Probability and Statistics

Probability and Statistics is the most flexible of the three Statistics concentrations. On the other hand, it requires PSTAT 160A-B (a continuation of PSTAT 120A), which is one of the most advanced upper division courses offered by the Department. The sequence PSTAT 120A and 160A-B begins with the basics of probability theory and leads to Markov chains, random walks, Brownian motion, their simulation and applications in financial mathematics.

This concentration is most suitable for those planning to attend graduate school. The Department advises students to enroll in Math 117 and Math 118A-B-C as electives.

Recommended preparation for major: two years of algebra and courses in plane geometry and trigonometry at high school.

Preparation for the major:
Math 3A*-B*-C*
Math 5A*-B* and 8
Computer Science 10 (Students are advised to take Computer Science 5JA in preparation for 10)

(Students should plan on satisfying these requirements early in their freshman and sophomore years.)

*A minimum grade of C is required in the prerequisite courses

Upper Division Requirements:
A. PSTAT 120A-B-C
B. PSTAT 122 and 126
C. PSTAT 160A-B and 16 units elective PSTAT courses**
D. 8 units from other PSTAT courses not used in areas above or Math 104A-B-C, 108A-B, 111A-B-C, 117, 118A-B-C, 132A-B; Economics 100A-B, 104A-B or 134A-B

**Up to 4 of the elective units may be chosen from courses in related departments, approved by the major advisor as part of a coherent statistics program.

Note: PSTAT 133A-B-C, and Math 100A-B, 101A-B, 102A-B, 193 will NOT apply to the major.

Major Regulations
P/NP Grading Option: Not allowed for any major course (Prep or UD major).

Substitutions: In the major requirements permissible only by petition to the Department Chair or Undergraduate Advisor.

Residence Requirements: At least 18 UD units in major while in residence at UCSB.

G.P.A. Requirements: At least 2.00 overall average in a) all UD major courses; and b) all major courses (prep UD) while in UC.

Double Majors: With the approval of each department chairperson, up to a total of 8 units may be applied simultaneously to both UD majors.