The comprehensive exam is no longer required (as of August, 2008). The following information is maintained for archival purposes only.
The comprehensive exam was intended to provide Master of Statistics students and their advisors with an assessment of their knowledge of the intermediate theory of probability and statistics as well as basic statistical methodology, prior to starting their Masters projects. All MStat students were required to pass the comprehensive exam in order to graduate. |
Who can take the comprehensive exam?
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Students are eligible to take the comprehensive exam after having completed Math 5010, 5080, and 5090. The exam may be repeated if a student is not successful on the first attempt. In 2000, the University Statistics Committe decided that students are to be discouraged from taking the examination to early in their academic program. However, students are advised to take the examination while the material is fresh in their minds. |
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The comprehensive exam is no longer required (as of August, 2008). Topics covered in Math 5010, 5080, and 5090, such as basic combinatorics, random variables, probability distributions, expectation, strong and weak laws of large numbers, the central limit theorem, joint and conditional distributions, distributions of functions of random variables, order statistics, statistical estimation theory, sufficiency and completeness, minimum variance unbiased estimators, maximum likelihood estimation, generalized likelihood ratio tests, confidence intervals, Neyman-Pearson hypothesis testing, Type I and II Errors, statistical power, sample size, etc., are fair game for questions on the comprehensive exam.
Since prerequisites for the MStat program include a year of caculus, matrix theory, and at least two semester courses in basic statistics, students may also anticipate questions on the comprehensive exam regarding descriptive statistics, basic univariate statistics such as chi-squared and t-tests, basic nonparametric tests, random samples, independent samples vs. matched pairs analysis, correlation, applied multiple regression and introductory analysis of variance.
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The comprehensive exam is no longer required (as of August, 2008). The comprehensive exam is a 4-hour exam normally offered 2 times per year. In 2008 the exams will be offered on Tuesday, May 6th from 12 p.m. to 4 p.m. as well as sometime in December.
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The comprehensive exam is no longer required (as of August, 2008). Questions are often multiple choice and short answer, although longer problems may be included. Paper, pencil and calculator are often required to work out the calculations necessary to identify the correct answer, even for multiple choice questions. A calculator that performs ordinary linear regression is recommended.
Students may bring two books of their choice to the examination; otherwise the ground rules are that the test is closed book, closed notes, no collaboration. The next section is a list of possible textbooks. One strategy that has been successful for past students is to choose a higher-level applied statistics book with some balance between inclusion of statistical theory and applied methodology. Our current recommendation is that the first book be the Bain and Engelhardt text. The other book should be a more applied text. Two candidates are listed below. If you have a good applied book that you are familiar with, then you should use it rather than going to the trouble of finding one of the books we have suggested. Since professional statisticians employ a variety of reference books to supplement their memory, this may be viewed as a beginning of the student's personal reference library. It is also recommended that the student be comfortable with these books in advance of the examination. |
The comprehensive exam is no longer required (as of August, 2008).
From Math 5080/5090
Bain and Engelhardt, Introduction to Probability and Mathematical Statistics, Duxbury.
From Math 5010
Ross. A first course in Probability, Macmillan.
Applied Books
Rosner. Fundamentals of Biostatistics, 5th Ed. Duxbury Press, 1999. ISBN: 0534370683
Anderson, D. R., Sweeney, D. J., and Williams, T. A. Statistics for Business and Economics, 8th Edition, South-Western, 2002.
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The comprehensive exam is no longer required (as of August, 2008). Students are encouraged to review their test-taking skills prior to the examination. Partial credit is available for some questions, so it may increase one's score to explain one's reasoning and to provide at least a partial response to every question. Students may quietly ask questions of the examiner during the test; the examiner will determine whether he or she can give the student a response without giving away the answer. However, students will need to be cautious not to blurt out the answer while asking a question, as this could be viewed as providing collaboration to other students. |
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