Offered by:Mathematics and Statistics
Degree:Bachelor of Science
Program Requirement:
The program provides training in statistics, with a solid mathematical core, and basic training in computing. With satisfactory performance in an appropriate selection of courses, this program can lead to the professional accreditation A. Stat from the Statistical Society of Canada, which is regarded as the entry level requirement for a Statistician practicing in Canada. The program is a path to a wide variety of careers in industry, academia and government in the statistical sciences, and provides preparation for graduate work in statistics and data sciences.
Program Prerequisites
Students entering the Major in Statistics program are normally expected to have completed the courses below or their equivalents. Otherwise they will be required to make up any deficiencies in these courses over and above the 54 credits of program courses.

MATH 133
Linear Algebra and Geometry
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Systems of linear equations, matrices, inverses, determinants; geometric vectors in three dimensions, dot product, cross product, lines and planes; introduction to vector spaces, linear dependence and independence, bases. Linear transformations. Eigenvalues and diagonalization.
Offered by: Mathematics and Statistics
 3 hours lecture, 1 hour tutorial
 Prerequisite: a course in functions
 Restriction A: Not open to students who have taken MATH 221 or CEGEP objective 00UQ or equivalent.
 Restriction B: Not open to students who have taken or are taking MATH 123, except by permission of the Department of Mathematics and Statistics.
 Restriction C: Not open to students who are taking or have taken MATH 134.
 Terms
 Instructors
 Rosalie BélangerRioux, Jake Chinis, Sean Bibby, Wanlin Li, Antonio Alfieri
 Jérôme Fortier

MATH 140
Calculus 1
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Review of functions and graphs. Limits, continuity, derivative. Differentiation of elementary functions. Antidifferentiation. Applications.
Offered by: Mathematics and Statistics
 3 hours lecture, 1 hour tutorial
 Prerequisite: High School Calculus
 Restriction: Not open to students who have taken MATH 120, MATH 139 or CEGEP objective 00UN or equivalent
 Restriction: Not open to students who have taken or are taking MATH 122, except by permission of the Department of Mathematics and Statistics
 Each Tutorial section is enrolment limited
 Terms
 Instructors
 Sidney Trudeau, Magid Sabbagh, Erfan Nazari Zahraei Motlagh
 Djivede A Kelome

MATH 141
Calculus 2
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): The definite integral. Techniques of integration. Applications. Introduction to sequences and series.
Offered by: Mathematics and Statistics
 Prerequisites: MATH 139 or MATH 140 or MATH 150.
 Restriction: Not open to students who have taken MATH 121 or CEGEP objective 00UP or equivalent
 Restriction Note B: Not open to students who have taken or are taking MATH 122, except by permission of the Department of Mathematics and Statistics.
 Each Tutorial section is enrolment limited
 Terms
 Instructors
 Jeremy Macdonald, Michael Albanese
 Jérôme Fortier
In addition, a student that has not completed the equivalent of MATH 203 upon entering the program must consult an academic adviser. If a student is advised to take MATH 203, this course has to be taken as a complementary course in the first semester, increasing the total number of program credits from 54 to 57.
Students are strongly advised to complete all required courses and all Part I complementary courses by the end of U2, except for MATH 423 and MATH 523.
Students interested in the professional accreditation should consult an academic adviser.
Where appropriate, Honours courses may be substituted for equivalent Major courses. Students planning to pursue graduate studies are encouraged to make such substitutions, and to take MATH 556 and MATH 557 as complementary courses.
Required Courses (34 credits)
* Students must take MATH 204 before taking MATH 324.
** Students who have successfully completed a course equivalent to MATH 222 with a grade of C or better may omit MATH 222, but must replace it with MATH 314.
*** MATH 236 is an equivalent prerequisite to MATH 223 for required and complementary Computer Science courses listed below.

MATH 204
Principles of Statistics 2
3 Credits*
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): The concept of degrees of freedom and the analysis of variability. Planning of experiments. Experimental designs. Polynomial and multiple regressions. Statistical computer packages (no previous computing experience is needed). General statistical procedures requiring few assumptions about the probability model.
Offered by: Mathematics and Statistics
 Winter
 Prerequisite: MATH 203 or equivalent. No calculus prerequisites
 Restriction: This course is intended for students in all disciplines. For extensive course restrictions covering statistics courses see Section 3.6.1 of the Arts and of the Science sections of the calendar regarding course overlaps.
 You may not be able to receive credit for this course and other statistic courses. Be sure to check the Course Overlap section under Faculty Degree Requirements in the Arts or Science section of the Calendar.

