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Instruction offered by members of the Department of Mathematics and Statistics in the Faculty of Science.
Department Head - M. Lamoureux
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Undergraduate Courses
Only where appropriate to a student’s program may graduate credit be received for courses numbered 500-599.
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Statistics
505
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Time Series Analysis
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An introduction to the theory and tools to conduct time series analysis, with the emphasis on modelling and forecasting using a software. Stationarity, white noise, autocorrelation, partial autocorrelation, and linear predictor. Stationary ARIMA models, seasonality and trends. Model fitting, diagnostics and forecasting. Additional topics may include state space models, spectral analysis of time series, and GARCH models.
Course Hours:
H(3-1T)
Prerequisite(s):
Statistics 429 or consent of the Department.
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Statistics
507
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Introduction to Stochastic Processes
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Markov chains. Limit distributions for ergodic and absorbing chains. Classification of states, irreducibility. The Poisson process and its generalizations. Continuous-time Markov chains. Brownian motion and stationary processes. Renewal theory.
Course Hours:
H(3-0)
Prerequisite(s):
Mathematics 321 or Statistics 321.
Also known as:
(formerly Statistics 407)
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Statistics
517
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Practice of Statistics
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This is a capstone course intended for students in their final year of study. The emphasis is on how to address real world scientific and social issues by applying the various statistical methods acquired in the earlier years in a unified and appropriate way. This involves method selection, data handling, statistical computing, consulting, report writing and oral presentation, team work, and ethics.
Course Hours:
H(3-1)
Prerequisite(s):
At least two of Statistics 423, 425, 429 and 505; or consent of the Department.
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Antirequisite(s):
Not open to students with Statistics 513 or 515.
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Statistics
519
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Bayesian Statistics
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Fundamentals of Bayesian inference, single and multiparameter models, hierarchical models, regression models, generalized linear models, advanced computational methods, Markov chain Monte Carlo.
Course Hours:
H(3-0)
Prerequisite(s):
Statistics 323 or Mathematics 323; and Mathematics 267 or 277 or 353 or 381; or consent of the Department.
Notes:
Completion of Statistics 421 is highly recommended as preparation for this course.
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Statistics
523
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Non-parametric Statistics
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Non-parametric estimation and tests of hypotheses. Distribution-free tests. Asymptotic Theory. Re-sampling method and density estimation.
Course Hours:
H(3-0)
Prerequisite(s):
Statistics 323 or Mathematics 323; and Mathematics 353 or 381; or consent of the Department.
Notes:
May not be offered every year. Consult the department for listings.
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Statistics
525
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Applied Multivariate Analysis
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Normal distribution. Statistical inference: confidence regions, hypothesis tests, analysis of variance, simultaneous confidence intervals. Multivariate statistical methods; principal components, factor analysis, discriminant analysis and classification, canonical correlation analysis, cluster analysis.
Course Hours:
H(3-0)
Prerequisite(s):
Statistics 323 or consent of the Department.
Notes:
May not be offered every year. Consult the department for listings. Completion of Mathematics 311 or 313 is highly recommended as preparation for this course.
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Statistics
529
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Special Topics in Applied Statistics
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Content of the course will vary from year to year. Consult the Statistics Department for information on choice of topics.
Course Hours:
H(3-1)
Prerequisite(s):
Consent of the Department.
MAY BE REPEATED FOR CREDIT
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Statistics
531
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Monte Carlo Methods and Statistical Computing
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Introduction to statistical computing; random numbers generation; Monte Carlo methods (variance reduction technique; computation of definite integrals); Optimizations; Numerical integrations.
Course Hours:
H(3-1)
Prerequisite(s):
Statistics 323 or Mathematics 323; and Mathematics 267 or 277 or 353 or 381; or consent of the Department.
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Statistics
533
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Survival Models
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Nature and properties of survival models; methods of estimating tabular models from both complete and incomplete data samples including actuarial, moment and maximum likelihood techniques; estimations of life tables from general population data; Kaplan-Meier estimator and Nelson-Allan estimator; the accelerated failure time model; the Cox proportional hazards model; model building and high-dimensional survival data analysis.
