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Academic Calendar 2009 UNDERGRADUATE COURSE INFORMATION Statistical Sciences (S)
INTRODUCTION
UNDERGRADUATE SESSIONAL DATES
STUDENT SERVICES
ACADEMIC INFORMATION
STUDENT FINANCIAL SERVICES
FACULTIES
UNDERGRADUATE COURSE INFORMATION
FACULTY MEMBERS
AFFILIATED UNIVERSITY COLLEGES
GLOSSARY
NEW MODULES/PROGRAMS
TABLE OF CONTENTS
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, 2143A/B, 2858A/B;  Biology 2244A/B; Economics 2122A/B, 2222A/B; Geography 2210A/B; MOS 2242A/B; Psychology 2810, 2820E, 2885; Sociology 2205A/B and the former Sociology 231.

If you have any questions regarding other Introductory Statistics courses not listed, please contact the Department of Statistical & Actuarial Sciences.
 
1023A/B1024A/B20352037A/B2122A/B2141A/B2141A/B2143A/B
2857A/B2858A/B2864A/B3520A/B3657A/B3843A/B3850F/G3858A/B
3859A/B4521F/G4654A/B4846A/B4850F/G4853A/B4861A/B4930A/B
4940F/G
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.
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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 1229A/B, or the former Mathematics 017a/b.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 0.5 course.
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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, Actuarial Science, or Financial Modelling.
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 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.
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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.
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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, Actuarial Science, or Financial Modelling.
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.
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Antirequisite(s):
Prerequisite(s):
Corequisite(s):
Pre-or Corequisite(s):
Extra Information:
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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, Actuarial Science, or Financial Modelling.
Antirequisite(s): All other courses or half courses in Introductory Statistics except Statistical Sciences 1023A/B, 1024A/B.
Prerequisite(s): Applied Mathematics 1413, or either Calculus 1000A/B or 1100A/B plus either Calculus 1301A/B or 1501A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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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, Actuarial Science, or Financial Modelling.
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 1501A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 2857A/B - Probability and Statistics I
Probability axioms, conditional probability, Bayes' theorem. Random variables motivated by real data and examples. Parametric univariate models as data reduction and description strategies. Multivariate distributions, expectation and variance. Likelihood function will be defined and exploited as a means of estimating parameters in certain simple situations.
Antirequisite(s): The former Statistical Sciences 2657A.
Prerequisite(s): A minimum mark of 60% in both Calculus 1000A/B or Calculus 1100A/B and Calculus 1501A/B, or in both Calculus 1000A/B or Calculus 1100A/B plus a minimum mark of 85% in Calculus 1301A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 2858A/B - Probability and Statistics II
An introduction to the theory of statistics with strong links to data as well as its probabilistic underpinnings. Topics covered include estimation and hypothesis testing, sampling distributions, linear regression, experimental design, law of large numbers and central limit theorem.
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 2857A/B (or the former Statistical Sciences 2657A/B).
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 2864A/B - Statistical Programming
An introduction to programming using a high level language (currently R).
Antirequisite(s):
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 2857A/B (or the former Statistical Sciences 2657A/B), in Calculus 1000A/B or Calculus 1100A/B and in one of Calculus 1301A/B or Calculus 1501A/B.
Corequisite(s):
Pre-or Corequisite(s): Statistical Sciences 2858A/B
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 3520A/B - Financial Modelling I
Discrete-time market models, option pricing and replication, risk-neutral valuation and martingale measures, and the fundamentaltheorem of asset pricing. Discrete-time Black-Scholes. Value-at-risk,mean-variance portfolio analysis, capital asset pricing model. Discrete-time interest rate models. Duration, convexity and immunization. Simulation.
Antirequisite(s): The former Statistical Sciences 4520A/B.
Prerequisite(s): A minimum mark of 60% in Actuarial Science 2557A/B or Statistical Sciences 3657A/B plus enrollment in a Major or Honors module offered in the Department of Statistical and Actuarial Sciences.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 0.5 course.
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Statistical Sciences 3657A/B - Intermediate Probability
A continuation of the study of multivariate probability and stochastic processes. This course builds on the background developed in the second year courses, and focuses on the more advanced aspects of multivariate probability, namely transformations where the domain of random variables must be carefully considered.
