT 107, STAT 157 and STAT 167 are computer-oriented courses intended for students who would like to learn about computer programming in the most important languages and who would like to learn about statistical computing.

Transfer Students Students transferring to the Statistics major must complete courses comparable to the following one-year sequence before they transfer:

• 1. First-year calculus, equivalent to MATH 007A or MATH 009A or MATH 09HA, MATH 007B or MATH 009B or MATH 09HB, MATH 009C or MATH 09HC, each course complet-

ed with a grade of “B-” or better.

The department has two large undergraduate Windows-based teaching laboratories. These laboratories provide users access to a wide va- riety of statistical software packages including SAS, R, Minitab, and SPSS, and other popular software packages including Mathematica, Adobe Acrobat, and Microsoft Office. The department also houses the Garber Research Computing Laboratory, which is a combination of a UNIX/LINUX-based system with multiple workstations and several Windows-based machines.

The Statistical Consulting Collaboratory provides a broad range of analytical and statistical support services, including design of experiments, statistical inference, hy- pothesis testing, and data modeling for the campus community, and promotes coopera- tive research between statisticians and other investigators in all fields of the application of statistics. The Collaboratory is staffed by:

Yehua Li, Ph.D., Faculty Director and Karen Huaying Xu, Ph.D., Associate Director and rotating graduate students.

All courses taken to fulfill major requirements must be completed with grades of “C-” or better after repeats.

Freshman (0-44.9 units earned) Completion of the following with grade of “C-“or better and must be in good academic standing. (2.0 quarter and cumulative GPA)

• • MATH 007A or MATH 009A or MATH 09HA,

MATH 007B or MATH 009B or MATH 09HB

Sophomores (45-89.9 earned units) Completion of the following with grade of “C-“or better and must be in good academic standing. (2.0 quarter and cumulative GPA)

• MATH 007A or MATH 009A or MATH 09HA, MATH 007B or MATH 009B or MATH 09HB, MATH 009C or MATH 09HC

4 (four) additional units of college-level Math- ematics or Statistics (STAT 010 recommended)

Juniors (90-134.9 earned units) Completion of the following with grade of “C-“or better and must be in good academic standing. (2.0 quarter and cumulative GPA)

• MATH 007A or MATH 009A or MATH 09HA, MATH 007B or MATH 009B or MATH 09HB, MATH 009C or MATH 09HC, STAT 010, STAT 011

8 (eight) additional units of college level Mathematics or Statistics (MATH 031 and STAT 107 recommended)

Seniors (135 or more earned units) Completion of the following with grade of “C-“or better and must be in good academic standing. (2.0 quarter and cumulative GPA)

• MATH 007A or MATH 009A or MATH 09HA, MATH 007B or MATH 009B or MATH 09HB, MATH 009C or MATH 09HC, MATH 031, STAT 010 (or equivalent), STAT 011 (or equivalent), STAT 107, STAT 160A (or equivalent), STAT 160B (or equivalent)

Major change requests are reviewed during the 2nd, 3rd, 4th & 10th weeks of each quarter.

Applicants to majors in the College of Natural and Agricultural Sciences are selected on the basis of academic preparation, as assessed by their GPA and the strength of preparation for the intended major. A GPA of at least 2.70 is required. (This is a baseline GPA for consideration and not a guarantee of admission.)

In addition, applicants will need to complete college courses comparable to at least two of the following UCR year-long sequences in order to meet selection criteria for this major. Courses must be completed with “C” grades or better:

• • MATH 007A or MATH 009A or MATH 09HA,

MATH 007B or MATH 009B or MATH 09HB, and MATH 009C or MATH 09HC (mandato- ry). A grade of “B-” or better is required in this series.

