The University of Western Ontario : Statistical Sciences (S)




Academic Calendar 2008 UNDERGRADUATE COURSE INFORMATION Statistical Sciences (S)

Statistical Sciences (S)

Note: In order to find a course in the new 4 digit numbering system using an old 3 digit number, please refer to the conversion list below. Before registering for courses with the new 4 digit numbering system, please ensure that you have not previously taken the course in its 3 digit form.

Click here for conversion list of former 3-digit course numbers.

NOTE: "The following are considered to be courses or half courses in "Introductory Statistics": Statistical Sciences 2035, 2037A/B, 2122A/B, 2141A/B, 2858B; Biology 2244A/B; Economics 2122A/B, 2222A/B; Geography 2210A/B; Psychology 2810, 2820E, 2885; Sociology 2205A/B and the former Sociology 231.

Statistical Sciences 1023A/B - Statistical Concepts

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.

Antirequisite(s):

Prerequisite(s): Grade 12U Mathematics or Mathematics 0110A/B or the former Mathematics 017a/b.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 1024A/B - Introduction to Statistics

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 1023A/B.

Prerequisite(s): Grade 12U Mathematics or Mathematics 0110A/B or the former Mathematics 017a/b.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 2035 - Statistics for Business and Social Sciences

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. This course cannot be taken for credit in any module in Statistics or Actuarial Science.

Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 1023A/B and Statistical Sciences 1024A/B.

Prerequisite(s): One full course or equivalent from: Applied Mathematics 1413, Statistical Sciences 1024A/B, Calculus 1000A/B or 1100A/B, Calculus 1301A/B or Calculus 1501A/B, Linear Algebra 1600A/B, Mathematics 1225A/B, 1228A/B, 1229A/B, the former Mathematics 030, 031.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1.0 course.

Statistical Sciences 2037A/B - Statistics for Health

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 1023A/B and Statistical Sciences 1024A/B.

Prerequisite(s):

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 2122A/B - Statistics for Science

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 module in statistics or actuarial science.

Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 1023A/B, Statistical Sciences 1024A/B.

Prerequisite(s): A full mathematics course, or equivalent, numbered 1000 or above.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 2141A/B - Applied Probability and Statistics for Engineers

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 1023A/B, Statistical Sciences 1024A/B.

Prerequisite(s): Applied Mathematics 1413, or either Calculus 1000A/B or Calculus 1100A/B plus either Calculus 1301A/B or Calculus 1501A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information:

Statistical Sciences 2143A/B - Applied Statistics and Data Analysis for Engineers

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 any module in Statistics and/or Actuarial Science.

Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 1023A/B, Statistical Sciences 1024A/B.

Prerequisite(s): Applied Mathematics 1413, or either Calculus 1000A/B or 1100A/B plus either Calculus 1301A/B or Calculus 1501A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 2657A - Introduction to Probability

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.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in both Calculus 1000A/B or 1100A/B and 1501A/B, or in Applied Mathematics 1413, or in both Calculus 1000A/B or 1100A/B plus 1301A/B or the former Calculus 081a/b with a minimum mark of 85% (if taken September 2003 or later).

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 2858B - Introduction to Mathematical Statistics

Graphical methods and descriptive statistics, sampling distributions, estimation and hypothesis testing, contingency tables, linear regression.

Antirequisite(s): All other courses or half courses in Introductory Statistics, except Statistical Sciences 1023A/B and 1024A/B.

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 2657A.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 2864A/B - Statistical and Actuarial Computing

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):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 2657A.

Corequisite(s):

Pre-or Corequisite(s): Statistical Sciences 2858B.

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3652A/B - Applied Probability

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):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 2657A.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3657A - Probability I

Axioms and theory of probability, combinatorial probabilities, independence, conditional distributions, moment generating functions, transformation of random variables, law of large numbers, central limit theorem.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in each of the following: Statistical Sciences 2657A, Calculus 2502A/B and Calculus 2503A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3814A/B - Applied Statistical Computing

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.

