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I'm starting on a master degree in statistics this fall, and at least at the moment I believe I want to go in the direction of statistical learning and/or bayesian statistics. My question is if there are any topics from mathematics that show up in master level statistics that it would be particularly useful for me to have a understanding of.

From bachelor level I already have Calc1 through vector analysis, ODE's (and simple PDE's), discrete mathematics, abstract algebra and some complex analysis in the bag when it comes to math related courses.

kjetil b halvorsen
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  • Not really the correct site for this type of question. Maybe try thegradcafe – astel Aug 07 '19 at 21:43
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    I hope you've had a really, really good course in probability theory -- on the level of Blitzstein and Hwang. I think you'll want to have a firm basis in real analysis. With that, the formal math in Casella and Berger will not be a distraction, and you'll be able to concentrate on the statistics. Also, real analysis is a prerequisite for measure theory, which is the foundation of the entire field. – Peter Leopold Aug 07 '19 at 22:52
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    Some near dups: https://stats.stackexchange.com/questions/160261/path-to-mathematical-statistics-without-analysis-background-ideal-textbook-for, https://stats.stackexchange.com/questions/309928/how-much-and-what-kind-of-math-for-deep-and-reinforcement-learning, https://stats.stackexchange.com/questions/68793/what-math-subjects-would-you-suggest-to-prepare-for-data-mining-and-machine-lear, https://stats.stackexchange.com/questions/6538/mathematician-wants-the-equivalent-knowledge-to-a-quality-stats-degree, – kjetil b halvorsen Feb 18 '20 at 23:49

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