And at least one sequence from:

• 1. BIOL 005A, BIOL 05LA or BIOL 020 and

BIOL 005B (and BIOL 005C, if articulated)

• 2. CHEM 001A, CHEM 01LA, CHEM 001B, CHEM 01LB, CHEM 001C, and CHEM 01LC

• 3. Organic chemistry (one-year lower-divi-

sion), each course completed with a grade of “B” or better

• 4. PHYS 002A, PHYS 02LA, PHYS 002B, PHYS 02LB PHYS 002C, and PHYS 02LC

• 5. PHYS 040A, PHYS 040B, and PHYS 040C

• 6. MATH 010A and MATH 010B, or one course

in linear algebra.

Courses must be completed with a letter grade, with no grade lower than a “C.” Students should visit assist.org for updated and com- prehensive major preparation requirements.

See Undergraduate Studies section.

See College of Natural and Agricultural Scienc- es, Colleges and Programs section.

Some of the following requirements for the major may also fulfill some of the college’s breadth requirements. Consult with a depart- ment advisor for course planning.

The department offers both a B.A. and a B.S. degree in Statistics as well as a B.S. in Statis- tics 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 (29–30 units)

• a) STAT 010, CS 010A, MATH 007A or MATH 009A or MATH 09HA, MATH 007B or

MATH 009B or MATH 09HB, MATH 009C or MATH 09HC, MATH 010A

• b) MATH 031

• 2. Upper-division requirements (36–37 units)

• a) Thirty-two (32) units of upper-division

course work to include twenty-eight units in (1) and four units in (2).

• (1) STAT 107, STAT 160A, STAT 160B, STAT 160C, STAT 169, STAT 170, STAT 171

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

during senior year

• b) Four (4) units of additional coursework

chosen from STAT 110, BUS 127/STAT 127, STAT 130, STAT 140, STAT 146, STAT 157, STAT 161, STAT 167 or from related fields with the approval of the major advisor.

For the Bachelor of Science

• 1. Core requirements (29–30 units)

• a) STAT 010, CS 010A, MATH 007A or MATH 009A, or MATH 09HA, MATH 007B or

MATH 009B or MATH 09HB, MATH 009C or MATH 09HC, MATH 010A

• b) MATH 031

• 2. Upper-division requirements (52–53 units)

• a) Thirty-two (32) units of upper-division

course work to include twenty-eight units in (1) and four units in (2)

• (1) STAT 107, STAT 160A, STAT 160B, STAT 160C, STAT 169, STAT 170, STAT 171

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

during senior year

• b) Twenty (20) units of additional course

work chosen from STAT 110, STAT 127/BUS 127, STAT 130, STAT 140, STAT 146, STAT 157, STAT 161, STAT 167 or from related fields with the approval of the major advisor.

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 20 units in 2.b) above.

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

CS 010B, CS 010C

• 2. Upper-division requirements (16 units)

• a) STAT 167

• b) Twelve (12) units of coursework selected

from

• (1) CS 141, CS 177

• (2) MATH 120, MATH 135A, MATH 135B

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 20 units in 2.b) above.

• 1. Lower-division requirements (18 units)

• a) ECON 002, ECON 003 or ECON 03H

• b) BUS 010, BUS 020; BUS 020, BUS 021 for

those who choose area (3) Accounting under below 2 b).

• 2. Upper-division requirements (16 units)

• a) BUS/STAT 104

• b) Three courses from one area:

• (1) Marketing: BUS 103 and two other

courses from BUS 111, BUS 112, BUS 114, BUS 115, BUS 116, BUS 117, BUS 118, BUS 119

• (2) Finance: BUS 106 and two other

courses from BUS 138, BUS 139, BUS 140

• (3) Accounting: BUS 108, BUS 165A, BUS 165B, BUS 168A, BUS 168B, BUS 169A

• (4) Management: BUS 143, BUS 144, BUS 145, BUS 149, BUS 150

• (5) Information Systems: BUS 101 and

two other courses from BUS 171, BUS 173, BUS 174, BUS 175

• (6) Operations & Supply Chain Man-

agement: BUS 122, BUS 123, BUS 124, BUS 125, BUS 126, BUS 128, BUS 130

The minor in 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 following are the requirements for the minor in Statistics.

