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School of Statistics 549

School of Statistics
PAARALAN ng ESTADISTIKA
Location: Magsaysay Avenue, UP Diliman, Quezon City, 1101 Philippines
Telephone Number: +63-2-9280881
Email Address: [email protected]
Website: www.stat.upd.edu.ph

T
he School of Statistics (Stat)a was established as the Statistical Training Center (later as the Statistical Center) by the BOR at its 565th
meeting on 09 October 1953, under a bilateral agreement between the government of the Philippines and the United Nations. Its primary
objective then was to work towards the improvement of statistical services in the government. Ten years later, the Center was formally
turned over to the University of the Philippines and in 1964, the BOR approved the Bachelor of Science (Statistics) program. The B.S. (Statistics)
program started accepting students beginning AY 1967-1968.

It has since grown into a degree-granting institution whose mission is to advance the development and maintenance of a high level of efficiency in
statistical activities in the country and in the Asia-Pacific Region through its academic programs, research, and extension services. In 26 November
1998, as approved during the 1126th meeting of the BOR, the Statistical Center changed its name to School of Statistics in order to reflect its
expanded character as a degree-granting institution. At present, the School of Statistics offers one undergraduate program and three graduate
programs. These are the B.S. (Statistics) program, the Master of Statistics (MOS) program, the M.S. (Statistics) program and the Ph.D. (Statistics)
program. Through these programs, the School of Statistics has produced numerous distinguished statisticians in various professions and is widely
recognized as the primary source of statistical expertise for the Philippine Statistical System and in the Industry. At present, it is the only CHED
Center of Excellence in Statistics in the country.

PROGRAMS OFFERED professional flexibility and exciting opportunities for rewarding careers
in different fields such as biostatistics, market research, econometrics,
UNDERGRADUATE PROGRAM actuarial science, and statistical computing.

Bachelor of Science in Statistics GRADUATE PROGRAM

The BS (Statistics) program is a 4-year course that provides students


with a sound understanding of statistical methods—their underlying Master of Statistics (MOS)
theories and their applications. It aims to prepare the students for
immediate work as statisticians in government, industry, and research MOS aims to produce practitioners who are knowledgeable in
institutions. The program also aims to provide students with a good statistical methodologies and capable of the practice of general
foundation to pursue graduate studies in statistics or other fields. statistics and of the practices in some key areas.

The program equips students with the necessary skills to design


Master of Science (MS Statistics)
studies, analyze data, manage and process data using a variety of
software packages, and communicate the results of the study to MS Statistics prepares its graduates for advanced level work in the
the end-users. This provides the graduates of the program with profession and provides them with the necessary foundation for high
quality PhD work, both in the theoretical and practical aspects.
a
official rendition of the new School of Statistics building (expected time of
completion: June 2014)
550 School of Statistics
Doctor of Philosophy (PhD Statistics)
c. At the end of the school year they fail to pass at least 21 units
PhD Statistics provides students with advanced background in of their total load for the school year. If the student is at least
statistics to enable them to participate in the development of statistical a sophomore, 6 units of these 21 units must be statistics
methods. Emphasis is placed on training in research. subjects; and

The MOS program aims to prepare the students to meet the needs d. They fail a statistics subject three times.
of industry and government for statistical personnel at the supervisory
level. It provides the students with a sound understanding of statistical 4. Students who drop a course or courses unofficially shall be considered
concepts and methods and their applications. The MS and the PhD delinquent and their load may be reduced by the total number of
programs aim to improve the quality of graduates and prepare them units dropped unofficially.
for jobs not only in the academe and in research but also in one or more
of the following areas: business, economics, computing, industry, social GRADUATE
science, natural sciences, among others.
In addition to University rules and regulations governing graduate
programs, the following apply to the School of Statistics graduate
ADMISSION POLICIES/REQUIREMENTS programs:

