Complex Analysis and Statistics

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  • #1
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Main Question or Discussion Point

I have a degree in Engineering. Now I am back to school, for a 2 year Master's degree in Statistics. The second semester just started. And there will be a 3rd. Is there a chance that I will need complex numbers? My background in Complex Analysis is very limited. Should I study any Complex Analysis? What books?
This is a Statistics course, so they don't teach other than Statistics! At least that's how it was in the 1st semester.

Thanks.
 

Answers and Replies

  • #2
statdad
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If you take mathematical statistics courses, or a course in probability theory, you may, depending on the level, see some complex analysis ideas relating to characteristic functions of distributions.
I think it is far more likely that your multivariate calculus and linear algebra skills will be important, if your classes center on applications.
 
  • #3
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Thanks for your reply.

These are the courses we are going to have this semester:

Bayesian statistics
Experimental design
Sampling
Space-time statistics
Multivariate statistics
Survival analysis
Biostatistics

For the 3rd semester we don't know yet. There is a list of options. From which a few will be voted by the students. And yes, "Mathematical statistics" is on the list.
 

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