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Frank P. Soler - Mathematics

Engineering Statistics

Engineering Statistics (Math 23) 


Math 23 is a Calculus based (at least one year of Calculus is a pre-requisite) statistics course suitable for engineers, computer scientists, and students interested in the uses of statistics in the mathematical sciences (for instance: econometrics, financial engineering, mathematical biology). The course covers topics in sampling and univariate data analysis (1 week), probability (3-4 weeks), and inference (6-7 weeks). The inference part of the course includes ANOVA procedures as well as some aspects of multivariate linear models -- including multivariate regression and, time permitting, factorial designs. In addition, some time is spent on properties of point estimators (unbiased, minimum variance), maximum likelihood and moment estimation, the Central Limit Theorem (with minimum justification via a Bernoulli type argument), an introduction to the Neyman-Pearson Lemma, and brief mention of the Gauss-Markov Theorem. Several computer labs, to include simulation, are part of the course work. 

The course was last offered during the Winter 2008 quarter. Twenty five students started and 22 students finished. For those who finished the course, the grade distribution was as follows: 9 A's, 9 B's, 3 C's, 1 F. Two faculty members attended all of the lectures and actively participated in the class, making it even more exciting for students! 
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Over the years, many students who have taken this course have gone on to major in Statistics or related areas. At present, there are several of these students employed in the financial area doing statistical work for large brokerage houses (i.e., J.P. Morgan, Merrill Lynch). Others are doing graduate work in fields such as Finance, Econometrics, and Biostatistics.

ATTENTION: Based on demand and funding, this course may be offered again during the 2015-2016 and/or 2016-2017 academic year. Inquire at the PSME Division Office (408-864-8774) or keep checking this website for an announcement.






Contact
email icon Email: Frank P. Soler
phone icon Phone: 408.864.

Mathematics
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Last Updated: 2/19/15