Question: Are there opportunities for carrying out independent research as part of the M.A. program?
Answer: It is rare (but not without precedent) for a Master’s student to have a whole course devoted to a single research project under the guidance of a faculty member. However, some of the Statistics courses (such as “Stochastic Processes” and many of the more advanced courses) often do have a research project as part of the course requirement.
Question: Am I allowed to take courses outside the Statistics Department?
Answer: Yes, if you can persuade the DGS that those courses are relevant to a degree in Statistics. See courses taken by recent M.A. students for some examples. Note that some Statistics courses are actually taught in collaboration with other Yale departments. (See also the Yale Online Course Information web site, which shows many Statistics courses cross-listed with other departments.)