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Doctoral Program - Courses

Ph.D. students will usually register for 9-10 units in each of the autumn, winter and spring quarters. Most courses offered by the department for Ph.D. students are 3 units each, including the core courses of the first year program. In addition to regular lecture courses on advanced topics, reading courses in the literature of probability and the literature of statistics are available each quarter. Students working on their thesis may register for up to 10 units of directed research in each quarter. Finally, students may wish to register for selected courses outside the statistics department, in particular to fulfill theĀ breadth requirement.

Prerequisites

Equivalents of Math 113, Math 115; Stats 116, Stats 200; CS 106A.

Previous experience has shown that before starting the core courses students need to have active mastery of the material in the prerequisite courses (or their equivalents at other universities), as demonstrated by very good and relatively recent grades. Where this background is missing or not recent, admission to the Ph.D. program will involve designing (with the first year Ph.D. faculty advisor) an individual program to make up the necessary courses. This happens fairly often, and if necessary the four year guarantee of support will be extended according to the time needed to take these courses.

Core Courses

Statistics 300 systematically surveys the ideas of estimation and of hypothesis testing for parametric and nonparametric models involving small and large samples.

Statistics 305 is concerned with linear regression and the analysis of variance.

Statistics 306 surveys a large number of modeling techniques, related to but going well beyond the linear models of 305.

Statistics 310 is a measure-theoretic course in probability theory, beginning with basic concepts of the law of large numbers, and martingale theory.

Although the content of the first year core courses is specified by the department, the order in which topics are studied and details of the presentation are left to the instructor and will vary from year to year. Unusually well prepared students may place out of Statistics 305. Students who do not have enough mathematics background can take 310 after their first year but need to have their first-year program approved by the Ph.D. program advisor.

Literature/Work In Progress Course

Stats 319 is a literature course in statistics and probability that is offered each quarter. The course is generally taken by students in their second and third years, and may be taken repeatedly. It serves two connected purposes:

  1. to expose students to a variety of topics of current research interest, for example, to help identify dissertation topics. Students are expected to read a number of articles and to write a short paper related to the reading that is presented to the class. The paper can be a synthesis of the reading material, or it may mark the beginning of research in the area. Reading assignments are made in consultation with any faculty member, especially the course instructor.
  2. to fulfill the Work in Progress requirement. Each post-quals and pre-orals student gives a 50 minute talk once a year. This requirement gives the student practice in giving and receiving feedback on talk technique, and keeps the department informed on the student's work. The talk can be on thesis work in progress, on an ancillary project (consulting, RA work), or on some papers that the student has been reading lately. The faculty member responsible for the literature course will (along with the other students) provide feedback on the talk, and will provide guidance in topic choice for those students who need it.

Advanced Courses

The department offers advanced lecture courses on a number of topics including:

  • Asymptotics (Stats 332)
  • Bootstrapping (Stats 354)
  • Classification and Pattern Recognition (Stats 329A and Stats 329B)
  • Decision Theory
  • Experimental Design (Stats 340)
  • Multivariate Analysis (Stats 324)
  • Nonparametrics (Stats 372)
  • Sequential Analysis (Stats 326)
  • Spatial Statistics (Stats 352)
  • Survival Analysis (Stats 338)
  • Time Series (Stats 343)

In any given year only a few of these courses will be offered. See also theĀ Stanford Bulletin.

These courses are normally taken after the first year and may help students to find dissertation topics.

Consulting Laboratory

Students taking the consulting laboratory, Stats 390, provide a free consulting service to the Stanford community. Researchers from all areas of the University drop in to discuss their problems. This course allows students to assimilate the material from their first year courses, especially Stats 305/6.

The consulting is done by teams of students, in which inexperienced students are matched with the experienced. The course is offered each quarter and may be taken repeatedly. Students are encouraged to participate in the formulation of the consulting problems and in any data analysis which may be involved.