• 1. Lower-division requirements (10 units):

STAT 010, STAT 011

• 2. Upper-division requirements (24 units):

• a) STAT 107

• b) STAT 156A or STAT 160A, STAT 156B or

STAT 160B

• c) Twelve (12) units of upper-division

statistics courses excluding STAT 155.

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 num- bered 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 applicants must supply scores from the GRE general exam. In addition, TOEFL scores must be supplied by applicants whose first language is not English who do not hold a degree from a U.S. institu- tion. The department considers applications for teaching assistantships at the same time as those for fellowships. Normally, Ph.D. eligi- ble admitted students are awarded five year financial assistantship.

Master’s Program 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 169, STAT 170, STAT 171, covering basic areas of probability and statistics.

Students must also meet the other require- ments 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 tak- en 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 in Summer and the second in Fall quarter. All students in the program are required to take their first attempt of the exam in Summer. The second exam in Fall can only be taken by the students· who fail to pass the exam in their first attempt. Exceptions can be made based on the approval of Graduate Advisor. A program proposal is not required.

Advancement to Candidacy Advancing to candidacy takes place when students complete all the course requirements and pass the written exam. Professional Development Requirement: 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.

Petition to Change Degree Objective Some students can petition to change their degree objective from the M.S. degree to the Ph.D. program in Applied Statistics depending on their performances in the written compre- hensive exam and coursework.

The Master of Science in Business Analytics (MSBA) The Master of Science in Business Analytics (MSBA) program is designed to extend the training of students with analytical back- grounds in business or statistics to allow them to apply their skills to business data. Increasingly large amounts of data are avail- able about customers, costs, and suppliers, which can be analyzed to improve operations, increase the yield on marketing programs and understand pricing and financing better, which all add to the value of the business.

The MSBA interdepartmental program is offered by the School of Business and the Department of Statistics. The degree requires 48 units of study, which can be done as a full-time one-academic-year program or over a longer period on a part- time basis.

Admission To ensure that students have the prior knowl- edge to succeed in the program, admission is limited to applicants who have studied either statistics or a quantitative business discipline (such as operations, finance and marketing) as undergraduates. Applicants to the program must have completed a bachelor’s degree or its approved equivalent in one of these four disciplines. Students who have weaker statis- tical training but otherwise show promise will be required to take STAT 171 or similar courses before entering the program. Applicants who do not have an undergraduate degree in statistics or one of the quantitative business disciplines may be considered for admission if they provide sufficient evidence of appropriate training.

Applicants must have received their under- graduate degrees from an accredited institu- tion, and have attained a record that satisfies the standards established by the Graduate Division and University Graduate Council.

All applicants must submit scores from the Graduate Management Admissions Test (GMAT) or Graduate Record Exam, General Test (GRE). Applicants whose first language is not English are required to submit acceptable scores from the Test of English as a Foreign Language (TOEFL) or the International English Language Testing System (IELTS) unless they have a degree from an institution where English is the exclusive language of instruction. Addition- ally, each applicant must submit at least two letters of recommendation, at least one of which must be an academic reference. All other application requirements are specified in the graduate application or in the General UCR catalog.

Course Work Once admitted, students follow one of two tracks: The statistics track is for students who studied one of the business disciplines as un- dergraduates (finance, operations, or market- ing) and the business track is for students who focused on statistics as undergraduates. Both tracks culminate in a two-quarter capstone class that applies their understanding of busi- ness analytics to a project.

Required courses

• 1. MGT 256 Business Analytics

for Management

• 2. MGT 286A-B Capstone

in Business Analytics

• 3. STAT 208 Statistical Data Mining Methods

• 4. STAT 232 Statistics for Business Analytics

Business Track:

• 5. MGT 202 Financial Management

• 6. MGT 204 Cost and

Management Accounting

• 7. MGT 207 Operations Management

• 8. MGT 209 Marketing Management

Statistics Track:

• 5. MGT 233 Marketing Research

• 6. MGT 267 Applied Business Forecasting

• 7. STAT 205 Discrete Data Analysis

• 8. STAT 206 Statistical Computing

Concentrations Students choose a set of three courses in either marketing, operations or finance. These concentration courses provide depth to the student’s understanding of the area in which they will carry out a capstone course project.