UNDERGRADUATE Master of Statistics (MOS) Program

1. Applicants from another unit of the University may be admitted to the Students will be required to take a validation examination in the areas
School provided that they have obtained a weighted average grade of Calculus, Matrix Algebra, and Introductory Statistics. If students fail
of 2.50 or better for all the statistics and mathematics subjects the examination, one or two of Stat 100, Stat 195, or Stat 117 will be
taken in the University; provided further that the quota set by the taken during the summer or semester prior to admission to the MOS
Dean has not been filled. program.
2. Applicants from another University may be admitted provided that
they have obtained a general weighted average grade of 2.0, 86% To facilitate the monitoring of students’ progress, students will have
or B or better and a weighted average grade of 1.75 for all the to submit a concept paper on a possible research topic as part of the
statistics and mathematics subjects taken outside the University in application requirement.
addition to satisfying University requirements governing transfer
students; and provided further that the quota set by the Dean has Students will be considered candidates for graduation upon
not been filled. completion of all required and elective courses with a weighted average
of “2.0” or better and submission and successful defense of a Special
Scholastic Delinquency Rules Problem.

1. Students who, at the end of the semester, obtain final grades below For the MOS Special Problem, students should demonstrate
“3” in 25% to 49% of the total number of academic units enrolled capability in statistical analysis through the application of more recent
in as of the last day of late registration shall receive a warning from statistical methods in solving real-life problems or the novel application
the Dean to improve their work. of statistical methods in solving real-life problems.
2. Students who, at the end of the semester, obtain final grades below
“3” in 50% to 75% of the total number of academic units in which
Master of Science (MS Statistics) Program
final grades have been obtained as of the last day of late registration
shall be placed on probation and may be given a reduced load for Students should have a strong foundation in mathematics (calculus)
the succeeding semester. and mathematical statistics.
3. Students shall be permanently dropped from the roll of the School of
Statistics for any of the following reasons: To facilitate the monitoring of students’ progress, students need
a. At the end of the semester they obtain final grades below “3” in to submit a concept paper on a possible research topic as part of the
at least 76% of the total number of academic units in which application requirement.
final grades have been received as of the last day of late
registration; Students will be considered candidates for graduation upon
completion of all required and elective courses with a weighted average
b. They were on probation the previous semester and then at the of “2.0” or better and submission and successful defense of a thesis.
end of the semester, they obtain final grades below “3” in
50% or more of the total number of units in which they have For the MS thesis, students should be able to demonstrate capability
received final grades; in conducting basic research in statistics. The work should contribute
to the body of knowledge in statistical science. The new knowledge
School of Statistics 551

generated from the thesis can be derived analytically or computationally Stat 312), provided that their weighted average in these courses is
(use of simulations). 1.75 or better.

After passing the candidacy examination with a grade of 1.75 or better,


Scholastic Delinquency Rules
students are considered advanced to candidacy for the degree. Failure at
The following average grades are required of students enrolled in the a second try shall bar the student permanently from the PhD program.
masters programs:
No. of Units Taken Average Grade Required Graduation Requirement
6 2.50
9 2.30 Submission of an approved dissertation successfully defended in an
12 2.20 oral examination.
15 2.15
18 2.10
21 2.05 Scholastic Delinquency
27 or more 2.0
The following are the grade requirements for students enrolled in the
doctoral program:
No. of Units Taken Average Grade Required
Students who do not satisfy the above grade requirements will be 6 2.50
dropped from the roll of the School. 9 2.30
12 2.20
15 2.15
Doctor of Philosophy (PhD Statistics) PROGRAM
18 2.10
Application for admissions must be filed with the Director for 21 2.05
Graduate Studies at least one month before the start of the registration 27 or more 2.0
period of the proposed term of entrance.

Applicants with a bachelor’s or master’s degree or equiv degree or Students who do not satisfy the above grade requirements will be
title from any recognized institution of higher learning and who satisfy dropped from the roll of the School.
the University rules on admission to a graduate program may be
admitted to the PhD program subject to the following conditions:
PRIVATE SCHOLARSHIP
Applicants with a bachelor’s or master’s degree other than in statistics
may be required to take additional mathematics and statistics courses The School has two private scholarships that students can avail
before admission to the PhD program. themselves of.

