SFU Calendar 2001-2002

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Department of Statistics and Actuarial Science


K10545 Shrum Science Centre, 778.782 3803 Tel, 778.782 4368 Fax, www.stat.sfu.ca/stats

Chair

C.B. Dean BSc (Sask), MMath, PhD (Wat)

Professors Emeriti

M.A. Stephens BSc (Brist), AM (Harv), PhD (Tor)

C. Villegas Ing Ind (Uruguay)

Professors

R.A. Lockhart BSc (Br Col), MA, PhD (Calif)

R.D. Routledge BSc (Qu), MSc (Alta), PhD (Dal)

R.R. Sitter BSc, MSc (Br Col), PhD (Wat)

Associate Professors

C.B. Dean BSc (Sask), MMath, PhD (Wat)

C. Schwarz BSc, MSc (Manit), MMath (Wat), PhD (Manit)

T.B. Swartz BMath (Wat), MSc, PhD (Tor)

K.L. Weldon BSc, MSc (Tor), PhD (Stan)

Assistant Professors

J. Graham BSc, MSc (Br Col), MSc, PhD (Wash)

B. McNeney BSc, MSc (Br Col), MSc, PhD (Wash)

J.L. Wirch BCom, BSc (Qu), MSc (Conn), PhD (Wat)

Adjunct Professors

R. Balshaw BSc, MSc (Manitoba), PhD (S Fraser)

F. He BSc, MSc (Nanjing Forest), MSc (Vic), PhD (Montr)

J. Spinelli BSc, MSc, PhD(S Fraser)

Senior Lecturer

R. Insley BSc, MSc (Br Col)

Statistical Consulting Service

I. Bercovitz BSc (Br Col), MSc (Car)

The department also maintains a committee of advisors each year. Their office hours are available through the Department of Statistics and Actuarial Science general office. Major students should seek advice early in their academic careers about program planning from these advisors.

The Department of Statistics and Actuarial Science offers a program of study within the Faculty of Science leading to the degree of bachelor of science with a major or honors in statistics. For more information about bachelor of arts in statistics, see "Statistics Program".. The department also offers a minor in statistics.

The following programs in statistics train students, not only in the analysis of large data sets, but also in the design and analysis of scientific experiments and sample surveys. These techniques are applied in a broad range of fields. To fully appreciate their application, it is important that students also gain advanced training in an area of potential application. To this end, students pursuing a major or honors in statistics are required to complete a minor in a field other than mathematics and statistics. In keeping with the almost universal applicability of statistical methodology, there are no other restrictions on the selection of a minor. Students are encouraged to discuss the selection of a minor with an advisor early in their program.

Students are also invited to apply to enter the Cooperative Education Program in statistics and actuarial science, which integrates work experience with academic study. For further details, see "Cooperative Education".. Students should consult with the co-op co-ordinator, Mr. E. Simons at esimons@sfu.ca.

Students interested in statistics may consider the following related SFU programs: actuarial science, mathematics and computing science, management and systems science.

Prerequisite Grade Requirement

Students must have obtained a grade of C- or better in prerequisites for courses offered by the Department of Statistics and Actuarial Science.

Faculty of Science Requirements

Students must satisfy the Faculty of Science upper division credit, breadth and grade point average requirements.

Certificate in Actuarial Mathematics

This certificate program provides the mathematical and statistical background for the early examinations of the Society of Actuaries. Students enrolling in this program must already have completed MATH 151, 152 or their equivalents and have knowledge of one programming language. To obtain the certificate, 12 of the following courses must be completed.

all of

ACMA 310-3 Mathematics of Compound Interest

ACMA 320-3 Actuarial Mathematics I

MATH 232-3 Elementary Linear Algebra

STAT 270-3 Introduction to Probability and Statistics

STAT 280-3 Applied Probability Models

at least four of

ACMA 315-3 Credibility Theory and Loss Distributions

ACMA 335-3 Risk Theory

ACMA 395-3 Special Topics in Actuarial Science

ACMA 425-3 Actuarial Mathematics II

ACMA 445-3 Survival Models

ACMA 455-3 Graduation of Life Tables

ACMA 465-3 Mathematics of Demography

at least one of

MACM 316-3 Numerical Analysis I

MATH 308-3 Linear Programming

STAT 330-3 Linear Models in Applied Statistics I

STAT 350-3 Linear Models in Applied Statistics II

STAT 450-3 Statistical Theory

Note: students in a mathematics honors, major or minor program may count these MATH, MACM, or STAT courses toward both the certificate in actuarial mathematics and for mathematics program. ACMA courses satisfy upper division requirements for a mathematics minor, or for the honors, major or minor mathematics programs with the statistics option.

