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Statistics (STAT)

55 courses in the 1980–81 Undergraduate Calendar, read from the scanned original. The text comes from OCR, so check the scanned page before relying on a detail.

Notes

Department of Statistics Course Descriptions

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STAT 220

Prerequisites involving these core courses in the course descriptions which follow will be given in terms of the lowest level acceptable (e.g. ‘Prereq: Math 130b’ implies that Math 140b is also acceptable but Math 120b is not).

4. The Faculty of Mathematics is in the midst of implementing curriculum changes in its Linear and Abstract Algebra core courses. Accordingly, Maths 224a/b, 234alb, 244a/b, 324a/b and 334a/b will be phased into the Math Faculty’s course offerings over the next two years. Maths 221a/b, 231a/b, 241a/b, 321alb and 331a/b will be phased out over the same period. Students with at least one half-credit from the sequence of courses to be phased out must continue to choose courses from that sequence. (Students in this category should plan their courses carefully to ensure that all course requirements in the ‘old’ sequence have been met before the phasing process is complete.) Otherwise, courses must be chosen from the new sequence.

Math 221a, 231a, 241a were offered for the last time in winter/80. Math 221b, 231b, 241b will probably be offered for the last time in fall/80. Math 321a, 331a will probably be offered for the last time in spring/81. Math 321b, 331 will probably be oftered for the last time in winter/82.

Math 224a/b, 234a/b, 244a/b will be offered for the first time in 1980/81. Math 324a/b, 334a/b will be offered for the first time in 1981/82.

Mathematics Course Descriptions

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STAT 202 Elementary Statistics for BiologistsF 2c,iL 0.5

Elementary probability, populations, samples and distributions with biological examples. Methods for data summary and presentation including an introduction to interactive programming. Estimation, hypothesis testing, two-sample techniques and paired comparisons. Contingency tables.

Prereq: None

N.B. Stat 202 is for Science Students only.

Scanned page 390STAT 202 today

STAT 204 Statistics for the Physical Sciences 1F 2C,1L 0.5

Descriptive statistics. Probability, random variables, discrete and continuous distributions. Estimation and hypothesis testing, goodness of fit.

Prereq: None

N.B.: Stat 204 is for Science Students only.

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STAT 205 Statistics for the Physical Sciences 2W 2C,1b 0.5

Linear regression. Introduction to the design of experiments. Completely randomized and randomized block designs. Analysis of variance. Nonparametric statistics.

Prereq: Stat 202 or 204

N.B.; Stat 205 is for Science Students only.

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STAT 210 Applied Probability and StatisticsF,W 3C,1T 0.5

Laws of probability. Discrete and continuous random variables. Uniform, binomial, Poisson, normal distributions. Sampling from a normal population. Student-t, chi-square, F distributions. Estimation and hypothesis testing. Simple linear regression.

Prereq: Math 110a/b

N.B. This course is for students in Mechanical Engineering, and is cross listed in Management Sciences as M Sci 21.

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STAT 220 Introduction to Statistical MethodsF,W,S 3C,1T 0.5

Descriptive statistics, graphical methods, model fitting. Probability theory; discrete and continuous random variables.

Prereq: Math 120a/b, one of CS 116, CS 118, CS 140 N.B.: Stat 220 is not open to Honours Mathematics students. Credit will be given for only one of Stat 220, 230.

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STAT 221 Introduction to Statistical Methods 2F,W,S 3C,1T 0.5

Tests of significance, maximum likelihood estimation and large sample theory; estimation and testing in the normal distribution. Corretation, regression and the method of least squares. Prereq: Stat 220

N.B.: Stat 221 is not open to Honours Mathematics students. Credit will be given for only one of Stat 221, 231.

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STAT 230 Probability 'F,W,S 3C,1T 0.5

The laws of probability, discrete and continuous

random variables, expectation, central limit theorem.

Prereq: Math 120a/b N.B.: Credit will be given for only one of Stat 220, 230

Scanned page 391STAT 230 today

STAT 231 StatisticsF,W,S 30,1T 0.5

Estimation, tests of significance, probability plots. Contingency tables, normal distribution theory, simple linear regression.

Prereq: Stat 230

N.B.: Credit will be given for only one of Stat 221, 231.

Scanned page 391STAT 231 today

STAT 270 Mathematics of InvestmentF,W,S 3C 0.5

The theory of rates of interest and discount. Annuities and sinking funds with practical applications to mortgage and bond questions. Yield rates.

Prereq: At least second year standing.

N.B.: Only one of Stat 270, 273 can be taken for credit. Students planning to enroll in Honours Actuarial Science must take Stat 273.

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STAT 273 Mathematics of FinanceF,W 3C 0.5

The theory of rates of interest and discount including the theoretical continuous case of forces of interest and discount. Annuities and sinking funds, including the continuous case. Practical and theoretical applications, primarily to mortgages and bonds. Yield rates.

Prereq: Math 130a/b

N.B.: Only one of Stat 270, 273 can be taken for credit. Students planning to enroll in Honours Actuarial Science must take Stat 273.