MATH 208
Intro to Statistical Computing
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Basic data management. Data visualization. Exploratory data analysis and descriptive statictics. Writing functions. Simulation and parallel computing. Communication data and documenting code for reproducible research.
Offered by: Mathematics and Statistics

MATH 222
Calculus 3
3 Credits**
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Taylor series, Taylor's theorem in one and several variables. Review of vector geometry. Partial differentiation, directional derivative. Extreme of functions of 2 or 3 variables. Parametric curves and arc length. Polar and spherical coordinates. Multiple integrals.
Offered by: Mathematics and Statistics
 Terms
 Instructors
 Patrick Allen, Allysa Lumley
 Sidney Trudeau

MATH 235
Algebra 1
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Sets, functions and relations. Methods of proof. Complex numbers. Divisibility theory for integers and modular arithmetic. Divisibility theory for polynomials. Rings, ideals and quotient rings. Fields and construction of fields from polynomial rings. Groups, subgroups and cosets; group actions on sets.
Offered by: Mathematics and Statistics
 Fall
 3 hours lecture; 1 hour tutorial
 Prerequisite: MATH 133 or equivalent

MATH 236
Algebra 2
3 Credits***
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Linear equations over a field. Introduction to vector spaces. Linear mappings. Matrix representation of linear mappings. Determinants. Eigenvectors and
eigenvalues. Diagonalizable operators. CayleyHamilton theorem. Bilinear and quadratic forms. Inner product spaces, orthogonal diagonalization of symmetric
matrices. Canonical forms.
Offered by: Mathematics and Statistics

MATH 242
Analysis 1
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): A rigorous presentation of sequences and of real numbers and basic properties of continuous and differentiable functions on the real line.
Offered by: Mathematics and Statistics
 Fall
 Prerequisite: MATH 141
 Restriction(s): Not open to students who are taking or who have taken MATH 254.

MATH 243
Analysis 2
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Definition and properties of Riemann integral, Fundamental Theorem of Calculus, Taylor's theorem. Infinite series: alternating, telescoping series, rearrangements, conditional and absolute convergence, convergence tests. Power series and Taylor series. Elementary functions. Introduction to metric spaces.
Offered by: Mathematics and Statistics

MATH 323
Probability
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Sample space, events, conditional probability, independence of events, Bayes' Theorem. Basic combinatorial probability, random variables, discrete and continuous univariate and multivariate distributions. Independence of random variables. Inequalities, weak law of large numbers, central limit theorem.
Offered by: Mathematics and Statistics
 Prerequisites: MATH 141 or equivalent.
 Restriction: Intended for students in Science, Engineering and related disciplines, who have had differential and integral calculus
 Restriction: Not open to students who have taken or are taking MATH 356
 Terms
 Instructors
 David A Stephens, Alia Sajjad
 Alia Sajjad, Tharshanna Nadarajah

MATH 324
Statistics
3 Credits*
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Sampling distributions, point and interval estimation, hypothesis testing, analysis of variance, contingency tables, nonparametric inference, regression, Bayesian inference.
Offered by: Mathematics and Statistics
 Fall and Winter
 Prerequisite: MATH 323 or equivalent
 Restriction: Not open to students who have taken or are taking MATH 357
 You may not be able to receive credit for this course and other statistic courses. Be sure to check the Course Overlap section under Faculty Degree Requirements in the Arts or Science section of the Calendar.

MATH 423
Applied Regression
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Multiple regression estimators and their properties. Hypothesis tests and confidence
intervals. Analysis of variance. Prediction and prediction intervals. Model diagnostics. Model selection. Introduction to weighted least squares. Basic contingency table analysis. Introduction to logistic and Poisson regression. Applications to experimental and observational data.
Offered by: Mathematics and Statistics

MATH 523
Generalized Linear Models
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Exponential families, link functions. Inference and parameter estimation for generalized linear models; model selection using analysis of deviance. Residuals. Contingency table analysis, logistic regression, multinomial regression, Poisson regression, loglinear models. Multinomial models. Overdispersion and Quasilikelihood.
Applications to experimental and observational data.
Offered by: Mathematics and Statistics
Complementary Courses (2023 credits)
03 credits selected from:

MATH 203
Principles of Statistics 1
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Examples of statistical data and the use of graphical means to summarize the data. Basic distributions arising in the natural and behavioural sciences. The logical meaning of a test of significance and a confidence interval. Tests of significance and confidence intervals in the one and two sample setting (means, variances and proportions).
Offered by: Mathematics and Statistics
 No calculus prerequisites
 Restriction: This course is intended for students in all disciplines. For extensive course restrictions covering statistics courses see Section 3.6.1 of the Arts and of the Science sections of the calendar regarding course overlaps.
 You may not be able to receive credit for this course and other statistic courses. Be sure to check the Course Overlap section under Faculty Degree Requirements in the Arts or Science section of the Calendar. Students should consult http://www.mcgill.ca/students/transfercredit for information regarding transfer credits for this course.
 Terms
 Instructors
 Jose Andres Correa, Alia Sajjad
 Jose Andres Correa
Part I: 6 credits selected from:
* Students take either MATH 317 or COMP 350, but not both.

