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Should I take measure theory or mathematical statistics?


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Hi, I’m currently a rising senior trying to decide between two classes next semester since unfortunately both classes run at the same time: One is the second class in the undergraduate analysis sequence that covers measure theory, the other is the second class in the graduate mathematical statistics sequence. I’m planning to apply for a PhD in statistics next semester and am unsure which one would offer more preparation for the PhD. Neither analysis nor statistics is a particular strong area in my university, though from the first classes in both sequence, the measure theory one should be the more difficult/time-consuming one. Any advice would be much appreciated. Thank you so much!

Edited by cateintheriver
Grammar mistake in the sentence
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I recommend that you take the mathematical statistics sequence. In your Statistics graduate program, you will most likely need to pass a qualifying exam based on statistics theory, but not one on measure theory. If you do well in the graduate mathematical statistics sequence, you could potentially take the first-year exam upon arrival at your PhD program and get this exam out of the way (and even if you repeat the Casella & Berger sequence, it will be a lot easier for you since you'll have learned the material previously).

Edited by Stat PhD Now Postdoc
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