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Statistics

Catalog pages 617-626

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. James M. Flegal, 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

Esra Kürüm, Ph.D. Wenxiu Ma, Ph.D. Shuheng Zhou, Ph.D Assistant Professors

Xu Cao, Ph.D. Yuzhou Chen, Ph.D. Zhe Fei, Ph.D. Analisa Flores, Ph.D. Yingzuo (Joyce) Fu, Ph.D. Alfonso Landeros, Ph.D. Wei Vivian Li, Ph.D. Xiaoqian Liu, Ph.D. Jose Angel Sanchez Gomez, Ph.D.

Lecturers Emerita

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

Major

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 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:

Computing Laboratories

The department has two large undergraduate Windows-based teaching laboratories. These laboratories provide users access to a wide variety 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.

Statistical Consulting Center

The Statistical Consulting Collaboratory provides a broad range of analytical and statistical support services, including design of experiments, statistical inference, hypothesis testing, and data modeling for the campus community, and promotes cooperative 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; Karen Huaying Xu, Ph.D., Associate Director; Xinping Cui, Ph.D., Faculty Advisor; and rotating graduate students.

Change of Major Criteria

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 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 Mathematics 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.

Transfer Selection Criteria

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

And at least one sequence from:

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

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

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

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 comprehensive major preparation requirements.

University Requirements

See Undergraduate Studies section.

College Requirements

See College of Natural and Agricultural Sciences, 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 department advisor for course planning.

Major Requirements

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 (29–30 units)

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

  • 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).

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)

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

  • 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)

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)
  • b) Twelve (12) units of coursework

selected from

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)

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

  • 2. Upper-division requirements (16 units)
  • 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

courses from BUS 138, BUS 139, BUS 140

BUS 165B, BUS 168A, BUS 168B, BUS 169A

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

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

Minor

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):

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 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.

Joint B.S.+1 Statistics M.S. Program

The College of Natural and Agricultural Science offers a combined B.S.+1 Statistics M.S. program, designed to allow successful B.S. graduates who have taken some graduate level statistics courses in their senior standing year in UCR to complete the Master of Science degree in Statistics in one year, by allowing up to 12 units of graduate level coursework taken in UCR as an undergraduate to be counted towards the MS degree requirements.

A student should apply for the B.S.+1 Statistics M.S. program (including transfer students) before the start of their senior standing year. To apply, the student must have a cumulative GPA at least 3.0 overall, 3.3 GPA in the statistics major, and have completed STAT 160ABC with GPA at least 3.3 in STAT 160ABC sequence.. These are minimum requirements and do not guarantee the admission. The application to the B.S.+1 M.S. program must include a transcript, and at least two recommendation letters. Submission of GRE scores with the application is recommended but not required. During students’ senior year, students must apply via the Graduate Division for the M.S. portion. Matriculation into the graduate portion of the B.S.+1 M.S. program occurs in the Fall term following their final year, provided: (a) the M.S. application is accepted, (b) throughout the final undergraduate year at UCR the student has a cumulative GPA 3.0 or higher, (c) by the end of senior standing year, the student completes the B.S. degree requirements. Incoming freshman students who apply to the Statistics B.S. program may simultaneously apply for preliminary conditional admission into the B.S.+1 Statistics M.S. program provided their high-school GPA is at least 3.6, they satisfy the Entry-Level Writing requirement prior to matriculation, and they are eligible to enroll in or to receive credit for MATH 7A or MATH 9A upon arrival or in their first quarter.

Preliminary conditional admission status is maintained as long as the student is a Statistics B.S. student in good standing with a cumulative GPA of at least 3.0. Conditionally admitted students still need to apply for full admission by the start of their senior standing year as described above and apply via the Graduate Division for the MS portion. Continuing undergraduate students who meet the above criteria may apply to the program by submitting a petition and should confer with their staff advisor for details.

To earn the MS degree, students are required to complete a minimum of 41 units that must include STAT 201A, 201B, 201C, STAT 202A, 202B, 202C, STAT 207, STAT 208, STAT 288, and two quarters of STAT 293, and pass the written exam. No more than 12 units earned prior to matriculation to graduate status can be applied towards the MS degree requirements. The courses that can be double counted must be graduate level courses and be eligible to be counted as electives in the B.S. requirements. Students receive credit toward the 41 units by completing STAT 201ABC (recommended) or some other graduate level courses, approved by the graduate advisor, as an undergraduate senior.