Antirequisite(s):
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 2858A/B and in Applied Mathematics 2503A/B or Calculus 2503A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 3843A/B - Introduction to Study Design
A case study approach to how data are collected in science, social science and medicine, including the methods of designed experiments, sample surveys, observational studies and administrative records.
Antirequisite(s):
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 2858A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course
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Statistical Sciences 3850F/G - Data Analysis
A course in applied statistical computing using popular statistical software such as R or SAS. The primary objective of this course is to strengthen students' applied statistics skills and statistical problem solving abilities. At the end of the course they should be able to identify suitable statistical methodologies for different situations and critically evaluate the appropriateness of model assumptions.
Antirequisite(s): The former Statistical Sciences 3814A/B.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 2858A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 2 lecture hours, 2 laboratory hours, 0.5 course.
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Statistical Sciences 3858A/B - Mathematical Statistics
Point estimation: sufficiency, completeness, consistency, unbiasedness, Cramer-Rao inequality, Rao-Blackwell theorem, Hypotheses tests:uniformly most powerful tests, likelihood ratio tests.
Antirequisite(s):
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3657A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 3859A/B - Regression
Multiple linear regression, Gauss-Markov theorem, Cochran's theorem, Craig's theorem, stepwise regression, polynomial regression, use of indicator variables, and regression diagnostics.
Antirequisite(s):
Prerequisite(s): A minimum mark of 60% in each of Statistical Sciences 2858A/B and in Applied Mathematics 2503A/B or Calculus 2503A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 4521F/G - Advanced Financial Modelling
Continuous-time models, Brownian motion, stochastic integrals, Ito's lemma. Black-Scholes-Merton market model, arbitrage and market completeness, Black-Scholes PDE, risk-neutral pricing and martingale measures. Greeks and hedging, extensions of Black-Scholes model, implied volatility, American option valuation. Vasicek and Cox-Ingersoll-Ross interest rate models
Antirequisite(s):
Prerequisite(s): A minimum mark of 60% in either Statistical Sciences 3520A/B (or the former Statistical Sciences 4520A/B) or Applied Mathematics 3613B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 0.5 course.
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Statistical Sciences 4654A/B - Markov Chains with Applications
Continuous-time Markov chains, applications to phase-type distributions, Markov chain Monte Carlo simulation and queuing theory.
Antirequisite(s): The former Statistical Sciences 3652A/B, former Statistical Sciences 4652A/B, former Statistical Sciences 4657A/B and former Statistical Sciences 4737A/B.
Prerequisite(s): A minimum mark of 60% in Statistical Sciences 3657A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 0.5 course.
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Statistical Sciences 4846A/B - Experimental Design
Completely randomized designs, randomized complete and incomplete block designs, factorial and fractional factorial designs, latin square designs, hierarchical designs, random and fixed effect models.
Antirequisite(s): The former Statistical Sciences 3846A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 4850F/G - Advanced Data Analysis
Modern methods of data analysis including linear and generalized linear models, modern nonparametric regression, principal component analysis, multilevel modelling and bootstrapping.
Antirequisite(s):
Prerequisite(s): A minimum mark of 60% in both Statistical Sciences 3858A/B and Statistical Sciences 3859A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 0.5 course.
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Statistical Sciences 4853A/B - Sampling Theory and Methods
Simple random sampling with and without replacement, stratification, systematic sampling, cluster and multistage clustering, ratio and regression estimation, models in surveys, survey design, estimation and analysis.
Antirequisite(s): The former Statistical Sciences 3853F/G.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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Statistical Sciences 4861A/B - Time Series
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 3861A/B.
Prerequisite(s): A minimum mark of 60% in both Statistical Sciences 3858A/B and Statistical Sciences 2864A/B.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour, 0.5 course.
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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/B (or the former Statistical Sciences 2657A/B) or permission of the department.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 1 tutorial hour,  0.5 course.
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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/B and permission of the department.
Corequisite(s):
Pre-or Corequisite(s):
Extra Information: 3 lecture hours, 0.5 course.
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Academic Calendar 2009 UNDERGRADUATE COURSE INFORMATION Statistical Sciences (S)
Decision Academic