Academic Calendar 2005 (new)» UNDERGRADUATE COURSE INFORMATION» Statistical Sciences
print preview

Statistical Sciences

Statistical Sciences Courses
 
023a/b024a/b135137a222a/b241a/b243a/b
257a259a/b260b314a/b316a/b325a/b346a/b
353F/G357a358b359a/b361a/b420a/b421F/G
437a/b446a448a/b450a/b452a/b455a/b458F/G
459a/b

Note: The following are considered to be courses or half courses in "Introductory Statistics": Statistical Sciences 135, 137a, 222a/b, 241a/b, 260b, the former Statistical Sciences 255, 258a/b; Biology 244a/b; Economics 122a/b, 222a/b; Geography 201a/b, the former Geography 202a/b; Psychology 281, 282E; Sociology 231.
The former Statistical Sciences 236 was not an Introductory Statistics course.


Statistical Sciences 023a/b, Statistical Concepts
Description: An examination of statistical issues encountered in everyday life. Assessment of the validity of results and treatment of data in the popular and scientific media. Causation vs. association, and confounding in observational studies. The organization of data including tables, scatterplots and time series. Some basic tools to handle uncertainty such as means, variances, the normal distribution and confidence intervals.
Prerequisite(s): Any OAC or Grade 12U Mathematics or Mathematics 012a/b or Mathematics 017a/b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 024a/b, Basic Statistical Methods
Description: Statistical inference, experimental design, sampling design, confidence intervals and hypothesis tests for means and proportions, regression and correlation.
Antirequisite(s): All other courses or half courses in Introductory Statistics, except Statistical Sciences 023a/b.
Prerequisite(s): Any OAC or Grade 12U Mathematics or Mathematics 012a/b or Mathematics 017a/b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 135, Elementary Statistics
Description: Descriptive statistics and graphs, probability and distributions. Sampling, hypothesis testing, and confidence intervals. Experimental design and analysis of variance. Regression and correlation, including multiple regression. Applications emphasized. With the exception of those students registered in the BSc Statistics and Environmental Science, this course cannot be taken for credit in any 3-year BSc program in statistics or honors program or module in statistics or actuarial science.
Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 023a/b and Statistical Sciences 024a/b.
Prerequisite(s): Mathematics 012a/b, OAC Calculus or Grade 12U Advanced Functions and Introductory Calculus (MCB4U), or equivalent and one course from: Applied Mathematics 026, Calculus 050a/b, Calculus 051a/b, or Calculus 081a/b, Computer Science 025a, Computer Science 026a/b, Computer Science 027a/b, the former Computer Science 028a/b, the former Computer Science 226a/b, Linear Algebra 040a/b, Mathematics 030, Mathematics 031, Mathematics 028a/b.
3 lecture hours, 1.0 course.
back to top