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. A program proposal is not required.

Advancement to Candidacy Advancement for the master’s candidacy occurs at the beginning of the quarter the student plans to graduate.

Professional Development Students in the Statistics B.S.+1 M.S. Program must register two quarters of STAT 293, which 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.

Normative time The normative time to B.S. is four years, and the normative time of the MS portion is one year (five years total).

Graduate Programs

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. institution. The department considers applications for teaching assistantships at the same time as those for fellowships. Normally, Ph.D. eligible 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 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 Each student must complete 41 units of coursework that must include STAT 201ABC, STAT 202ABC, STAT 207, STAT 208, STAT 288, and two consecutive quarters of STAT 293.

Our MS program is course-based, so the completion of oral qualifying exams and thesis defense are not required by our MS program.

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 comprehensive 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 backgrounds in business or statistics to allow them to apply their skills to business data. Increasingly large amounts of data are available 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. Depending on the curriculum track, the degree requires 48 to 49 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 knowledge to succeed in the program, admission is limited to applicants who have studied statistics or another quantitative discipline such as mathematics, physics, engineering, computer science, or economics or another quantitative discipline such as mathematics, physics, engineering, computer science, or economics 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 statistical 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 undergraduate degrees from an accredited institution, 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. Additionally, 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 three tracks:

• Statistics Academic Track (48 units)

• Business Academic Track (48 units)

• Practicum Track (49 units)

The statistics academic track and the business academic track offer alternative academic preparation pathways. The practicum track augments either of those academic tracks with a one-unit internship. The statistics academic track is for students who studied a quantitative discipline other than statistics or one of the business disciplines as undergraduates (finance, operations, or marketing) and the business academic track is for students who focused on statistics as undergraduates. Students opting for the third practicum track will follow either the statistics or the business track depending on their academic background as described above, and in addition, are required to undertake an internship (MGT 298I – 1 unit) to fulfill track requirements. All tracks culminate in a two-quarter capstone class that applies their understanding of business analytics to a project.

Required courses

for Management

in Business Analytics

  • 3. STAT 208 Statistical Data Mining Methods
  • 4. STAT 232 Statistics for Business Analytics

Business Academic Track (Choose any four from the following five courses):

  • 6. MGT 204 Cost and Management Accounting

Statistics Academic Track:

  • 5. Choose one of the following:

MGT 202 Financial Management or MGT 204 Cost and Management Accounting or MGT 207 Operations Management or MGT 209 Marketing Management

for Decision-Making or MGT 267 Applied Business Forecasting

Business Analytics

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:

MGT 257 Marketing Strategy

Operations:

for Decision-Making)

Supply Chain Management

Finance:

Securities and Markets or MGT 244 Corporate Risk Management

  • 2. MGT 232 Derivatives and Asset Pricing

Portfolio Management or MGT 295F Empirical Methods in Finance

Professional Development Requirement:

  • (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 determined 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 substantive field may be chosen from areas such as biology, economics, political science, psychology or administration. Specialties might include, for example, population genetics, biological control, hydrology, epidemiology, geology, discrimination 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 Bachelor’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 207, STAT 208, STAT 210A, STAT 210B, STAT 288, and two consecutive quarters of STAT 293.

(B) 24 units of additional 200 level

Statistics courses not graded S/NC, excluding STAT 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 requirements of the Graduate Division, Riverside.

Candidates must successfully defend their dissertation research in a public oral presentation, selecting one of the modalities.

Oral Qualifying Exam and Final Defense Mo dality for the Ph.D. degree: The modalities will be as follows, In-Person, Hybrid or Remote:

Students taking the oral qualifying exam/presenting a final defense in person are expected to present on campus with all committee members physically present.

Students taking the oral qualifying exam/presenting a final defense hybrid, have the option for some committee members/students to attend in-person and some committee members/students to attend remotely.

Students taking the oral qualifying exam/presenting a final defense remotely; all participants, students, and committee members can participate remotely.

The Hybrid and Remote options can be selected if the student or faculty member cannot attend in person due to travel or health reasons. The student, in agreement with their committee chairperson, will determine the modality.

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:

  • (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.

  • 2. Professional writing development:

Students are trained to prepare a research 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 experience required.

Normative Time to Degree 15 quarters

Courses