Course Descriptions Statistics

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STAT 284 Introduction to Life ContingenciesF,W,S 3c 0.5

Applications of probability to problems of life and death. The determination of single and annual premiums for assurances and annuities. Reserves. Company expenses and their incorporation into premium and cash value calculations.

Prereq: Stat 270 or 273 and MTHEL 305a

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STAT 300 Principles of Survey DesignW 2C,1T 0.5

The design of surveys of human or natural populations for research and planning. How to take a representative sample; efficient estimation of population quantities and sample size determination; ways of reducing response bias.

Prereq: An introductory half course in Statistics. N.B.: Stat 300 cannot be taken for credit toward a BMath degree.

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STAT 330 Introduction to the Theory of StatisticsF,W 3G 0.5

A second course in statistics for the non-specialist. Estimation and hypothesis testing related to the normal distribution. Moment generating functions. Maximum likelihood theory. Bivariate normal distribution.

Prereq: Stat 221 or equivalent

N.B.: Credit will be given for only one of Stat 330, 350.

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STAT 331 Applied Regression AnalysisF,W,S 3C 0.5

Review of Normal, t, Chi-squared and F distributions and their applications. Introduction to the design of experiments. Analysis of variance, multiple linear regression.

Prereq: Stat 221 or the equivalent.

N.B.: Credit will be given for only one of Stat 331, 357.

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STAT 332 SamplingF,S 3c 0.5

Introduction to survey sampling of populations. Elementary sampling designs. Efficiency comparisons for sampling designs and estimation procedures.

Prereq: Stat 221 or the equivalent

N.B.: Credit will be given for only one of Stat 332, 454.

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STAT 333 Applied ProbabilityF,W,S 3C 0.5

Review of basic probability. Generating functions. Theory of recurrent events. Markov chains, Markov processes, and their applications.

Prereq: Stat 230 or Stat 220/221

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STAT 334 Probability and Stochastic ProcessesF,W 3C 0.5

Discrete Markov processes. Renewal theory. Branching processes. Stationary processes. Selected topics.

Prereq: Stat 333 or consent of instructor

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STAT 350 Mathematical Statistics 1F,W,S 3C 0.5

Continuous random variables; moments and moment generating function; distribution of t, chi-squared, and F, and their applications. Large sample theory. Prereq: Math 230a/b, Stat 231 or consent of instructor.

N.B.: Credit will be given for only one of Stat 330, 350.

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STAT 351 Mathematical Statistics 2F,W 3c 0.5

The multivariate normal distribution, its properties and uses; quadratic forms and Cochran’s theorem; multiple regression; introduction to the analysis of variance.

Prereq: Stat 350, Math 231a/b

N.8.: Credit will be given for only one of Stat 331, 357.

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STAT 373 Finite DifferencesF,W,S 3c 0.5

A course in the calculus of finite differences, to include: summation, numerical integration and differentiation, relation between integration and summation; error theory; topics in numberical analysis.

Prereq: Math 130a/b, 134a/b

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STAT 374 Life Contingencies - Single Life FunctionsF,W,S 3C 0.5

An advanced course on problems with single lives, including population theory.

Prereq: Stat 284

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STAT 383 Topics in Actuarial MathematicsFLW 3L 0.5

Topics in Actuarial Mathematics for students intending to take the professional examinations. Prereq: Stat 273, 373

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STAT 384 Life Contingencies - Muitiple Life FunctionsF,W 3C 0.5

An advanced course on problems with multiple lives; multiple decrement theory; accidental death and disability benefits. Prereq: Stat 374

Course Descriptions 391 Statistics

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STAT 430 Experimental Design 1F,S 2c 0.5

The requirements for a good experimental design prior to the accumulation of data. The concepts of randomization, replication and experimental errors as applied to basic designs; the completely randomized block and latin square designs. Analysis of variance. Introduction to factorial designs. Prereq: Stat 331 or 351 or consent of instructor. N.B.: Credit will be given for only one of Stat 430, 452.

Scanned page 392STAT 430 today

STAT 431 Experimental Design 2W 2c 0.5

Factorial experiments, confounding, fractional replication. Applications of designs. incomplete block designs. Analysis of covariance.

Prereq: Stat 430

N.B.: Credit will be given for only one of Stat 431, 452.

Scanned page 392STAT 431 today

STAT 440 Exploratory Data AnalysisW 2c 0.5

Summary statistics. Transformation of data. Plotting techniques. Probability plots. Analysis of residuals. Random number generation techniques. Outliers in regression and analysis of variance data. W-statistics and tests for normality. Computational techniques in multiple unweighted and weighted regression.

Prereq: Stat 331 or 351, and an ability to programme in FORTRAN.

Scanned page 392STAT 440 today

STAT 442 Statistical Decision TheoryW 3C 0.5

The decision problem; Bayesian and classical analyses; acceptance sampling; sequential procedures; an introduction to the statistical aspects of quality control.