COMP 208
Computer Programming for PS&E
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Computer Science (Sci): Programming and problem solving in a high level computer language: variables, expressions, types, functions, conditionals, loops, objects and classes. Introduction to algorithms such as searching and sorting. Modular software design, libraries, file input and output, debugging. Emphasis on applications in Physical Sciences
and Engineering, such as root finding, numerical integration, diffusion, Monte Carlo methods.
Offered by: Computer Science
 3 hours
 Prerequisite: MATH 141 or equivalent.
 Corequisite: MATH 133 or equivalent.
 Restrictions: Credit can be given only for one of COMP 202, COMP 204, or COMP 208. COMP 208 cannot be taken for credit with or after COMP 250 or COMP 206.
 COMP 202 is intended as a general introductory course, while COMP 208 is intended for students with sufficient math background and in (nonlife) science or engineering fields.
 Terms
 Instructors
 Deven I Parekh
 Joseph P Vybihal

COMP 250
Intro to Computer Science
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Computer Science (Sci): Mathematical tools (binary numbers, induction, recurrence relations, asymptotic complexity, establishing correctness of programs), Data structures (arrays, stacks, queues, linked lists, trees, binary trees, binary search trees, heaps, hash tables), Recursive and nonrecursive algorithms (searching and sorting, tree and graph traversal). Abstract data types, inheritance. Selected topics.
Offered by: Computer Science
 3 hours
 Prerequisites: Familiarity with a high level programming language and CEGEP level Math.
 Students with limited programming experience should take COMP 202 or equivalent before COMP 250. See COMP 202 Course Description for a list of topics.
 Terms
 Instructors
 Michael Langer
 Giulia Alberini

COMP 251
Algorithms and Data Structures
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Computer Science (Sci): Introduction to algorithm design and analysis. Graph algorithms, greedy algorithms, data structures, dynamic programming, maximum flows.
Offered by: Computer Science
 3 hours
 Prerequisite: COMP 250
 Corequisite(s): MATH 235 or MATH 240.
 COMP 251 uses mathematical proof techniques that are taught in the corequisite course(s). If possible, students should take the corequisite course prior to COMP 251.
 COMP 251 uses basic counting techniques (permutations and combinations) that are covered in MATH 240 but not in MATH 235. These techniques will be reviewed for the benefit of MATH 235 students.
 Restrictions: Not open to students who have taken or are taking COMP 252.
 Terms
 Instructors
 Jérôme Waldispuhl, Roman Sarrazin Gendron
 David C Becerra

COMP 350
Numerical Computing
3 Credits*
Offered in the:
 Fall
 Winter
 Summer
Computer Science (Sci): Computer representation of numbers, IEEE Standard for Floating Point Representation, computer arithmetic and rounding errors. Numerical stability. Matrix computations and software systems. Polynomial interpolation. Leastsquares approximation. Iterative methods for solving a nonlinear equation. Discretization methods for integration and differential equations.
Offered by: Computer Science
 Terms
 Instructors
 XiaoWen Chang, Qincheng Lu

MATH 314
Advanced Calculus
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Derivative as a matrix. Chain rule. Implicit functions. Constrained maxima and minima. Jacobians. Multiple integration. Line and surface integrals. Theorems of Green, Stokes and Gauss. Fourier series with applications.
Offered by: Mathematics and Statistics
 Terms
 Instructors
 Charles Roth
 Jeremy Macdonald

MATH 315
Ordinary Differential Eqns
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): First order ordinary differential equations including elementary numerical methods. Linear differential equations. Laplace transforms. Series solutions.
Offered by: Mathematics and Statistics
 Terms
 Instructors
 Courtney Paquette
 Rosalie BélangerRioux

MATH 316
Complex Variables
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Algebra of complex numbers, CauchyRiemann equations, complex integral, Cauchy's theorems. Taylor and Laurent series, residue theory and applications.
Offered by: Mathematics and Statistics

MATH 317
Numerical Analysis
3 Credits*
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Error analysis. Numerical solutions of equations by iteration. Interpolation. Numerical differentiation and integration. Introduction to numerical solutions of differential equations.
Offered by: Mathematics and Statistics

