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Course Criteria
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4.00 Credits
See BIOS 664 for description.
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3.00 Credits
Prerequisites, MATH 232, STOR 155, and 215. Probability models for long-term insurance and pension systems that involve future contingent payments and failure-time random variables. Introduction to survival distributions and measures of interest and annuities-certain.
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3.00 Credits
Prerequisite, MATH 547. Linear, integer, nonlinear, and dynamic programming, classical optimization problems, network theory.
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3.00 Credits
Prerequisite, MATH 233. Introduction to the mathematical theory of probability, covering random variables; moments; binomial, Poisson, normal and related distributions; generating functions; sums and sequences of random variables; and statistical applications.
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3.00 Credits
Prerequisite, BIOS 660 or STOR 435. Introduction to Markov chains, Poisson processes, continuous-time Markov chains, renewal theory. Applications to queueing systems, inventory, and reliability, with emphasis on systems modeling, design, and control.
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3.00 Credits
Prerequisite, STOR 155. Review of basic inference; two-sample comparisons; correlation; introduction to matrices; simple and multiple regression (including significance tests, diagnostics, variable selection); analysis of variance; use of statistical software.
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3.00 Credits
Prerequisite, STOR 455. Topics selected from: design of experiments, sample surveys, nonparametrics, time series, multivariate analysis, contingency tables, logistic regression, and simulation. Use of statistical software packages.
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3.00 Credits
Prerequisite, STOR 435. Introduces concepts of random number generation, random variate generation, and discrete event simulation of stochastic systems. Students perform simulation experiments using standard simulation software.
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3.00 Credits
Prerequisite, STOR 435. Short term probability models for potential losses and their applications to both traditional insurance systems and conventional business decisions. Introduction to stochastic process models of solvency requirements.
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3.00 Credits
Permission of the director of undergraduate studies. This course is intended mainly for students working on honors projects. No one may receive more than three semester hours of credit for this course.
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