Statistical Sciences 137a, Statistical Methods
Description: Descriptive statistics, graphical and verbal fallacies, decision trees, confidence intervals, and multiple regression. Intended primarily for non-science students, and cannot be taken for credit by students in Statistical and Actuarial Sciences or Mathematics programs.
Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 023a/b and Statistical Sciences 024a/b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 222a/b, Methods of Statistical Analysis
Description: An introductory course in the application of statistical methods, intended for honors students in departments other than Statistical and Actuarial Sciences, Applied Mathematics, Mathematics, or students in the Faculty of Engineering. Topics include sampling, confidence intervals, analysis of variance, regression and correlation. Cannot be taken for credit in any 3-year BSc program in statistics or honors program or in any module in statistics or actuarial science.
Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 023a/b, Statistical Sciences 024a/b.
Prerequisite(s): A full mathematics course, or equivalent, numbered 020 or above.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 241a/b, Applied Probability and Statistics for Engineers
Description: An introduction to statistics with emphasis on the applied probability models used in Electrical and Civil Engineering and elsewhere. Topics covered include samples, probability, probability distributions, estimation (including comparison of means), correlation and regression. Cannot be taken for credit in any 3-year or honors program or in any module in statistics and/or actuarial science.
Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 023a/b, Statistical Sciences 024a/b.
Prerequisite(s): Applied Mathematics 026, or Calculus 050a/b plus Calculus 051a/b or Calculus 081a/b.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 243a/b, Applied Statistics and Data Analysis for Engineers
Description: A data-driven introduction to statistics intended primarily for students in Chemical and Mechanical Engineering. Exploratory data analysis, probability, the Binomial, Poisson, Normal, Chi-Square and F distributions. Estimation, correlation and regression (model building and parameter estimation), analysis of variance, design of experiments. Cannot be taken for credit in 3-year or honors program or in any module in statistics and/or actuarial science.
Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 023a/b, Statistical Sciences 024a/b.
Prerequisite(s): Applied Mathematics 026, or Calculus 050a/b plus Calculus 051a/b or Calculus 081a/b.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 257a, Probability
Description: Elementary probability and its axioms, conditional probability and independence, random variables and their distributions, moments and moment generating functions, sums of independent random variables, law of large numbers, central limit theorem.
Prerequisite(s): A minimum mark of 60% in both Calculus 050a/b and 051a/b, or in Applied Mathematics 026, or in both Calculus 050a/b plus 081a/b (with a minimum mark of 85% in Calculus 081a/b if taken in September 2003 or later).
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 259a/b, Statistical and Actuarial Computing
Description: Basic programming with applications to statistical and actuarial analysis, with topics such as data and functional visualization; computational probability; simulation; valuation of payment streams.
Antirequisite(s): The former Statistical Sciences 255.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 257a, in Calculus 050a/b and in one of Calculus 051a/b or 081a/b.
Pre- or Corequisite(s): Statistical Sciences 260b
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 260b, Statistics for Mathematical Scientists
Description: Graphical methods and descriptive statistics, sampling distributions, estimation and hypothesis testing, contingency tables, linear regression.
Antirequisite(s): The former Statistical Sciences 255 or 258b.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 257a.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 314a/b, Applied Statistical Computing
Description: A survey of statistical methods primarily using computer application packages such as SAS and SPSS: summary statistics, contingency tables, analysis of variance, regression, graphical techniques. Emphasis is placed on the proper use of the computer packages, interpretation of output, and assumptions required for use of each statistical method.
Prerequisite(s): One of: Statistical Sciences 260b or the former Statistical Sciences 255, 258a/b.
2 lecture hours, 2 laboratory hours, 0.5 course.
back to top

Statistical Sciences 316a/b, Statistical Quality Control
Description: Quality improvement in modern business and industrial environments, modelling process quality, inference about process quality, control charts for attributes, control charts for variables, cumulative-sum and exponentially weighted moving average control charts, acceptance sampling, process improvement with designed experiments, randomized designs and randomized block designs.
Prerequisite(s): One of Statistical Sciences 241a/b, 243a/b, 260b, or the former Statistical Sciences 255 or 258b, or permission of the Department.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 325a/b, Applied Probability
Description: Discrete- and continuous-time Markov chains, Poisson processes, and Markovian queueing systems. Related topics selected from simulation, phase-type distributions, and other areas of applied probability.
Antirequisite(s): The former Actuarial Science 325a/b.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 257a.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 346a/b, Design and Analysis of Experiments
Description: Completely randomized designs, randomized complete block designs, factorial designs, latin square designs, hierarchical designs, random and fixed effect models.
Antirequisite(s): The former Statistical Sciences 302a/b.
Prerequisite(s): Either Statistical Sciences 259a/b plus one of Statistical Sciences 260b, or the former Statistical Sciences 255, 258a/b; Linear Algebra 040a/b or equivalent, or the former Applied Mathematics 214a/b, or the former Mathematics 202a.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 353F/G, Survey Sampling
Description: Simple random sampling with and without replacement, stratification, systematic sampling, cluster and multistage clustering, ratio and regression estimation, models in surveys, survey estimation and design.
Prerequisite(s): Either Statistical Sciences 259a/b plus Statistical Sciences 260b, or the former Statistical Sciences 255, 258a/b.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 357a, Probability I
Description: Axioms and theory of probability, combinatorial probabilities, independence, conditional distributions, moment generating functions, transformation of random variables, law of large numbers, central limit theorem.
Prerequisite(s): A minimum mark of 60% in each of the following: Statistical Sciences 257a, plus one of Calculus 280a/b and Calculus 281a/b, or equivalent.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 358b, Theory of Statistics
Description: Point estimation, sufficiency and completeness, Rao- Blackwell Theorem, tests of hypotheses including uniformly most powerful test, likelihood ratio test, sequential tests.
Prerequisite(s): A minimum mark of 60% in each of the following: Statistical Sciences 357a, plus either the former Statistical Sciences 255, or Statistical Sciences 259a/b plus one of Statistical Sciences 260b, the former Statistical Sciences 258a/b.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 359a/b, Regression Analysis
Description: Multiple linear regression, Gauss-Markov Theorem, Cochran's Theorem, Craig's Theorem, stepwise regression, polynomial regression, orthogonal polynomials, use of indicator variables, and regression diagnostics.
Antirequisite(s): The former Statistical Sciences 301a/b.
Prerequisite(s): A minimum mark of 60% in each of the following: Either the former Statistical Sciences 255, or Statistical Sciences 259a/b plus one of Statistical Sciences 260b or the former Statistical Sciences 258b; Calculus 251a/b or 281a/b; Linear Algebra 040a/b or equivalent, or the former Applied Mathematics 214a/b, or the former Mathematics 202a.
3 lecture hours, 1 hour tutorial, 0.5 course.
back to top