Additional requirements shall be determined by the Graduate 1) Rosario Chew Scholarship for Statistics
Committee of the School. 2) Cristina Parel Scholarship for Statistics

Students must obtain a grade of 2.0 or better in the qualifying


FACILITIES & SERVICES
examination based on the core courses of the MS Statistics program of
the School before being allowed to continue in the doctoral program. The School maintains one of the best statistics libraries in the
Graduates of MS Statistics of the School are exempted from taking the country, with new titles continuously being added to its already sizable
qualifying examination. collection. It subscribes to 25 titles of foreign statistical journals,
including the online version of databases of journal compilations the
University subscribes to. Its Statistical Computing Laboratory (SCL)
Advancement to Candidacy
houses powerful computers equipped with the latest statistical software
Students are qualified to take the candidacy examination based like SAS, SPSS, Stata, EViews, and Minitab.
on the PhD core courses (Stat 301, Stat 302, Stat 303, Stat 311, and
552 School of Statistics

BACHELOR OF SCIENCE (STATISTICS) MASTER OF STATISTICS


139 units 37 units

APPROVAL APPROVAL
120th Special UPD UC : 02 April 2012 | President AEPascual : 04 June 2012 112th UPD UC : 26 March 2010 | President ERRoman: 19 April 2010

F I R S T Y E A R F I R S T Y E A R
1st Semester 2nd Semester 1st Semester 2nd Semester
17 units 17 units 9 units 9 units
GE (AH 1) Free Choice 3 GE (AH 2) Eng 10 3 Stat 221 3 Stat 222 3
GE (MST 1) Free Choice 3 GE (SSP 2) Philo 1 3 Stat 251 3 Stat 223 3
GE (SSP 1) Free Choice 3 Math 53 5 Elective 3 Elective 3
Math 17 5 Stat 115 3
Student will start working for the special problem at this point.
Stat 114 3 Stat 117 3
PE (2) PE (2) S E C O N D Y E A R
S E C O N D Y E A R 1st Semester 2nd Semester
1st Semester 2nd Semester 10 units 9 units
17 units 18 units Stat 250 3 Elective 3
GE (AH 3) Fil 40* 3 GE (AH 4) Free Choice 3 Stat 290 1 Stat 290 1
GE ( SSP 3) Kas 1* 3 GE (MST 2) Free Choice 3 Elective 3 Stat 298 5
Math 54 5 Math 55 3 Elective 3
Stat 121 3 Stat 122 3
Stat 124 3 Stat 125 3
Free Elective 1 3 Note: The student will be required to take a validation examination in the areas
PE (2)
of Calculus, Matrix Algebra, and Introductory Statistics. If the student fails the
PE (2) examination, one or two of Stat 100, Stat 195, or Stat 117 will be taken during
T H I R D Y E A R the summer/term prior to admission to the program
1st Semester 2nd Semester
19 units 18 units
GE (AH 5) Comm 3 3 GE (SSP 5) Free Choice 3
GE (SSP 4) Free Choice 3 Stat 132 3
GE (MST 3) Free Choice 3 Stat 133 3
Stat 131 4 Stat 136 3
Stat 135 3 Stat 138 3
Math/Stat Elective2 3 Free Elective 3
NSTP (3) NSTP (3)

F O U R T H Y E A R MASTER SCIENCE (STATISTICS)


38 units
1st Semester 2nd Semester
18 units 15 units APPROVAL
112th UPD UC : 26 March 2010 | President ERRoman: 19 April 2010
GE (MST 4) STS 3 Stat 143 3
Stat 145 3 Stat 148 3 F I R S T Y E A R
Stat 146 3 Stat 149 3 1st Semester 2nd Semester
Stat 147 3 PI 100 3 9 units 9 units
Math/Stat Elective 3 Math/Stat Elective 3 Stat 230 3 Stat 232 3
Technical Writing Course 3 Stat 231 3 Stat 250 3
Elective 3 Elective 3
1
A Free elective is any course that is not equiv to a required statistics course in Student will start working for the special problem at this point.
the program.
2
A Stat elective is any statistics course number 191 to 197. S E C O N D Y E A R
A Math elective is any mathematics course number higher than 109 that is not 1st Semester 2nd Semester
equiv to a required statistics course in the program. 10 units 9 units

