**M.S. Program in Statistics at Lehigh University**

**INTRODUCTION**. The discipline of statistical sciences is concerned with the art of developing techniques to gain information and make decisions from data in the presence of uncertainty. The techniques are based on the theory and tools of the various branches of mathematics, especially probability. A graduate education in the statistical sciences allows one an entry into many areas of physical and social sciences, medicine, business and government. There are more than 130 universities in the US that offer graduate programs in the statistical sciences. In spite of the declining graduate enrollment in most disciplines across the country the enrollment in statistics has remained steady over the last fifteen years. An average of 1000 M.S. degrees in Statistics and Biostatistics are awarded every year. A recent study by the NSF and DOE (NSF publication 80-78) concludes that during the 90's "the supply of scientists and engineers at all degree levels will likely be more than adequate to meet demand in all fields except computer professions, statistics and some fields of engineering".

**THE PROGRAM**. The prerequisite for admission to the M.S. degree in Statistics is an undergraduate degree that includes at least 9 semester-hours of calculus. Students who have not had any course in linear algebra, complex variables and advanced calculus are advised to take Lehigh's Math 205 (or 244), Math 208 (or 316) and Math 301 at the earliest opportunity.

The M.S. in Statistics requires 30 credit hours of graduate courses with at least 18 hours of 400-level courses. The choice of the courses must be approved by the graduate advisor. Up to 6 hours of coursework may be replaced with a masters thesis. All students in the program must also pass a comprehensive examination on basic probability, statstics andlinear algebra.

The M.S. program in Statistics has two tracks, Statistics and Stochastic Modeling. The following is a guide for courses and electives in the two tracks.

Please see Lehigh's catalog for course descriptions

**Statistics Track**

Recommended first year course sequence:

**Fall first year: **MATH 309 (Probability with Applications and Simulation); MATH 312 (Statistical Computing and Applications), STAT 342 (Applied LInear Algebra)

**Spring first year:** STAT 410 (Random Processes and Applications); STAT 434 (Mathematical Statistics); STAT 438 (Linear Models in Statistics with Applications)

**Second Year - Electives:**at least 4 more courses selected from the following. Not all courses are offered every year;- STAT 412. Statistical Computing & Applications
- STAT 462. Modern Nonparametric Methods in Statistics
- STAT 438. Linear Models in Statistics with Applications
- STAT 461. Topics in Mathematical Statistics
- STAT 410. Random Processes
- Possible Electives:
- STAT 408. Statistics and Probability Seminar (Spring)
- STAT 409. Statistics and Probability Seminar (Fall)
- STAT 463 Advanced Probability
- STAT 464 Advanced Stochastic Process
- Math 467. Financial Calculus I
- Math 468. Financial Calculus II
- I.E. 332. Product Quality
- I.E. 409. Time Series Analysis
- I.E. 410. Design of Experiments
- Eco 463 or IE 458. Topics in Game Theory
- Educ 411. Multivariate Statistical Methods
- CSE 411. Advanced Programming Techniques

**Stochastic Modeling Track**

- Recommended Courses:
- Math 309. Theory of Probability
- STAT 410. Random Processes
- STAT 463. Advanced Probability
- Math 401. Real Analysis I
- Electives:
- STAT 434. Mathematical Statistics
- STAT 438. Linear Models in Statistics with Applications
- STAT 464. Advanced Stochastic Processes
- Math 341. Mathematical Models and Their Formulation
- Other Possible Electives:
- STAT 408. Seminar in Statistics and Probability (Spring)
- STAT 409. Seminar in Statistics and Probability (Fall)
- Math 320. Ordinary Differential Equations
- Math 340. Design and Analysis of Algorithms
- Math 402. Real Analysis II
- Math 407. Theory and Techniques of Optimization
- Math 430. Numerical Analysis
- Math 467. Financial Calculus I
- Math 468. Financial Calculus II
- Eco. 453. Index Numbers and Time Series Analysis
- CSE 411. Advanced Programming Techniques
- I.E. 316. Advanced Operations Research Techniques
- I.E. 339. Queuing Theory
- I.E. 409. Time Series Analysis
- I.E. 416. Dynamic Programming
- I.E. 439. Applications of Stochastic Processes

**APPENDIX**

Current Math courses to be cross-listed in the catalogue as STAT courses are as follows. We have elevated some 300 level Math courses to the level of 400 STAT courses in order to facilitate meeting the 18 credit hour requirement for M.S. in Statistics.

- STAT 410 = Current Math 310
- STAT 434 = Current Math 334
- STAT 412 = Current Math 312
- STAT 438 = Current Math 338
- STAT 462 = Current Math 462
- STAT 409 = Current Math 409
- STAT 408 = Current Math 410
- STAT 461 = Current Math 461
- STAT 463 = Current Math 463
- STAT 464 = Current Math 464

**An undergraduate student will receive 4 hours of credit if enrolled in Math 310, 334, 312 or 338 but 3 hours of credit if enrolled in STAT 410, 434, 412 or 438.**

For more information, please send e-mail to wh02@lehigh.edu.