Statistical Sciences 361a/b, Time Series Analysis
Description: ARIMA models, seasonality, dynamic regression, model building using an interactive computer package, forecasting, intervention analysis, control, applications in econometrics, business, and other areas.
Antirequisite(s): The former Statistical Sciences 451a/b
Prerequisite(s): Either Statistical Sciences 259a/b plus one of Statistical Sciences 260b, or the former Statistical Sciences 255, 258a/b.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 420a/b, Financial Modelling
Description: Options, futures and forward contracts, other derivative securities, valuation, stochastic differential equations.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 357a/b and enrollment in an Honors program or module in the Department of Statistical and Actuarial Sciences.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 421F/G, Advanced Financial Modelling
Description: Martingales in financial modelling, continuous time models, Ito's calculus, stochastic differential equations, discrete time approximations, ARCH models, stock market volatility, exotic options.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 420a/b, and in one of Statistical Sciences 325a/b or the former Actuarial Science 325a/b. Statistical Sciences 450a/b is recommended.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 437a/b, Topics in Operations Research
Description: Semi-Markovian queueing: the M/G/1 and GI/M/c queues, and matrix-geometric solutions in queues; deterministic and probabilistic inventory theory; decision theory and PERT/CPM; dynamic programming.
Prerequisite(s): A minimum mark of 60% in either Statistical Sciences 325a/b, or in both Statistical Sciences 357a and the former Actuarial Science 325a/b.
3 lecture hours, 1 tutorial hour, 0.5 course.
back to top

Statistical Sciences 446a, Advanced Theory of Statistics I
Description: Maximum likelihood, least squares, minimax, Bayesian statistics, likelihood methods.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 358b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 448a/b, Multivariate Analysis
Description: Multivariate normal distribution theory, conditional distributions and multiple correlation coefficient, Wishart distribution, estimation of mean and covariance matrix, distribution of correlation coefficients, T2-statistics, MANOVA.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 358b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 450a/b, Probability II
Description: Probability measure, Lebesgue-Stieltjes integral, types of convergence, characteristic functions, laws of large numbers, central limit theorems, limit distributions, applications to stochastic processes and mathematical statistics.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 357a.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 452a/b, Stochastic Processes
Description: Brownian motion, point processes, renewal processes, Markov processes with continuous states. Other topics, including stationary Gaussian and non-Gaussian sequences, reliability theory. Various applications in finance, genetics and other areas.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 450a/b, and in either Statistical Sciences 325a/b or the former Actuarial Science 325a/b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 455a/b, Generalized Linear Models
Description: Estimation and tests for generalized linear models, including residual analysis and the use of statistical packages. Logistic regression, log-linear models. Additional topics may include generalized estimating equations, quasi-likelihood and generalized additive models.
Antirequisite(s): The former Statistical Sciences 454a/b.
Prerequisite(s): A minimum mark of 60% in each of Statistical Sciences 346a/b, Statistical Sciences 358b, and Statistical Sciences 359a/b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 458F/G, Advanced Data Analysis
Description: Modern methods of data analysis including linear and generalized linear models, modern nonparametric regression, and other topics as time permits. A comprehensive approach to model building using advanced statistical software is emphasized.
Prerequisite(s): A minimum mark of 60% in each of the following: a) either Statistical Sciences 259a/b plus one of Statistical Sciences 260b, or the former Statistical Sciences 255, 258a/b; b) Statistical Sciences 359a/b; and c) Statistical Sciences 346a/b.
3 lecture hours, 0.5 course.
back to top

Statistical Sciences 459a/b, Statistical Computing
Description: Review of fundamental concepts in statistical computing, including programming, numerical methods and Monte Carlo simulations. A selection of advanced topics such as bootstrapping, robust methods, statistical graphics, Markov chain Monte Carlo, nonlinear regression, relational databases, statistical learning, time series analysis, and spatial statistics.
Prerequisite(s): A minimum mark of 60% in both Statistical Sciences 346a/b and 359a/b.
3 lecture hours, 0.5 course.
back to top
Academic Calendar 2005 (new)» UNDERGRADUATE COURSE INFORMATION» Statistical Sciences