The Wharton School and the University of Pennsylvania must reserve the right to make changes affecting policies, fees, curricula, or any other matters announced here. Course descriptions represent courses expected to be offered during the 2007-2008 academic year.

While the School endeavors to offer as many of the courses as possible, not all courses are offered every semester. It is important to check with individual departments prior to scheduling classes to determine the availability of courses for any given semester.

STAT 430 Probability
Staff.
Fall, Spring, & Summer I.
Prerequisite: MATH 141 or equivalent.
Discrete and continuous sample spaces and probability; random variables, distributions, independence; expectation and generating functions; Markov chains and recurrence theory.

STAT 431 Statistical Inference
Staff.
Fall, Spring, & Summer II.
Prerequisite: STAT 430.
Special distributions, testing hypotheses, estimation, empirical distributions, sampling, correlation and regression, and goodness of fit.

STAT 433 Stochastic Processes
Foster.
Spring.
Prerequisite: STAT 430 or permission of instructor.
This course is to be a basic introduction to stochastic processes. The primary focus will be on Markov chains both in discrete time and in continuous time. By focusing attention on Markov chain, we can discuss many interesting models (from physics to economics). Topics covered include: stable distributions, birth-death processes, Poisson processes, time reversibility, random walks, Brownian motion and Black-Scholes.

STAT 500 Applied Regression and Analysis of Variance
Rosenbaum.
Fall.
Prerequisite: STAT 112 or equivalent.
An applied graduate level course in multiple regression and analysis of variance for students who have completed an undergraduate course in basic statistical methods. Emphasis is on practical methods of data analysis and their interpretation. Covers model building, general linear hypothesis, residual analysis, leverage and influence, one-way anova, two-way anova, factorial anova. Primarily for doctoral students in the managerial, behavioral, social and health sciences.

STAT 501 Introduction to Nonparametric Methods and Log-linear Models
Rosenbaum.
Spring.
Prerequisite: STAT 112 or equivalent.
An applied graduate level course for students who have completed an undergraduate course in basic statistical methods. Covers two unrelated topics: loglinear and logit models for discrete data and nonparametric methods for non-normal data. Emphasis is on practical methods of data analysis and their interpretation. Primarily for doctoral students in the managerial, behavioral, social and health sciences. May be taken before STAT 500 with permission of instructor.

STAT 502 Survey Methods and Design
Boruch.
Spring.
Prerequisite: STAT 510-511.
Methods and design of field surveys in education, the social sciences, criminal justice research, and other areas. It treats methods of eliciting information through household, mail and telephone surveys, methods of assuring privacy, enhancing cooperation rates and related matters. Fundamentals of statistical sampling and sample design are covered. Much of the course is based on contemporary surveys sponsored by the National Center for Education Statistics and other federal, state, and local agencies.

STAT 510 Probability
Small.
Fall & Summer I.
Prerequisite: a one-year course in calculus.
Probability. Elements of matrix algebra. Discrete and continuous random variables and their distributions. Moments and moment generating functions. Joint distributions. Functions and transformations of random variables. Law of large numbers and the central limit theorem. Point estimation: sufficiency, maximum likelihood, minimum variance. Confidence intervals.

STAT 511 Statistics
Ewens.
Spring & Summer II.
Prerequisite: STAT 510.
Tests of hypotheses. Examples of normal means and variances. Neyman-Pearson lemma. Generalized likelihood ratio tests. Ordinary least squares estimation. Inference in linear models: hypothesis tests and confidence statements. Bivariate normal distribution and correlation. Analysis of variance for one- and two-way layouts. Categorical data. Generalized least squares and auto correlated disturbances. Lagged-variable models. Simultaneous equations models and introductory topics in econometrics.

STAT 512 Mathematical Statistics
Staff.
Spring.
Prerequisite: STAT 430 or 510 equivalent.
This is an introductory course in statistical theory. Topics include estimation, confidence intervals, hypothesis testing, decision theory, models for discrete data, and nonparametric methods.

STAT 530 Probability
Pemantle.
Fall.
Prerequisite: STAT 430 or 510 equivalent.
Measure theory and foundations of Probability theory. Zero-one Laws. Probability inequalities. Weak and strong laws of large numbers. Central limit theorems and the use of characteristic functions. Rates of convergence. Introduction to Martingales and random walk.

STAT 531 Stochastic Processes
Pemantle.
Spring.
Prerequisite: STAT 530.
Markov chains, Markov processes, and their limit theory. Renewal theory. Martingales and optimal stopping. Stable laws and processes with independent increments. Brownian motion and the theory of weak convergence. Point processes.

STAT 540 Statistical Methods and Computation
Jensen.
Fall.
Prerequisite: Permission of instructor.
Introduction to the computational aspects of statistical methodology, with emphasis on applications development. Assignments include algorithm analysis and program development.

