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Should I explain if I failed a PhD level statistics course?



Hi everyone, I am currently taking a PhD level statistics course in Princeton, but I probably fail this course. I am now applying for the second master's degree in statistics and computer science and this course will drag my gpa from 3.78 to 3.4. How would it affect my application? Should I explain it when submitting the materials? it is indeed too hard for me and I am not sure how the admission committee treats the situation like this. 

Thank you for the advice! 

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