* Kas 1 and Fil 40 satisfy the 6-unit Philippine Studies requirement Stat 233 3 Stat 234 3
Stat 290 1 Stat 290 1
Elective 3 Stat 300 5
Note: As a requirement for graduation, all students must take six (6) units in Elective 3
one of the National Service Training Program (NSTP) components: Civic Welfare
Training Service (CWTS), Literacy Training Service (LTS), and Reserved Officer’s
Training Corps Military Science (ROTC Mil Sci). These are offered by UPD.

Checklists for Undergraduate and Graduate programs are for guidance of students only and are based on approved Program of Study (POS)
School of Statistics 553

DOCTOR OF PHILOSOPHY (Statistics) COURSE OFFERINGS


40 units

APPROVAL UNDERGRADUATE
46th UPD UC : 15 April 1996

F I R S T Y E A R Statistics (Stat)
1st Semester 2nd Semester
9 units 8 units 100 Calculus and Matrix Algebra for Statistics. Differential and
Stat 301 3 Stat 302 3 integral calculus. Infinite series. Matrix algebra. 3 u.
Elective 3 Stat 311 3
Elective 3 Stat 390 2 101 Elementary Statistics. Presentation of data; frequency
distributions; measures of central tendency; measures of
S E C O N D Y E A R
dispersion; index numbers; probability distributions; statistical
1st Semester 2nd Semester
inference; correlation and regression. Prereq: Math 11. 3 u.
8 units 3 units
Stat 312 3 Stat 390 2 114 Descriptive Statistics. Statistics; statistical measurement;
Stat 303 3 Stat 396 1 statistical notations; collection, organization and presentation
Stat 390 2
of data; measures of central tendency, location, dispersion,
T H I R D Y E A R skewness, kurtosis; letter values, boxplots and stem-and-
1st Semester 2nd Semester leaf display; measures of association and relationship; rates,
ratios, and proportions; construction of index numbers and
Stat 400 12 indicators. Coreq: Math 17/equiv. 3 u.

115 Basic Statistical Methods. Computer assisted statistical


analysis on the following: tests for means; tests for
proportions; tests for independence; simple linear regression;
analysis of variance; forecasting using classical techniques.
Prereq: Stat 101/114/equiv. 3 u.

117 Mathematics for Statistics. Principles of logic; methods of


proof; fields, sigma fields and sequences of sets; the real
number system; sequences and series; combinatorial analysis.
Prereq: Math 17/equiv. 3 u.

121 Probability Theory I. Elements of probability; random


variables; discrete and continuous random variables;
probability distributions; special distributions; mathematical
expectations; functions of a randon variable. Prereq: Math
53, Stat 117/equiv; Coreq: Math 54. 3 u.

122 Probability Theory II. Joint, marginal, and conditional


distributions; independence of random variables; distributions
and expectations of functions of random variables;
charactertization of F, t, and χ2 distributions, normal
approximation to discrete distributions. Prereq: Stat 121. 3 u.

124 Introduction to Programming. Introduction to microcomputer


and operating systems; principles of programming;
programming using a high-level computer language (e.g.,
PASCAL). Prereq: Stat 101/114/equiv. 3 u.

125 Applications Software and Software Packages. Use of


statistical software packages (e.g., SAS, SPSS) for database
management and basic statistical analysis. Prereq: Stat
101/115/equiv, Stat 124/equiv. 3 u.

