MATH 4581: Statistics and Stochastic Processes
Lecture - 4 credits
- Continues topics introduced in MATH 3081.
- The first part of the course covers classical procedures of statistics including the t-test, linear regression, and the chi-square test.
- The second part provides an introduction to stochastic processes with emphasis on Markov chains, random walks, and Brownian motion, with applications to modeling and finance.
Continues topics introduced in MATH 3081. Show more.