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Program: Doctoral Degree
INFORMATION SHEET FOR GRADUATE STUDENTS IN STATISTICS 2006
The Ph.D. is a research degree which entails training toward a research career. The department offers a Ph.D. in Statistics and Applied Probability with optional emphases in Financial Mathematics and Statistics (FMS) and in Quantitative Methods in the Social Sciences(QMSS). The FMS emphasis allows students to specialize in the emerging field of financial mathematics and statistics. The foundation of the Center for Research in Financial Mathematics and Statistics is a great opportunity for students to take a cross-disciplinary approach to the many areas of research within financial mathematics. Similarly, students may petition to add an emphasis in QMSS. The QMSS emphasis offers students an effective strategy for consolidating diverse expertise into a strong, highly visible program. The areas of specialization of the participating faculty include advanced regression modeling techniques, multivariate statistics, bootstrap estimation methods, demography, econometrics, psychometrics, social network theory, mathematical psychology, spatial statistics, survey research, and educational and psychological assessment.
Degree Requirements
1. Students must complete 72 units of PSTAT graduate courses or approved graduate courses from other departments and fulfill two of the four area requirements (Mathematical Statistics, Probability/Stochastic Processes, Applied Statistics, and Pure Mathematics Requirement). At least 60 of the 72 required units must be in P/Stat 200 level graduate courses (excluding P/Stat 263), and they must include PSTAT 207 A-B-C, 213 A-B-C and 220 A-B-C. Each required course must be completed with a grade of B or better. Each student may attempt each area exam not more than twice. Each student must successfully pass two area exams within three years after joining the Department’s Graduate program regardless of having a Master’s degree or not. While fulfilling the area requirements, each Ph.D. student must pass the Preliminary Oral Examination given by the student's Doctoral Committee before advancing to candidacy. The candidate for the PhD must make his/her dissertation available to all the members of the PhD committee at least 2 weeks in advance of the date of the defense.
2. Optional Ph.D. Emphasis in Financial Mathematics and Statistics
Students pursuing a Ph.D. may petition to add an emphasis in financial mathematics and statistics. (This emphasis formalizes the study of and research in financial mathematics, which is a major growth area within the fields of applied probability and statistics.) Students are required to accumulate 72 graduate units, of which 52 are in required courses.
Required
Courses:
PSTAT 207 A-B-C
PSTAT 213 A-B-C
PSTAT 223 A-B-C
MATH 201 A-B
ECON 210 A-B OR Econ 235 A-B.
Electives:
PSTAT 220 A-B-C
PSTAT 221 A-B-C
PSTAT 222 A-B-C
PSTAT 262FM
ECON 210 A-B-C
ECON 235 A-B (Money and Finance)
PSTAT 274 or ECON 245 B (Econometric Theory Time Series)
MATH 201 C(Topics in Real Analysis)
MATH 206 A-B-C-D (Numerical Methods)
MATH 228 A-B-C (Functional Analysis)
MATH 246 A-B-C (PDEs)
With prior approval from the coordinating committee for the emphasis,
other courses can be chosen as electives.
Students
must fulfill the two area requirements:
--
Mathematical Statistics (based on the required course sequence PSTAT 207
A-B-C)
-- Probability and Stochastic Processes (based on the required course
sequence PSTAT 213 A-B-C)
3. Optional PhD Emphasis in Quantitative Methods in the Social Sciences
The
QMSS curriculum is designed to provide students with the rigorous
mathematical and statistical background necessary for advanced quantitative
work. The required mathematics and statistics courses are: |
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•
Math 3A and 3B (Calculus with Applications) |
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| These
requirements can be met with equivalent courses, or waived if equivalent
courses have already been completed. |
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The
QMSS curriculum is also designed to provide a broad interdisciplinary
perspective on the use of quantitative methods in the social sciences.
To meet that requirement we require: |
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| •
At least three quantitative social science methods courses, at least
two of which are outside the student's home department. A list of
courses that satisfy this requirement is here. • Enrollment in the QMSS colloquia for at least three quarters. • At least one presentation of original quantitative social science research at the QMSS colloquia. |
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|
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| •
A Ph.D. dissertation that is focused on an issue that is appropriate
to the QMSS emphasis. For instance, the dissertation could develop
a quantitative method that could be applied to social science fields
beyond the student's discipline, or adapt a quantitative method used
in a social science field outside the student's discipline for researching
a substantive problem within the student's discipline. • A dissertation committee that includes at least one core QMSS faculty member from outside the student's home department. Note that according to the most recent Academic Senate requirements, the committee must include at least three UC ladder faculty members, two of whom must be members of the home department. One of the home department members must serve as chair or co-chair. |
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Upon
Completing These Requirements Once completing the requirements listed above, students should submit all records of courses, seminars, and research to the QMSS Coordinating Committee, which will certify to the Graduate Division that the requirements for the emphasis have been satisfied. The Graduate Division will verify completion of the emphasis and convey this information to the Registrar, which will in turn include the QMSS emphasis on the final transcript. Students who complete the requirements will graduate from their home department with an emphasis in QMSS — for example, a student in the Education department who completes the requirements will receive a Ph.D. in "Education, with an emphasis in Quantitative Methods in the Social Sciences." |
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The student's doctoral committee shall be appointed according to the same regulations governing other Ph.D. students in Statistics and Applied Probability and must be approved by the coordinating committee for the emphasis. The topics of dissertations must focus on an area within financial mathematics and statistics and be approved by the student's doctoral committee.
PSTAT
262 FM is a seminar course reserved for topics in financial mathematics
and statistics.
For more information about the area requirements and complete details, please see the Graduate Brochure
Statistics & Applied Probability
University of California
Santa Barbara, California 93106-3110
(805) 893-2129
South Hall 5607A