STAT 541 Statistical Methods
Buja.
Spring.
Prerequisite: STAT 431 or 511 or equivalent.
Multiple linear regression, logit and probit regression, analysis of variance, experimental design, log-linear models, and goodness-of-fit.

STAT 550 Mathematical Statistics
Small.
Fall.
Prerequisite: STAT 431 or 511 or equivalent.
Decision theory and statistical optimality criteria, sufficiency, invariance, estimation and hypothesis testing theory, large sample theory, information theory.

STAT 551 Introduction to Linear Statistical Models
Morrison.
Spring.
Prerequisites: STAT 550.
Properties of the multivariate and spherical normal distributions, quadratic forms, estimation and testing in the linear model with applications to analysis of variance and regression models, generalized inverses, and simultaneous inference.

STAT 552 Advanced Topics in Mathematical Statistics
Cai.
Fall.
Prerequisite: STAT 550 and STAT 551.
A continuation of STAT 550.

STAT 900 Advanced Probability
Staff.
Not offered every year.
Prerequisites: STAT 531 or equivalent.
The topics covered will change from year to year. Typical topics include the theory of large deviations, percolation theory, particle systems, and probabilistic learning theory.

STAT 901 Stochastic Processes II
Staff.
Not offered every year.
Prerequisites: OPIM 930 or equivalent.
Martingales, optimal stopping, Wald's lemma, age-dependent branching processes, stochastic integration, Ito's lemma.

STAT 910 Forecasting and Time Series Analysis
Staff.
Spring, odd-numbered years.
Prerequisite: STAT 511 or 541 or equivalent.
Fourier analysis of data, stationary time series, properties of autoregressive moving average models and estimation of their parameters, spectral analysis, forecasting. Discussion of applications to problems in economics, engineering, physical science, and life science.

STAT 915 Nonparametric Inference
Staff.
Not offered every year.
Prerequisite: STAT 511 or equivalent.
Statistical inference when the functional form of the distribution is not specified. Nonparametric function estimation, density estimation, survival analysis, contingency tables, association, and efficiency.

STAT 920 Sample Survey Methods
Zanutto.
Not offered every year.
Prerequisite: STAT 511 or equivalent with permission of instructor.
This course will cover the design and analysis of sample surveys. The focus of attention will be on the latter, specifically, classical analyses of random sampling, stratified sampling, cluster sampling, large sample results, and other topics as time permits and students' interests dictate.

STAT 924 Advanced Experimental Design
Staff.
Not offered every year.
Prerequisite: STAT 552.
Factorial designs, confounding, incomplete blocks, fractional factorials, random and mixed models, and response surfaces.

STAT 925 Multivariate Analysis: Methods
Staff.
Not offered every year.
Prerequisite: STAT 511 or equivalent.
Tests on mean vectors, discriminant analysis, multivariate analysis of variance, canonical correlation, principal components, and factor analysis.

STAT 932 Survival Models and Analysis Methods for Medical and Biological Data
Zhao.
Prerequisite: STAT 551.
Parametric models, nonparametric methods for one-and two-sample problems, proportional hazards model, inference based on ranks. Problems will be considered from clinical trials, toxicology and tumorigenicity studies, and epidemiological studies.

STAT 933 Analysis of Categorical Data
Rosenbaum.
Prerequisites: STAT 541 and 551.
Likelihood equations for log-linear models, properties of maximum likelihood estimates, exact and approximate conditional inference, computing algorithms, weighted least squares methods, and conditional independence and log-linear models. Applied topics, including interpretation of log-linear and logit model parameters, smoothing of tables, goodness-of-fit, and incomplete contingency tables.

STAT 940 Advanced Inference I
Staff.
Not offered every year.
Prerequisites: STAT 551.
The topics covered will change from year to year. Typical topics include sequential analysis, nonparametric function estimation, robustness, bootstrapping and applications decision theory, likelihood methods, and mixture models.

STAT 941 Advanced Inference II
Staff.
Not offered every year.
Prerequisites: STAT 940.
A continuation of stat 940.

STAT 950 Statistical Practice I
Rosenbaum.
Not offered every year.
Prerequisites: STAT 540, 541, 550 and 551.
Students will be exposed to the conceptual and practical difficulties of actual statistical practice. Each student will be assigned to work on one or more applied problems arising in the Statistical Consulting Laboratory.

STAT 955 Stochastic Calculus and Financial Applications
Steele.
Fall.
Prerequisite: STAT 900.
Selected topics in the theory of probability and stochastic processes.

STAT 991 Seminar in Advanced Application of Statistics
Staff.
Fall & Spring.
This seminar will be taken by doctoral candidates after the completion of most of their coursework. Topics vary from year to year and are chosen from advanced probability, statistical inference, robust methods, and decision theory with principal emphasis on applications.