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Feeling lost going into grad school

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I have a Bachelors in math with teacher classes sprinkled in and I have a masters in math application.  I cannot stress enough, the importance of your degree as a foundation for what's to come.   You'll get a masters in stats and walk away feeling there's so much more to learn and realize you really don't know squat.   Embrace every challenge and absorb everything you can in all fields.  I've taught in college and HS for about 13 years.
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I don't have much advice to give you, only that I'm in a similar boat and can relate to how you're feeling. I'm starting a PhD program in applied math in the fall. I'm also really nervous now, to the point where I haven't told any of my friends my plans because I would be too ashamed if I failed my first year preliminary exams and would have to leave the program. I hope we both can figure it out- I'm also following your thread for advice.
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Statistics is a good choice. I’d add that programming is quite important in the job market.

I’d say pure math is more fun, but unless you want to be a community college teacher,  an applied degree and programming will make you more employable.
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current MS stats student here... I also did pure math in undergrad. I think stats is a great choice because for me i wanted to study more math but wanted it to be a more applied field. My university has a lot of concentrations/minors to choose from which has given me a good mix of statistics but also good emphasis in my concentration (financial math). You'll quickly figure out what interests you and how to capitalize on it! Good luck and have fun!
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I was a graduate student in math until very recently; however, I became severely burnt out on math and also didn't feel like I was getting any more prepared for the job market for being there. Now having been on the job market - yeah, your fears are justified, and I think your decision to pursue stats instead is prudent. Make sure to find opportunities to pick up some more programming languages and do some work with companies.
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With a math degree you can go anywhere. I have a friend who got into a PhD program in geoscience (my field) with a bachelors in math.
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You should try CS.Much better in the current job market.
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Have you looked into actuarial sciences? Insurance companies are good employers and the studies needed to get a qualification are a mix of pure and applied mathematics (mostly probability theory and stochastics, some law and exonomics is also involved).

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