MATH 326
Nonlinear Dynamics and Chaos
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Linear systems of differential equations, linear stability theory. Nonlinear systems: existence and uniqueness, numerical methods, one and two dimensional flows, phase space, limit cycles, PoincareBendixson theorem, bifurcations, Hopf bifurcation, the Lorenz equations and chaos.
Offered by: Mathematics and Statistics

MATH 327
Matrix Numerical Analysis
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): An overview of numerical methods for linear algebra applications and their analysis. Problem classes include linear systems, least squares problems and eigenvalue problems.
Offered by: Mathematics and Statistics
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

MATH 329
Theory of Interest
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Simple and compound interest, annuities certain, amortization schedules, bonds, depreciation.
Offered by: Mathematics and Statistics

MATH 340
Discrete Mathematics
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Discrete Mathematics and applications. Graph Theory: matchings, planarity, and colouring. Discrete probability. Combinatorics: enumeration, combinatorial techniques and proofs.
Offered by: Mathematics and Statistics

MATH 350
Honours Discrete Mathematics
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Discrete mathematics. Graph Theory: matching theory, connectivity, planarity, and colouring; graph minors and extremal graph theory. Combinatorics: combinatorial methods, enumerative and algebraic combinatorics, discrete probability.
Offered by: Mathematics and Statistics
 Prerequisites: MATH 235 or MATH 240 and MATH 251 or MATH 223.
 Restrictions: Not open to students who have taken or are taking MATH 340. Intended for students in mathematics or computer science honours programs.
 Intended for students in mathematics or computer science honours programs.

MATH 417
Linear Optimization
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): An introduction to linear optimization and its applications: Duality theory, fundamental theorem, sensitivity analysis, convexity, simplex algorithm, interiorpoint methods, quadratic optimization, applications in game theory.
Offered by: Mathematics and Statistics

MATH 430
Mathematical Finance
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Introduction to concepts of price and hedge derivative securities. The following concepts will be studied in both concrete and continuous time: filtrations, martingales, the change of measure technique, hedging, pricing, absence of arbitrage opportunities and the Fundamental Theorem of Asset Pricing.
Offered by: Mathematics and Statistics
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year
Part II: 14 credits selected from:
* Students take either MATH 410 or MATH 420, but not both.
+ Students can take either COMP 451 or COMP 551, but not both.

CCOM 314
Communicating Science
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Communication (SCS): Production of written and oral assignments (in English) designed to communicate scientific problems and findings to varied audiences Analysis of the disciplinary conventions of scientific discourse in terms of audience, purpose, organization, and style; comparative rhetorical analysis of academic and popular genres, including abstracts, lab reports, research papers, print and online journalism.
Offered by: McGill Writing Centre
 Terms
 Instructors
 Pamela S Lamb, Yvonne Hung, KATHERINE HARDIN
 Yvonne Hung

COMP 451
Fundls of Machine Learning
3 Credits+
Offered in the:
 Fall
 Winter
 Summer
Computer Science (Sci): Introduction to the computational, statistical and mathematical foundations of machine learning. Algorithms for both supervised learning and unsupervised learning. Maximum likelihood estimation, neural networks, and regularization.
Offered by: Computer Science
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

COMP 551
Applied Machine Learning
4 Credits+
Offered in the:
 Fall
 Winter
 Summer
Computer Science (Sci): Selected topics in machine learning and data mining, including clustering, neural networks, support vector machines, decision trees. Methods include feature selection and dimensionality reduction, error estimation and empirical validation, algorithm design and parallelization, and handling of large data sets. Emphasis on good methods and practices for deployment of real systems.
Offered by: Computer Science
 Prerequisite(s): MATH 323 or ECSE 205 or ECSE 305 or equivalent
 Restriction(s): Not open to students who have taken or are taking COMP 451.
 Some background in Artificial Intelligence is recommended, e.g. COMP424 or ECSE526, but not required.
 Terms
 Instructors
 Siamak Ravanbakhsh
 Reihaneh Rabbany

MATH 308
Fundls of Statistical Learning
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Theory and application of various techniques for the exploration and analysis of multivariate data: principal component analysis, correspondence analysis, and other visualization and dimensionality reduction techniques; supervised and unsupervised learning; linear discriminant analysis, and clustering techniques. Data applications using appropriate software.
Offered by: Mathematics and Statistics
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

MATH 410
Majors Project
3 Credits*
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): A supervised project.
Offered by: Mathematics and Statistics
 Prerequisite: Students must have 21 completed credits of the required mathematics courses in their program, including all required 200 level mathematics courses.
 Requires departmental approval.
 Terms
 Instructors
 Adrian Roshan Vetta, Djivede A Kelome, Sahir R Bhatnagar, Erica E Moodie, Christian Genest, Yi Yang, Anush Tserunyan
 Djivede A Kelome

