PHD
“First year courses” are known to be more labor intensive than courses in later years. In addition to more regular homeworks, first year courses feature midterms, finals, and sometimes projects. Given the variety of courses offered, it’s possible for two different students in the same year to graduate from the PhD program without taking any of the same courses outside of the first year. For this reason, it’s important for these first year courses to contain information that introduces ideas from a lot of different subfields of statistics and operations research. That means the first year courses move quickly and cover a lot of different topics. For this reason, it can be difficult in the middle of the semester to keep a higher level view and integrate all the different ideas being presented. Tests, while sometimes anxiety inducing, force students to consolidate their knowledge about these basic building blocks.
Given the time constraints and additional work during the semester, students need to budget their time carefully to prepare for midterms and finals. However, all of the first year courses feed into the Comprehensive Written Exams, taken just before a student’s second year. While the CWEs are certainly intimidating, students have all summer to review concepts they’ve already learned and reviewed before, without other work getting in the way. People may not have time during the semester to review past CWEs in the Comprehensive Exams Archive before each test, but during the summer, students may even be able to look at other schools’ CWE preparation materials (shoutout to the Statistics Graduate Student Association at UW-Madison for that last link). This extra time and focused preparation means that second year students are usually extremely well versed in their field, and are able to hit the ground running in contributing to the upper level courses.
Upper level courses are more varied and usually less intense, although the level of difficulty depends on the particular course. Some upper level courses have homeworks, and most require some kind of final project or presentation, though often this can be related to a student’s primary research. Often professors will teach courses on the topics where they have particular expertise, so you can gain a ton from their firsthand knowledge, experience, and perspective on that topic. For all these reasons, as well as the ability to pick classes and professors based on your interests (or because you want to sleep in), upper level courses usually seem to be more, for lack of a better word, fun than the first year courses. When alumni mention the challenges of completing the PhD program, they rarely (if ever) mention running into any issues finishing up the course requirements. Students have recommended taking one course each semester even when all requirements are completed just to stay on a schedule and to gain exposure to a broader set of ideas.
MS
List of acceptable/recommended courses offered by other departments/schools