MTH U581 - Statistics and Stochastic Processes

Institution:

Northeastern University

Subject:

Description:

Continues topics introduced in MTH U481. 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.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.northeastern.edu

Phone Number:

(617) 373-2000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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