### Spring 2017

#### STAT 522

Multivariate Statistical Analysis
(Jie Yang)
- PREREQUISITES:
- STAT 521
- DESCRIPTION:
- Multivariate normal distribution, estimation of mean vector and covariance matrix, T-square statistic, discriminant analysis, general linear hypothesis, principal components, canonical correlations, factor analysis

#### STAT 536

Optimal Design Theory II
(S. Hedayat)
- PREREQUISITES:
- Stat 535 or consent of instructor.
- DESCRIPTION:
- Construction of optimal designs; BIB, Latin square and generalizedYouden, repeated measurements, treatment-control studies; construction of factorial designs including orthogonal arrays.

#### STAT 591

Advanced Topics in Statistics, Probability, and Operations Research: Stochastic Calculus
(Ouyang)
- PREREQUISITES:
- Approval of the department
- DESCRIPTION:
- Stochastic calculus and applications to Math finance: Part 1 - The theory: Brownian motion, Continues time martingales, Markov properties of Brownian motion, Construction of Brownian motion, Stochastic integrals, It\^{o}'s formula, Applications of It\^{o}'s formula, The Girsanov theorem.
Part 2 - Applications to math finance: Black-Scholes formula, local volatility models and the fundamental theorem of finance

### Fall 2017

#### STAT 591

Advanced Topics in Statistics, Probability, and Operations Research: Big Data Analysis
(Yang, J.)
- PREREQUISITES:
- TBD
- DESCRIPTION:
- TBA

### Spring 2018

#### STAT 511

Advanced Statistical Theory I
(Yang, M.)
- PREREQUISITES:
- STAT 411.
- DESCRIPTION:
- Statistical models, criteria of optimum estimation, large sample theory, optimum tests and confidence intervals, best unbiased tests in exponential families, invariance principle, likelihood ratio tests.

#### STAT 522

Multivariate Statistical Analysis
(Yang, J.)
- PREREQUISITES:
- STAT 521.
- DESCRIPTION:
- Multivariate normal distribution, estimation of mean vector and covariance matrix, T-square statistic, discriminant analysis, general linear hypothesis, principal components, canonical correlations, factor analysis

#### STAT 536

Optimal Design Theory II
(Hedayat)
- PREREQUISITES:
- Stat 535 or consent of the instructor.
- DESCRIPTION:
- Construction of optimal designs; BIB, Latin square and generalized Youden, repeated measurements, treatment-control studies; construction of factorial designs including orthogonal arrays.