Checklists for Undergraduate and Graduate programs are for guidance of students only and are based on approved Program of Study (POS)
554 School of Statistics

130 Introduction to Mathematical Statistics for Computer robust and resistant measures; fitting resistant lines. Coreq:
Science. Probability; random variables and distribution Stat 136. 3 u.
functions; special distributions; sampling distributions;
maximum likelihood estimation; interval estimation; 147 Introduction to Multivariate Analysis. Multivariate normal
hypothesis testing; application of the central limit theorem distribution; inference on mean vector and dispersion matrices;
to large sample inference; linear regression and correlation. principal component analysis; canonical correlation analysis;
Prereq: Math 55. 3 u. discriminant analysis; factor analysis; cluster analysis; other
multivariate techniques; applications. Prereq: Stat 136. 3 u.
131 Parametric Statistical Inference. Population and sample;
statistics and sampling distributions; limit theorems; point and 148 Introduction to Experimental Designs. Principles of
interval estimation; statistical hypothesis testing; inference experimentation; completely randomized design; randomized
based on the normal distribution and applications of z, t, χ2, and complete block design; Latin-square design; cross-over
F distributions. Prereq: Math 55, Stat 122. 4 h. (3 lec, 1 lab). 4 u. design; factorial experiments; incomplete block design; other
experimental designs; applications. Prereq: Stat 136. 3 u.
132 Nonparametric Statistical Inference. Levels of measurement;
goodness-of-fit tests; sign and signed rank tests; distribution 149 Introduction to Categorical Data Analysis. Categorical data;
tests; association tests; tests for independence. Prereq: Stat cross-classification tables; analysis using loglinear, logistic and
131, Stat 125. 3 u. logit models. Prereq: Stat 136. 3 u.

133 Bayesian Statistical Inference. Elements of Bayesian 191 Special Topics in Biological and Medical Statistics. Prereq:
inference; assessment of prior likelihood and posterior COI. 3 u.
distributions; Bayesian estimation and hypothesis testing;
predictive distribution and asymptotics; Bayesian Hierarchical 191.1 Introduction to Biostatistics. Descriptive and inferential
Models; introduction to Empirical Bayes; use of statistical statistics in the health sciences: clinical trials, epidemiologic
software. Prereq: Stat 131, Stat 124. 3 u. studies: survival analysis. Prereq: Stat 125. Coreq: Stat 148. 3 u.

135 Matrix Theory for Statistics. Matrix operations; properties 192 Special Topics in Business and Economic Statistics. Prereq:
of matrices; special matrices; matrix calculus; determinants; COI. 3 u.
eigenvalues and eigenvectors; linear systems; vector spaces;
use of software; applications. Prereq: Math 53, Stat 125. 3 u. 192.1 Statistics in Market Research. Market research process;
primary data collection; research design concepts; descriptive,
136 Introduction to Regression Analysis. Linear regression model; inferential, and multivariate statistics in market research;
model selection; regression diagnostics; use of dummy communicating market research results; applications. Coreq:
variables; remedial measures. Prereq: Stat 131, Stat 135. Stat 147. 3 u.

138 Introduction to Sampling Designs. Probability and non- 192.2 Advanced Linear Models. Instrumental variables: limited
probability sampling; simple random, systematic, cluster, dependent variable models; panel data estimation. Prereq:
stratified, and multi-stage sampling designs; sampling with Stat 136. 3 u.
probability proportional to size; applications . Prereq: Stat
131, Stat 125. 3 u. 193 Special Topics in Industrial and Physical Science Statistics.
Prereq: COI. 3 u.
143 Survey Operations. Research process; techniques of
data collection; principles of questionnaire design; data 193.1 Introduction to Statistical Quality Control. Overview of quality
coding and encoding; data quality control; presentation of control and improvement; identifying sources of variation;
research findings. Prereq: SSa, Technical Writing course, Oral control charts; process capability analysis; acceptance
Communication Skills course. 3 u. sampling; reliability. Prereq: Stat 125, Stat 131. 3 u.