Prereq: Stat 221, Stat 330 recommended.

N.B.: Credit will be given for only one of Stat 442, 450. .

Scanned page 392STAT 442 today

STAT 444 Statistical Methods with Socio-Economic Applications 1S 2C,1S 0.5

Survey and analysis of typical statistical modeis in Economics and the Social Sciences. Review of regression analysis. Extensions of the linear model. Specification errors. Time series and forecasting. Prereq: Stat 331 or 3517.

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STAT 445 Statistical Methods with Socio-Economic Applications 2

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STAT 450 Topics in Estimation and Hypothesis TestingF 3C 0.5

Discussion of general inference problems under the headings of point and interval estimation, hypothesis testing, and decision theory. Large sample normal likelihoods, maximum likelinood estimation, theory of UMV estimation, least squares, Neyman-Pearson theory of hypothesis testing. Prereq: Stat 350

N.8.: Credit will be given for only one of Stat 442, 450.

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STAT 451 Statistical Inference with Small SamplesW 20 0.5

Logic of tests of significance; exact tests and confidence intervals; normal approximations accurate for small samples and relationship to the normality of the likelihood function. Introduction to problems involving more than one parameter. Prereq: Stat 450 or consent of instructor

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STAT 452 Theory of Experimental Design 1F,S 30 0.5

Logical requirements of designed experiments. Design and analysis of basic complete designs with fixed effects, random effects, or both. Analysis of covariance. Latin squares. Applications.

Prereq: Stat 331 or 351 or consent of instructor N.B.: Credit will be given for only one of Stat 430/431, 452.

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STAT 453 Theory of Experimental Design 2

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STAT 454 Sampling Theory and PracticeW 3C 0.5

Introduction to sample theory and practice. Elementary sampling and designs and estimation procedures. Statistical inference in survey sampling. Interrelationships between survey sampling and the design of experiments.

Prereq: Stat 331 or 357

N.B.: Credit will be given for only one of Stat 332, 454.

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STAT 455 Sample Survey Design

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STAT 464 Topics in Probability TheoryW 2c 0.5

Prereq: Stat 333/4 or consent of instructor N.B.: May or may not be offered 1980-81

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STAT 466 Topics in Statistics 1

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STAT 467 Topics in Statistics 2

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STAT 468 Readings in Statistics 10.5

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STAT 469 Readings in Statistics 20.5

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STAT 470 Seminar in Actuarial Mathematics 1W 3C 0.5

Selected topics for the advanced actuarial student. N.B.: May or may not be offered 1980-81

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STAT 471 Selection of Risks 1

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STAT 472 Basic Pension MathematicsF,S 3C 0.5

Theory and practice of pension plan funding. Assumptions, basic actuarial functions and population theory applied to private pensions. Concepts of Normal Costs, Supplemental Liability, Unfunded Liability arising from Individual Accrued Benefit and Projected Benefit cost methods. Prereq: Stat 384 or consent of instructor.

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STAT 474 Advanced Topics in Actuarial Mathematics Yopics in Actuarial Mathematics for studentsF,S 3L 0.5

intending to take the professional examinations. Prereq: Stat 284, 374, 384, or consent of instructor.

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STAT 475 Construction of Life TablesF,S 3C 0.5

Methods of analysis of data to produce raw rates for mortality, morbidity and other tables.

Prereq: Stat 284, or consent of instructor.

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STAT 476 Introduction to Demographic StatisticsF,S 3C 0.5

Topics in demography with emphasis on population projections, mortality theories, and construction of life tables.

Prereq: Stat 284 or consent of instructor.

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STAT 477 Risk Theory 1F,S 3C 0.5

Monte Carlo Theory. Distribution of Aggregate claims. Classification of Risk.

Prereq: Stat 330, Math 332b or consent of instructor.

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STAT 480 Seminar in Actuarial Science 2W 3c 0.5

Selected topics for the advanced actuarial student. Prereq: Consent of instructor.

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STAT 481 Selection of Risks 2

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STAT 482 Pension FundingW 3C 0.5

Group and other generalized cost methods for Pension plans. Effects of early retirements, plan design and actuarial assumptions on Pension costs. Cost forecasts applied to private and public pension plans - in particular to the CPP.

Prereq: Stat 472, 476 or consent of instructor.

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STAT 486 Graduation of Life Tabies

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STAT 487 Risk Theory 2W 3c 0.5

Calculations of net premiums and reinsurance premiums. Ruin theory. Utility theory.

Prereq: Stat 477

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STAT 500 Principles of Survey DesignW 2C,1T 0.5

The design of surveys of human or natural populations for research and planning. How to take a representative sample; efficient estimation of

population quantities and sample size determination.

ways of reducing response bias.

Prereq: An introductory half course in statistics N.B.: Stat 500 is intended for senior undergraduates and graduate students in faculties other than Mathematics. It cannot be taken for credit towards a Mathematics degree.

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STAT 520 Introduction to Mathematical Statistics

Listed without a description.

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