Course Hours:
H(3-1T)
Prerequisite(s):
Statistics 323 or Mathematics 323.
Also known as:
(formerly Statistics 433)
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Graduate Courses
Note: Some 500- and 600-level statistics courses may have concurrent lectures. Extra work in these courses (e.g., extra assignments, advanced examination questions, a term project) will be required for credit at the 600 level.
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Statistics
601
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Topics in Probability and Statistics
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The content of this course is decided from year to year in accordance with graduate student interest and instructor availability. Topics include but are not restricted to: Advanced Design of Experiments, Weak and Strong Approximation Theory, Asymptotic Statistical Methods, the Bootstrap and its Applications, Generalized Additive Models, Order Statistics and their Applications, Robust Statistics, Statistics for Spatial Data, Statistical Process Control, Time Series Models.
Course Hours:
H(3-0)
MAY BE REPEATED FOR CREDIT
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Statistics
603
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Applied Statistics for Nursing Research
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Descriptive statistics; probability theory; statistical estimation/inference; power analysis; regression analysis; anova; logistic regression analysis; non-parametric tests; factor analysis; discriminant analysis; Cox's Proportional Hazard Model.
Course Hours:
H(3-1)
Also known as:
(formerly Statistics 601.14)
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Statistics
619
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Bayesian Statistics
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Fundamentals of Bayesian inference, single and multiparameter models, hierarchical models, regression models, generalized linear models, advanced computational methods, Markov chain Monte Carlo.
Course Hours:
H(3-0)
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Statistics
621
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Research Seminar
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AÂ professional skills course, focusing on the development of technical proficiencies that are essential for students to succeed in their future careers as practicing mathematicians in academia, government, or industry. The emphasis is on delivering professional presentations and using modern mathematical research tools. A high level of active student participation is required.
Course Hours:
Q(2S-0)
MAY BE REPEATED FOR CREDIT
NOT INCLUDED IN GPA
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Statistics
625
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Multivariate Analysis
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Normal distribution. Statistical inference: confidence regions, hypothesis tests, analysis of variance, simultaneous confidence intervals. Principal components. Factor Analysis. Discrimination and classification. Canonical correlation analysis.
Course Hours:
H(3-0)
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Statistics
633
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Survival Models
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Advanced topics in survival models such as the product limit estimator, the cox proportional hazards model, time-dependent covariates, types of censorship.
Course Hours:
H(3-0)
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Statistics
635
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Generalized Linear Models
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Exponential family of distributions, binary data models, loglinear models, overdispersion, quasi-likelihood methods, generalized additive models, longitudinal data and generalized estimating equations, model adequacy checks.
Course Hours:
H(3-0)
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Statistics
637
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Non-linear Regression
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Topics include but are not restricted to selections from: linear approximations; model specification; various iterative techniques; assessing fit; multiresponse parameter estimation; models defined by systems of DEs; graphical summaries of inference regions; curvature measures.
Course Hours:
H(3-0)
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Statistics
639
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Conference Course in Actuarial Modelling
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Topics in advanced actuarial theory and practice, such as: insurance risk models; practical analysis of extreme values; advanced property and casualty rate making; actuarial aspects of financial theory.
Course Hours:
H(3-0)
MAY BE REPEATED FOR CREDIT
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Statistics
701
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Theory of Probability I
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Course Hours:
H(3-0)
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Statistics
703
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Theory of Probability II
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Course Hours:
H(3-0)
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Statistics
721
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Theory of Estimation
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Course Hours:
H(3-0)
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Statistics
723
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Theory of Hypothesis Testing
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Course Hours:
H(3-0)
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Statistics
761
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Stochastic Processes I
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Course Hours:
H(3-0)
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In addition to the numbered and titled courses shown above, the department offers a selection of advanced level graduate courses specifically designed to meet the needs of individuals or small groups of students at the advanced doctoral level. These courses are numbered in the series 800.01 to 899.99. Such offerings are, of course, conditional upon the availability of staff resources.
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