145 Introduction to Time Series Analysis and Forecasting. 194 Special Topics in Social and Psychological Statistics. Prereq:
Classical methods; ARIMA models; Box-Jenkins method; COI. 3 u.
unit root processes; intervention analysis; GARCH Models;
regression with time series data; applications. Prereq: Stat 195 Introduction to Mathematical Statistics. Probability
136. 3 u. distributions, sampling distributions, parametric and non-
parametric inference. 3 u.
146 Introduction to Exploratory Data Analysis. Displaying and
summarizing batches; re-expressing data; median polish; 196.1 Advanced Statistical Computing. Advanced data management
and processing; Structured Query Language; modular codes;
a
A student has SS if s/he requires at most 18 major units to graduate simulations; resampling methods. Prereq: Stat 136. 3 u.
School of Statistics 555

197 Special Topics in Statistics. Prereq: COI. 3 u., may be taken 232 Parametric Inference. Exponential family of densities;
thrice, topics to be indicated for record purposes. point estimation: sufficiency, completeness, unbiasedness,
equivariance; hypothesis testing. Prereq: Stat 231. 3 u.
GRADUATE
233 Linear Models. Subspaces and projections; multivariate
normal distribution, non-central distributions, distribution
Statistics (Stat) of quadratic forms; the general linear model of full column
rank, tests about the mean; tests about the variance; the
210 Statistical Software. Database management and programming general linear model not of full column rank; estimability and
using statistical software. 3 u. testability. Prereq: Stat 232. 3 u.

211 Statistical Computing. Algorithms for statistical computing; 234 Multivariate Analysis. Distribution theory for multivariate
numerical analysis for linear and nonlinear models; random analysis; the multivariate one-and-two sample models; the
number generation; Monte Carlo methods. 3 u. multivariate linear model. Prereq: Stat 233. 3 u.

221 Introductory Probability. Combinatorial analysis; sample 235 Survey of Stochastic Processes. Markov chains; Markov
space and random variables, probability distribution function; processes; Poisson processes; renewal processes; martingales.
expectation; stochastic independence; common probability Prereq: Stat 221. 3 u.
distributions. 3 u.
240 High Dimensional Data. High dimensional data; high
222 Introduction to Statistical Inference. Sampling distributions; dimensional data visualization; high dimensional data analysis;
point and interval estimation; tests of hypothesis. Prereq: Stat dimension reduction; pattern search; clustering; applications.
221. 3 u. Prereq: Stat 226/equiv, Stat 223/equiv. 3u.

223 Applied Regression Analysis. Model building; diagnostic 241 Nonlinear Regression. Classification of nonlinear models;
checking; remedial measures; applications. Coreq: Stat 222/ iterative estimation and linear approximation; practical
equiv. 3 u. considerations: model specification, starting values,
transformations; convergence; multiresponse model; models
224 Experimental Designs. Completely randomized designs; from differential equations; nonlinear inference regions;
randomized complete block design; Latin square design; measures of nonlinearity; applications. Prereq: Stat 223/
factorial experiments; incomplete block design; higher-order equiv. 3 u.
designs. Prereq: Stat 223/equiv. 3 u.
242 Econometric Methods. Distributed lag models; structural
225 Time Series Analysis. Classical procedures; stationarity; change; simultaneous equations; limited dependent variables;
Box-Jenkins modeling procedure: autocorrelation function, ARCH, GARCH processes; cointegration; applications. Prereq:
partial autocorrelation function, identification, estimation, Econ 101, Stat 223/equiv. 3 u.
diagnostic checking, forecasting; transfer functions;
applications. Prereq: Stat 223/equiv. 3 u. 243 Categorical Data Analysis. Cross-classified tables,
multidimensional tables; loglinear model; logit models,
226 Applied Multivariate Analysis. Multivariate normal measures of association; inference for categorical data;
distribution; principal components analysis; biplots and applications. Prereq: Stat 223/equiv. 3 u.
h-plots; factor analysis; discriminant analysis; cluster analysis;
multidimensional scaling; correspondence analysis; canonical 244 Design and Analysis of Clinical Experiments. Reliability of
correlation analysis; graphical and data oriented techniques; measurements; parallel groups design; control of prognostic
applications. Coreq: Stat 223/equiv. 3 u. factors; blocking and stratification; analysis of covariance;
repeated measurements and crossover studies; balanced
230 Special Topics in Mathematics for Statistics. Special topics incomplete block designs; factorial experiments; split-plot
in mathematics and their applications in statistics. To be designs; applications. Prereq: Stat 223/equiv. 3u.
arranged according to the needs of students. 3 u., may be
repeated provided that the topics are different; topics to be 245 Survival Analysis. Functions of survival time; estimation of
indicated for record purposes. survival functions; survival distributions and their applications;
distribution fitting and goodness-of-fit tests. Prereq: Stat 222/
231 Probability Theory. Probability spaces and random variables; equiv. 3 u.
probability distributions and distribution functions;
mathematical expectation; convergence of sequences of 246 Response Surface Methods. Product design and development;
random variables; laws of large numbers; characteristic optimal designs; response surface models; response surface
functions. Coreq: Stat 230/equiv. 3 u. optimization; applications. Prereq: Stat 223/equiv. 3u.
556 School of Statistics

