Yale Department of Statistics 1996-97 Course List

Yale University
Department of Statistics

Yale Statistics Courses

Course list for 1996-97

Primarily undergraduate courses

Director of Undergraduate Studies: Joseph Chang

Statistics 123a, Introduction to Statistical Methods and Probabilistic Reasoning
Cross-listing: Statistics 523a

Instructor: Mr. A. Barron.
Basic concepts of statistical methods shown through examples of statistical practice. Introduction to probabilistic reasoning, hypothesis testing, regression. Some use of computers for data analysis.
Time: Tue., Thur., 1:00-2:15

Statistics 200La and 200Lb (66200), Statistical Computing Laboratory
Instructor: Mr. D. Pollard.
This lab offers an introduction to the S-plus statistical computing environment, including features such as customized graphics, language extensions, and interface with other languages. Is a co-requisite for Statistics 230b, Statistics 312a and Statistics 361a and is recommended for those taking Statistics 242b.
The first five weeks of the course will present a rapid introduction to the main features of Splus, which students from other Statistics courses are welcome to audit.
Time: Fri., 2:30-5:00 at Stat Lab, 140 Prospect

Statistics 230b (66230), Introductory Data Analysis
Cross-listing: Statistics 530b, PLSC 530b

Instructor: Mr. N. Hengartner.
Survey of statistical methods: plots, transformations, regression, analysis of variance, clustering, principal components, contingency tables, and time series analysis. Some sessions are used to demonstrate techniques on the computers. Concurrent with Statistics 200Lb; after or concurrent with Statistics 123a or Psychology 200a or b or equivalent.
Time: Tue., Thu., 2:30-3:45

Statistics 241a (66241), Probability Theory
Cross-listing: Statistics/Mathematics 541a

Instructor: Mr. J. Hartigan.
A first course in probability theory: probability spaces, random variables, expectations and probabilities, conditional probability, independence, some discrete and continuous distributions, central limit theorem, Markov chains, probabilistic modeling. After or concurrent with Mathematics 120a or b or equivalents.
Time: Mon., Wed., Fri., 9:30-10:20

Statistics 242b (66242), Theory of Statistics
Cross-listing: Statistics 542b, Mathematics 242b

Instructor: Mr. M. Wegkamp.
Principles of statistical analysis: maximum likelihood, sampling distributions, estimation, confidence intervals, tests of significance, regression, analysis of variance, and the method of least squares. After Statistics 241a; after or concurrent with Mathematics 222; Statistics 200Lb recommended.
Time: Mon., Wed., Fri., 9:30-10:20

Statistics 251b (66251), Stochastic Processes
Cross-listing: Statistics 551b

Instructor: Mr. N. Hengartner.
A study of random processes, including Markov chains, Markov random fields, martingales, random walks, Brownian motion and diffusions. Introduction to certain modern techniques in probability such as coupling and large deviations. Applications to image reconstruction, Bayesian statistics, finance, probabilistic analysis of algorithms, genetics and evolution. After Statistics 241a or equivalent.
Time: Mon., Wed., 2:30-3:45

Statistics 312a (66312), Linear Models
Cross-listing: Statistics 612a

Instructor: Mr. M. Wegkamp.
The geometry of least squares; distribution theory for normal errors; regression, analysis of variance, and designed experiments; numerical algorithms (with particular reference to S-plus); alternatives to least squares. Generalized linear models. After Statistics 242b and Mathematics 222 or equivalents. Statistics 200Lb is a prerequisite.
Time: Tue., Thur., 10:30-11:20

Statistics 361a (66361), Data Analysis
Cross-listing: Statistics 661a

Instructor: Mr. J. Chang.
By analyzing data sets using the S-plus statistical computing language, a selection of Statistical topics are studied: linear and non-linear models, maximum likelihood, resampling methods, curve estimation, model selection, classification and clustering. Weekly sessions will be held in the Social Sciences Statistical Laboratory. After Statistics 242b or equivalent. Statistics 200Lb is a prerequisite.
Time: Mon., Wed., 2:20-3:45

Statistics 364b (66364), Introduction to Information Theory
Cross-listing: Statistics 664b

[Alternate years, next offered Spring 1998]

Primarily graduate courses

Director of Graduate Studies: Andrew Barron

Statistics 600b (66600), Advanced Probability
Cross-listing: Statistics 330b

Instructor: Mr. A. Barron.
Measure theoretic probability, conditioning, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, martingales. Some knowledge of real analysis is assumed.
Time: Tue., Thur., 2:30-3:45

Statistics 606b (66606), Markov Chains
Instructor: Mr. J. Chang
Random walks, mixing times, stopping rules, threshold phenomena. Harris chains and general state spaces. Renewal theory. Applications to simulation and optimization. Other topics as time permits: diffusions, potential theory, large deviations, hidden Markov models. Prerequiste:
Statistics 600b or consent of instructor.
Time: Times to be arranged at organizational meeting

Statistics 610a (66610), Statistical Inference
Instructor: Mr. J. Chang
A systematic development of the mathematical theory of statistical inference covering methods of estimation, hypothesis testing, and confidence intervals. An introduction to statistical decision theory. Undergraduate probability at the level of Statistics 241a assumed.
Time: Tue., Thur., 10:30-11:45

Statistics 618b (66618), Asymptotic Theory
Instructor: Mr. D. Pollard and Mr. M. Wegkamp.
A careful introduction to asymptotic methods in mathematical statistics. Topics include: consistency and asymptotic distributions, contiguity, efficiency, likelihood ratio theory, and (if time permits) Le Cam's theory for convergence of experiments. After Statistics 600b and Statistics 610b
Time: Times to be arranged at organizational meeting

Statistics 625a (66625), Statistical Case Studies
Instructor: Mr. D. Pollard.
Thorough analysis of complex data sets using S-plus, with emphasis on the balance between graphical techniques and formal inferential procedures. Interpretations and use of Census data and mapping software. The course will focus on the analysis of a huge data set related to a consulting problem on jury selection.
Time: Tuesday 3:00-5:00

Statistics 626b (66626), Practical Work
Instructor: Staff.
Individual one-semester projects, with students working on studies outside the Department, under the guidance of a statistician.
Time: Times to be arranged at organizational meeting.

Statistics 685a (66685), Classification
Instructor: Mr. J. Hartigan.
Statistical methods of identifying classes, types and clusters, uses of classification in prediction and inference. Recognition, k-means, minimum spanning trees, hierarchical clustering algorithms, density estimation; model estimation. Mixture models, product partition models, excess mass models change point models, block clustering models, percolation. Applications to reticulate evolution, mammalian teeth, parliamentary voting, subtypes of schizophrenia, and foundations of probability.
Time: Times to be arranged at organizational meeting

Statistics 690a (66690), Introduction to Research
Instructor: Mr. A. Barron
Formation and development of research topics. Students will read and review literature and give oral presentations. Discussion of methods to address open problems in statistics.
Time: Times to be arranged at organizational meeting.

Statistics 700, Departmental Seminar
Important activity for all members of the department. Either at 24 Hillhouse Avenue or at EPH. See weekly seminar announcements.
Time: Monday 4:15-

Courses of interest in other departments

Political Science 505b, Statistical Graphics
Instructor: Mr. E. Tufte
Techniques for the visual display of quantitative information, including multivariate graphics. Examination of many examples of data graphics in science, social science and journalism. Development of empirical measures of graphical performance. Also the use of tables and words to convey statistical data.
Time: Tuesday, 3:30-5:20 at 124 Prospect Room 102

Revision: 3 Jan 97, sjm