Degree holders may receive waivers and/or transfer credits. In all cases, students must take a minimum of nine courses while in the certificate program. At least six courses must be taken at SFU, of which a minimum of four must be ACMA courses.

Actuarial Science Major Program

Unless otherwise stipulated, students must have a grade of C or better in prerequisites for courses labelled ACMA.

Students will be required to obtain credit for the following courses.

Lower Division Requirements

Students must complete all of

ECON 103-3 Principles of Microeconomics

ECON 105-3 Principles of Macroeconomics

MATH 151-3 Calculus I

MATH 152-3 Calculus II

MATH 251-3 Calculus III

MATH 232-3 Elementary Linear Algebra

STAT 270-3 Introduction to Probability and Statistics

STAT 280-3 Applied Probability Models

plus two of

BUS 207-3 Managerial Economics

BUS 251-3 Financial Accounting

BUS 254-3 Managerial Accounting

ECON 210-3 Money and Banking

ECON 290-3 Canadian Microeconomics

ECON 291-3 Canadian Macroeconomics

plus two CMPT and two ENGL or PHIL courses.

Upper Division Requirements

Students must complete all of

ACMA 310-3 Mathematics of Compound Interest

ACMA 315-3 Credibility Theory and Loss Distribution

ACMA 320-3 Actuarial Mathematics I

ACMA 335-3 Risk Theory

ACMA 425-3 Actuarial Mathematics II

ACMA 445-3 Survival Models

STAT 330-3 Linear Models in Applied Statistics I

STAT 350-3 Linear Models in Applied Statistics II

STAT 450-3 Statistical Theory

plus at least nine credit hours chosen from

BUS 312-4 Introduction to Finance

BUS 315-4 Investments

BUS 316-4 Derivative Securities

ECON 301-5 Intermediate Microeconomic Theory

ECON 305-5 Intermediate Macroeconomic Theory

MACM 316-3 Numerical Analysis I

MATH 308-3 Linear Programming

MATH 310-3 Introduction to Ordinary Differential Equations

To satisfy Faculty of Science requirements, students must complete additional upper division credit to bring the upper division total to 44 credit hours. Job practicum courses, STAT 301 or STAT 302 may not be used to fulfil this requirement. Under University regulations, students must complete at least 120 credit hours to receive the major degree.

Actuarial Science Honors Program

Under University regulations, an honors requires completion of 60 upper division credit hours in courses number 300 and above, including at least 50 upper division credit hours in the honors program, and completion of at least 132 credit hours. Honors students must achieve a 3.0 graduation GPA.

Unless otherwise stipulated, students must have a grade of C or better in prerequisites for courses labelled ACMA.

For honors, students must complete the following upper division requirements in addition to the lower and upper division requirements for the major program as specified above.

STAT 380-3 Introduction to Stochastic Processes

and two of

ACMA 455-3 Graduation of Life Tables

ACMA 465-3 Mathematics of Demography

BUEC 433-5 Forecasting in Business and Economics

BUS 410-3 Financial Institutions

BUS 413-4 Corporate Finance

Students must also complete upper division courses in any course labelled ACMA, BUS, BUEC, CMPT, ECON, MATH, MACM and/or STAT to total 50. BUEC 333 may not be used to satisfy this requirement.

