Statistics

Departmental Contact:
Prof. David Madigan
1255 Amsterdam Ave., Room 1005
212-851-2132
david.madigan@columbia.edu

OFFICIAL MAKEUP DATES FOR UNIVERSITY HOLIDAYS

May 31, replaces the Memorial Day holiday.

July 5, replaces the Independence Day holiday

NOTE

The University reserves the right to withdraw or modify the courses of instruction or to change the instructors as may become necessary.

Click on course title to see course description and schedule.

Summer 2013

Statistics

  • STAT S1111D. Introduction to Statistics (without calculus). 3 pts.
    Runs from the week of May 28 to Jul 05

    Prerequisites: Some high school algebra.

    Designed for students in fields that emphasize quantitative methods. This course satisfies the statistics requirements of all majors except statistics, economics, and engineering. Graphical and numerical summaries, probability, theory of sampling distributions, linear regression, confidence intervals, and hypothesis testing are taught as aids to quantitative reasoning and data analysis. Use of statistical software required. Illustrations are taken from a variety of fields. Data-collection/analysis project with emphasis on study designs is part of the coursework requirement.

  • STAT S1111Q. Introduction to Statistics (without calculus). 3 pts.
    Runs from the week of Jul 08 to Aug 16

    Prerequisites: Some high school algebra.

    Designed for students in fields that emphasize quantitative methods. This course satisfies the statistics requirements of all majors except statistics, economics, and engineering. Graphical and numerical summaries, probability, theory of sampling distributions, linear regression, confidence intervals, and hypothesis testing are taught as aids to quantitative reasoning and data analysis. Use of statistical software required. Illustrations are taken from a variety of fields. Data-collection/analysis project with emphasis on study designs is part of the coursework requirement.

  • STAT S1211D. Introduction to Statistics (with calculus). 3 pts.
    Runs from the week of May 28 to Jul 05

    Prerequisites: Working knowledge of calculus (differentiation and integration).

    Designed for students who desire a strong grounding in statistical concepts with a greater degree of mathematical rigor than in STAT W1111.Random variables, probability distributions, pdf, cdf, mean, variance, correlation, conditional distribution, conditional mean and conditional variance, law of iterated expectations, normal, chi-square, F and t distributions, law of large numbers, central limit theorem, parameter estimation, unbiasedness, consistency, efficiency, hypothesis testing, p-value,confidence intervals. maximum likelihood estimation. Satisfies the pre-requisites for ECON W3412.

  • STAT S1211Q. Introduction to Statistics (with calculus). 3 pts.
    Runs from the week of Jul 08 to Aug 16

    Prerequisites: Working knowledge of calculus (differentiation and integration).

    Designed for students who desire a strong grounding in statistical concepts with a greater degree of mathematical rigor than in STAT W1111.Random variables, probability distributions, pdf, cdf, mean, variance, correlation, conditional distribution, conditional mean and conditional variance, law of iterated expectations, normal, chi-square, F and t distributions, law of large numbers, central limit theorem, parameter estimation, unbiasedness, consistency, efficiency, hypothesis testing, p-value,confidence intervals. maximum likelihood estimation. Satisfies the pre-requisites for ECON W3412.

  • STAT S4105D. Probability. 3 pts.
    Runs from the week of May 28 to Jul 05

    Prerequisites: MATH V1101 and V1102, or the equivalent, and STAT W1111 or W1211.
    Corequisites: MATH V1201, or the equivalent, or permission of instructor.

    This course can be taken as a single course for students requiring knowledge of probability or as a foundation for more advanced courses. It is open to both undergraduate and master students. This course satisfies the prerequisite for STAT W3107 and W4107. Topics covered include combinatorics, conditional probability, random variables and common distributions, expectation, independence, Bayes' rule, joint distributions, conditional expectations, moment generating functions, central limit theorem, laws of large numbers, characteristic functions.

  • STAT S4107D. Statistical Inference. 3 pts.
    Runs from the week of May 28 to Jul 05

    Prerequisites: STAT W3105 or W4105, or the equivalent.

    Calculus-based introduction to the theory of statistics. Useful distributions, law of large numbers and central limit theorem, point estimation, hypothesis testing, confidence intervals, maximum likelihood, likelihood ratio tests, nonparametric procedures, theory of least squares and analysis of variance.

  • STAT S4199D. Statistical Computing in SAS. 3 pts.
    Runs from the week of May 28 to Jul 05

    Description: Data handling in SAS (including SAS INPUT, reading and writing raw and system files, data set subsetting, concatenating, merging, updating and working with arrays), SAS MACROS, common SAS functions, and graphics in SAS. Review of SAS tools for exploratory data analysis, and common statistical procedures (including, categorical data, dates and longitudinal data, correlation and regression, nonparametric comparisons, ANOVA, multiple regression, multivariate data analysis).

  • STAT S4240D. Data Mining. 3 pts.
    Runs from the week of May 28 to Jul 05

    Prerequisites: COMS W1003, W1004, W1005, W1007, or the equivalent.

    Data Mining is a dynamic and fast growing field at the interface of Statistics and Computer Science. The emergence of massive datasets containing millions or even billions of observations provides the primary impetus for the field. Such datasets arise, for instance, in large-scale retailing, telecommunications, astronomy, computational and statistical challenges.This course will provide an overview of current research in data mining and will be suitable for graduate students from many disciplines. Specific topics covered with include databases and data warehousing, exploratory data analysis and visualization, descriptive modeling, predictive modeling, pattern and rule discovery, text mining, Bayesian data mining, and causal inference.