Marketing:

• 1. MGT 228 Consumer Behavior or

MGT 257 Marketing Strategy

• 2. MGT 251 Market Analytics

• 3. MGT 253 Digital Marketing

Operations:

• 1. MGT 219 (Spreadsheet Modeling

for Decision-Making)

• 2. MGT 239 Simulation for Business

• 3. MGT 258 Logistics and

Supply Chain Management

Finance:

• 1. MGT 227 Fixed Income

Securities and Markets or MGT 244 Corporate Risk Management

• 2. MGT 232 Derivatives and Asset Pricing

• 3. MGT 252 Investments and

Portfolio Management or MGT 295F Empirical Methods in Finance

Professional Development Requirement:

• 1. MGT 286B gives students training in

• (a) the ability to use fundamental statisti-

cal techniques to formulate problems and solutions in diverse real-world applications;

• (b) the ability to use at least one sta-

tistical software package to conduct statistical data analysis;

• (c) the ability to communicate with

business managers about statistical data by using graphical methods in conjunction with written analysis to describe and interpret information.

Plan I (Thesis) is not an option for the MSBA degree program.

Plan II (Comprehensive Examination) requires that at least 18 units be in graduate level courses taken at a UC campus. None of these may be in courses numbered 297 or 299. Every candidate must take a comprehensive examination, the content of which is deter- mined by the program. Candidates for the degree are required to complete all of the general requirements specified by Graduate Studies. The program is intended to conform to Plan II.

Normative Time One year for full-time students; Two years for part-time enrollees.

Doctoral Degree 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 con- trol, hydrology, epidemiology, geology, discrimi- nation 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 quantita- tively based discipline. Students lacking suffi- cient preparation for some statistics graduate classes must complete some preparatory work in Statistics, Computer Science, or Mathemat- ics 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 require- ments 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 consecu- tive 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.

(D) Nine units of STAT 251 Statistics Colloquium before graduation.

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 qualifying examination and pass at the Ph.D. level, with no more than two attempts allowed to pass. The written qualifying exam is offered two times in each year, the first in Summer quarter and the second in Fall quarter. Students who start coursework with STAT 210A take the first attempt at the written exam Summer quarter before the start of their second year. Students who start coursework with STAT 201A take the first attempt at the written exam in Summer quarter before the start of the third year. The second exam can only be taken by students who fail to pass the exam in their first attempt. Students must take the second attempt in the Fall quarter immediately following the Summer quarter of the failed attempt. Exceptions can be made based on the approval of the Graduate Advisor. After passing the written exam the student will work with advisor to prepare for the oral examination.

Advancement to Candidacy Oral Qualifying Exam must be completed no later than the end of Year Three of the student’s graduate training. Exceptions can be made based on the approval of Graduate Advisor. Advancing to candidacy takes place when students complete all the course requirements and pass the written and oral exams.

Dissertation The dissertation is pertinent to a problem area specified by the candidate’s substantive field and is submitted in accordance with the re- quirements of the Graduate Division, Riverside.

Teaching Requirement All students in the program, for at least three quarters, assist with laboratory (practice) sections of undergraduate Statistics courses or individual tutorial (consultative) work with undergraduate students.

Professional Development Requirement:

• 1. STAT 293 gives students training in

• (a) the ability to use fundamental statis-

tical techniques to formulate problem and solution in diverse real-world application;

• (b) the ability to use at least one sta-

tistical software package to conduct statistical data analysis;

• (c) the ability to communicate with re-

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

• 2. Professional writing development:

Students are trained to prepare a re- search proposal on topics relevant to the student’s research area as part of their written qualifying exam.

• 3. Pedagogy: Ph.D. students are required to

enroll in Teaching Assistant Development Program (TADP) Orientation in order to TA and enroll in STAT 302 during the quarter they teach. Three quarters of TA experi- ence required.

Normative Time to Degree 15 quarters