Statistics Major Program

a) Lower Division Requirements
Mathematics

Students must complete one of

MATH 151-3 Calculus I

MATH 154-3 Calculus I for the Biological Sciences

MATH 157-3 Calculus for the Social Sciences I

plus one of

MATH 152-3 Calculus II

MATH 155-3 Calculus II for the Biological Sciences

MATH 158-3 Calculus for the Social Sciences II

plus both of

MATH 232-3 Elementary Linear Algebra

MATH 251-3 Calculus III

Statistics

Students must complete both of

STAT 270-3 Introduction to Probability and Statistics

STAT 280-3 Applied Probability Models

Computing Science

Students must complete one of

CMPT 100-3 Software Packages and Programming

CMPT 101-4 Introduction to Computer Programming

CMPT 102-3 Introduction to Scientific Computer Programming

b) Upper Division Requirements

Students must complete all of

MACM 316-3 Numerical Analysis I

STAT 330-3 Introduction to Statistical Inference

STAT 350-3 Linear Models in Applied Statistics

STAT 402-3 Generalized Linear and Nonlinear Modelling

STAT 410-3 Statistical Analysis of Sample Surveys

STAT 430-3 Statistical Design and Analysis of Experiments

STAT 450-3 Statistical Theory

plus

three additional upper division courses labelled ACMA, MACM, MATH or STAT, excluding STAT 301, 302 and 403. Students should consult a departmental advisor before selecting these courses. STAT 340, 420 and 460 are recommended. Note that for honors students these three courses may not overlap with those used to satisfy requirements d) and e) below.

c) Minor Program Requirement

Students are required to complete a minor in a discipline other than mathematics or statistics. The certificate in actuarial mathematics may fulfil this requirement.

Statistics Honors Program

A bachelor of science with honors in statistics requires 132 credit hours. Please see "Requirements for Major". for further breadth, upper division credit, and other requirements.

In addition to the requirements a), b) and c) for a major, candidates for an honors degree in statistics will be required to complete:

d) Additional Mathematics Requirements

All of

MATH 242-3 Introduction to Analysis

MATH 320-3 Advanced Calculus of One Variable

MATH 322-3 Complex Variables

plus one of

MATH 332-3 Introduction to Applied Algebraic Systems

MATH 339-3 Groups and Symmetry

MATH 438-3 Linear Algebra

e) Additional Statistics Requirements

STAT 420-3 Non-Parametric Statistics

STAT 460-3 Decision Analysis and Bayesian Inference

Statistics Minor Program

Candidates for a minor in statistics are subject to the general regulations of the faculty in which they are registered. In addition, students will be required to obtain credit for the following courses.

Mathematics Requirements

Students must complete one of

MATH 151-3 Calculus I

MATH 154-3 Calculus I for the Biological Sciences

MATH 157-3 Calculus for the Social Sciences I

plus one of

MATH 152-3 Calculus II

MATH 155-3 Calculus II for the Biological Sciences

MATH 158-3 Calculus for the Social Sciences II

plus both of

MATH 232-3 Elementary Linear Algebra

MATH 251-3 Calculus III

Statistics Requirements

Students must complete

STAT 270-3 Introduction to Probability and Statistics

and at least five of the following courses.

ACMA 315-3 Credibility Theory and Loss Distributions

ACMA 320-3 Actuarial Mathematics I

ACMA 335-3 Risk Theory

ACMA 445-3 Survival Models

STAT 330-3 Introduction to Statistical Inference*

STAT 340-3 Statistical Quality Control

STAT 350-3 Linear Models in Applied Statistics*

STAT 380-3 Introduction to Stochastic Processes

STAT 402-3 Generalized Linear and Nonlinear Modelling

STAT 410-3 Statistical Analysis of Sample Surveys

STAT 420-3 Non-Parametric Statistics

STAT 430-3 Statistical Design and Analysis of Experiments

STAT 450-3 Statistical Theory

STAT 460-3 Decision Analysis and Bayesian Inference

*these core courses are recommended

Cooperative Education

Students are strongly advised to participate in the Cooperative Education program. Please see "Cooperative Education"..



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Index : searchable with the Find function in your web browser Calendar.pdfs Office of the Registrar / SFU
Table of Contents : searchable with the Find function in your web browser Course Database or Course Outlines
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Financial Assistance