247 Data Mining and Business Intelligence. Principles of data 266 Applied Nonparametric Methods. Methods for single,
mining; methods of data mining; themes of data mining; two and k samples; trends and association; nonparametric
applications of data mining in business intelligence. Prereq: bootstrap. Prereq: Stat 222 and Stat 223. 3 u.
Stat 210/equiv, Stat 226/equiv, Stat 223/equiv, and Stat 225/
equiv. 3u. 267 Advanced Applied Multivariate Analysis. Confirmatory
factor analysis; multidimensional scaling; correspondence
249 Nonparametric Modeling. Smoothing methods; kernel analysis; classification trees; CHAID; procrustes analysis;
smoothing; spline smoothing; regression trees; projection neural networks; structural equation modeling. Prereq: Stat
pursuit; nonparametric regression; cross-validation; scoring; 226/equiv/COI. 3u.
high dimensional predictors; additive models; backfitting.
Prereq: Stat 222/232 and Stat 223/equiv. 3u. 268 Advanced Time Series Analysis. Nonstationarity;
cointegration; interventions models; state space models;
250 Sampling Designs. Concepts in designing sample surveys; transfer functions; frequency domain; panel data;
non-sampling errors; simple random sampling; systematic nonparametric methods for time series; nonparametric
sampling; sampling with varying probabilities; stratification, prediction; AR-Sieve; block bootstrap. Prereq: Stat 223/equiv
use of auxiliary information; cluster sampling; multi-stage and 225/equiv. 3u.
sampling. Coreq: Stat 222/232. 3 u.
270 Exploratory Data Analysis. Graphical methods; single batch
251 Survey Operations. Planning a survey; sample design and analysis and analysis of several batches; order statistics;
sample size, frame construction; tabulation plans; preparation resistant estimators; robust tests; robust regression; median
of questionnaires and manual of instruction; field operations; polish; applications. Prereq: Stat 222/equiv. 3 u.
processing of data, preparation of report. Prereq: Stat 222;
Coreq: Stat 223. 3 u. 271 Statistical Quality Control. Overview of the statistical methods
useful in quality assurance; statistical process control; control
252 Bootstrap Methods. Empirical distribution functions; charts for variables and attributes, cusum chart, multivariate
resampling and nonparametric statistical inference; chart; process capability analysis; acceptance sampling; MIL
optimality of the bootstrap; bootstrap in hypothesis testing; STD tables and JIS tables; off-line quality control; introduction
bootstrap in confidence intervals; bootstrap in regression to response surface analysis; Taguchi method; applications.
models; bootstrap for dependent data. Prereq: Stat 222/232 Prereq: Stat 222. 3 u.
and Stat 223/equiv. 3u.
272 Reliability Theory. Coherent systems; paths and cuts, life
260 Quantitative Risk Management. Market risk; financial time distribution; dependent components; maintenance policies and
series; copulas; extreme value theory; credit risk models; replacement models; domains of attraction. Prereq: Stat 231. 3 u.
operational risks. Prereq: Stat 223 and Stat 225. 3u.
273 Six Sigma Statistics. DMAIC (define-measure-analyze-
261 Stochastic Calculus for Finance. Continuous-time model; improve-control) methodology; statistical process control;
Brownian motion; random walk; quadratic variation; Ito process capability; failure mode and effects analysis
formula; Black-Scholes equation; risk-neutral measure; (FMAE); measurement system analysis; optimization by
martingale representation theorem; fundamental theorems of experimentation; Taguchi method. Prereq: COI. 3 u.
asset pricing. Prereq: Stat 221/231/equiv. 3 u.
274 Market Research. The marketing research; data and data
262 Nonparametric Statistics. Distribution-free statistics; generation in marketing research; analytical methods;
U-statistics; power functions; asymptotic relative efficiency consumer behavior modeling. Prereq: Stat 223/equiv and Stat
of tests; confidence intervals and bounds; point estimation; 226/equiv. 3 u.
linear rank statistics; other methods for constructing
distribution-free procedures. Prereq: Stat 232. 3 u. 275 Economic Statistics. The Philippine Statistical System; surveys
being regularly conducted by the system: questionnaire
263 Bayesian Analysis. Bayesian inference; empirical and hierarchical designs, sampling designs, estimators, issues; official statistics
analysis; robustness; numerical procedures. Prereq: Stat 232. 3 u. being generated: national accounts, consumer price index,
input-output table, poverty statistics, leading economic
264 Elements of Decision Theory. Basic concepts, risk function, indicators , seasonally adjusted series; statistical methods
Bayes and minimax solutions of decision problems, statistical useful in generating official statistics. Prereq: Stat 222/232
decision functions, formulation of general decision problems. and Stat 250. 3 u.
Prereq: Stat 231. 3 u.
276 Statistics for Geographic Information Systems. Components
265 Robust Statistics. Breakdown point and robust estimators; of a geographical information system, data structures and
M-, R- and L-estimates; robust tests; robust regression and elements of spatial modeling; exploratory spatial data analysis;
outlier detection. Prereq: Stat 232. 3 u. quadrat analysis, tesselations and spatial autocorrelation;
School of Statistics 557