Antirequisite(s):

Prerequisite(s): Statistical Sciences 2858B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 2 lecture hours, 2 laboratory hours, 0.5 course.

Statistical Sciences 3816A/B - Statistical Quality Control

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.

Antirequisite(s):

Prerequisite(s): One of Statistical Sciences 2141A/B, 2143A/B, 2858B, or permission of the Department.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3846A/B - Design and Analysis of Experiments

Completely randomized designs, randomized complete block designs, factorial designs, latin square designs, hierarchical designs, random and fixed effect models.

Antirequisite(s):

Prerequisite(s): Either Statistical Sciences 2864A/B plus one of Statistical Sciences 2858B; Linear Algebra 1600A/B or equivalent.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3853F/G - Survey Sampling

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.

Antirequisite(s):

Prerequisite(s): Statistical Sciences 2858B plus Statistical Sciences 2864A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3858B - Theory of Statistics

Point estimation, sufficiency and completeness, Rao-Blackwell Theorem, tests of hypotheses including uniformly most powerful test, likelihood ratio test, sequential tests.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in each of the following: Statistical Sciences 3657A, and Statistical Sciences 2864A/B or Applied Mathematics 2813B, and Statistical Sciences 2858B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3859A/B - Regression Analysis

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):

Prerequisite(s): A minimum mark of 60% in each of the following: Statistical Sciences 2858B plus Statistical Sciences 2864A/B; Calculus 2303A/B or 2503A/B; Linear Algebra 1600A/B or equivalent.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 3861A/B - Time Series Analysis

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):

Prerequisite(s): Statistical Sciences 2864A/B or Applied Mathematics 2813B, and Statistical Sciences 2858B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 4520A/B - Financial Modelling

Options, futures and forward contracts, other derivative securities, valuation, stochastic differential equations.

Antirequisite(s): Applied Mathematics 3613B

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3657A and enrollment in a Major or Honors module offered by the Department of Statistical and Actuarial Sciences.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4521F/G - Advanced Financial Modelling

Martingales in financial modelling, continuous time models, Ito's calculus, stochastic differential equations, discrete time approximations, ARCH models, stock market volatility, exotic options.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in either Statistical Sciences 4520A/B or Applied Mathematics 3613B, and a minimum mark of 60% in Statistical Sciences 3652A/B. Statistical Sciences 4657A/B is recommended.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4652A/B - Stochastic Processes

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.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3652A/B, and in Statistical Sciences 4657A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4657A/B - Probability II

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.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3657A.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4737A/B - Topics in Operations Research

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.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in either Statistical Sciences 3652A/B, or Statistical Sciences 3657A.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.

Statistical Sciences 4848A/B - Multivariate Analysis

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.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3858B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4850F/G - Advanced Data Analysis

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.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in each of the following: a) Statistical Sciences 2858B plus Statistical Sciences 2864A/B; b) Statistical Sciences 3846A/B; and c) Statistical Sciences 3859A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4858A - Advanced Theory of Statistics I

Maximum likelihood, least squares, minimax, Bayesian statistics, likelihood methods.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3858B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Science 4859A/B - Generalized Linear Models

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):

Prerequisite(s): A minimum mark of 60% in each of Statistical Sciences 3846A/B, Statistical Sciences 3858B, and Statistical Sciences 3859A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4864A/B - Statistical Computing

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.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in both Statistical Sciences 3846A/B and 3859A/B.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information:

Statistical Sciences 4930A/B - Selected Topics in Statistics

A course description will be available from the department at the time of registration.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3657A and permission of the department.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Statistical Sciences 4940F/G - Selected Topics in Statistics

A course description will be available from the department at the time of registration.

Antirequisite(s):

Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3657A and permission of the department.

Corequisite(s):

Pre-or Corequisite(s):

Extra Information: 3 lecture hours, 0.5 course.

Academic Calendar 2008 UNDERGRADUATE COURSE INFORMATION Statistical Sciences (S)