spatial modeling and prediction; some sampling theory; 303 Stochastic Processes. The theory of stochastic processes;
applications. Prereq: COI. 3 u. some stochastic processes. Prereq: Stat 302. 3 u.

277 Statistics for Image Analysis. Radiometric enhancement 311 Theory of Statistical Inference I. Sufficiency, completeness,
techniques; geometric enhancement using image domain exponential families, unbiasedness; equivariance; Bayes
techniques; multispectral transformation of data; supervised estimation; minimax estimation; admissibility. Prereq: Stat
classification techniques; clustering and unsupervised 301. 3 u.
classification; applications. Prereq: COI. 3 u.
312 Theory of Statistical Inference II. Uniformly most powerful
280 Special Fields of Statistics. Courses in special fields, new areas tests; unbiased tests; invariance; linear hypothesis; minimax
or latest developments in statistics. Prereq: COI. 3 u., may be principle. Prereq: Stat 311. 3 u.
repeated provided that the topics are different; topics to be
indicated for record purposes. 313 Decision Theory. Recent developments and applications in
decision theory. Prereq: Stat 311. 3 u.
290 Statistical Consulting. Application of statistical concepts
and methodologies to data of researchers seeking statistical 321 Asymptotic Methods for Statistics. Limit theorems;
consultancy services. Prereq: COI. 1 u. U-statistics; M-, R- and L- estimators; differentiable
functionals; asymptotic tests. Prereq: Stat 311. 3 u.
298 Special Problem. The report is on a subject involving the use
of statistical methods and analysis. 5 u. 380 Advanced Special Topics. Advanced topics in statistics to be
presented in lecture series as unique opportunities arise. 3 u.,
300 Thesis. The thesis may be on a subject involving original may be repeated provided that the topics are different; topics
investigation which in some respect modifies or enlarges to be indicated for record purposes.
what has been previously known and is recommended for
approval by the major professor or adviser. 6 u. 390 Reading Course. 2 u., must be taken three times.

301 Theory of Probability I. Measure theory; probability spaces; 396 Seminar. Faculty and graduate student discussions of current
random variables; integration; expectation and moments; researches in statistics. 1 u.
convergence. 3 u.
400 Dissertation. 12 u.
302 Theory of Probability II. Conditional expectations;
dependence; martingales. Prereq: Stat 301. 3 u.

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