MATH 420
Independent Study
3 Credits*
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Reading projects permitting independent study under the guidance of a staff member specializing in a subject where no appropriate course is available. Arrangements must be made with an instructor and the Chair before registration.
Offered by: Mathematics and Statistics
 Fall and Winter and Summer
 Requires approval by the chair before registration
 Please see regulations concerning Project Courses under Faculty Degree Requirements
 Terms
 Instructors
 Johanna Neslehova
 Johanna Neslehova

MATH 427
Statistical Quality Control
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Introduction to quality management; variability and productivity. Quality measurement: capability analysis, gauge capability studies. Process control: control charts for variables and attributes. Process improvement: factorial designs, fractional replications, response surface methodology, Taguchi methods. Acceptance sampling: operating characteristic curves; single, multiple and sequential acceptance sampling plans for variables and attributes.
Offered by: Mathematics and Statistics
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

MATH 447
Intro. to Stochastic Processes
3 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Conditional probability and conditional expectation, generating functions. Branching processes and random walk. Markov chains, transition matrices, classification of states, ergodic theorem, examples. Birth and death processes, queueing theory.
Offered by: Mathematics and Statistics
 Winter
 Prerequisite: MATH 323
 Restriction: Not open to students who have taken or are taking MATH 547.

MATH 524
Nonparametric Statistics
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Distribution free procedures for 2sample problem: Wilcoxon rank sum, SiegelTukey, Smirnov tests. Shift model: power and estimation. Single sample procedures: Sign, Wilcoxon signed rank tests. Nonparametric ANOVA: KruskalWallis, Friedman tests. Association: Spearman's rank correlation, Kendall's tau. Goodness of fit: Pearson's chisquare, likelihood ratio, KolmogorovSmirnov tests. Statistical software packages used.
Offered by: Mathematics and Statistics
 Fall
 Prerequisite: MATH 324 or equivalent
 Restriction: Not open to students who have taken MATH 424
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

MATH 525
Sampling Theory & Applications
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Simple random sampling, domains, ratio and regression estimators, superpopulation models, stratified sampling, optimal stratification, cluster sampling, sampling with unequal probabilities, multistage sampling, complex surveys, nonresponse.
Offered by: Mathematics and Statistics
 Prerequisite: MATH 324 or equivalent
 Restriction: Not open to students who have taken MATH 425
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

MATH 540
Life Actuarial Mathematics
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Life tables and distributions; force of mortality; premium, net premium, and reserve valuation for life insurance and annuity contracts (discrete and continuous case); cash flow analysis for portfolios of life insurance and annuities; asset liability management; numerical techniques for multiple decrement and state models; portfolio valuation of aggregate risks.
Offered by: Mathematics and Statistics
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

MATH 541
Nonlife Actuarial Models
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Stochastic models and inference for loss severity and claim frequency distributions; computational techniques for the aggregation of independent risks (Panjer's algorithm, FFT, etc.); risk measures and quantitative risk management applications; models and inference for multivariate data, heavytail distributions, and extremes; dynamic risk models based on stochastic processes and ruin theory.
Offered by: Mathematics and Statistics
 Terms
 This course is not scheduled for the 20212022 academic year
 Instructors
 There are no professors associated with this course for the 20212022 academic year

MATH 545
Intro to Time Series Analysis
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Stationary processes; estimation and forecasting of ARMA models; nonstationary and seasonal models; statespace models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.
Offered by: Mathematics and Statistics

MATH 556
Mathematical Statistics 1
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Distribution theory, stochastic models and multivariate transformations. Families of distributions including locationscale families, exponential families, convolution families, exponential dispersion models and hierarchical models. Concentration inequalities. Characteristic functions. Convergence in probability, almost surely, in Lp and in distribution. Laws of large numbers and Central Limit Theorem. Stochastic simulation.
Offered by: Mathematics and Statistics
 Fall
 Prerequisite: MATH 357 or equivalent
 Terms
 Instructors
 Abbas Khalili Mahmoudabadi

MATH 557
Mathematical Statistics 2
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Sampling theory (including largesample theory). Likelihood functions and information matrices. Hypothesis testing, estimation theory. Regression and correlation theory.
Offered by: Mathematics and Statistics

MATH 558
Design of Experiments
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): Introduction to concepts in statistically designed experiments. Randomization and replication. Completely randomized designs. Simple linear model and analysis of
variance. Introduction to blocking. Orthogonal block designs. Models and analysis for block designs. Factorial designs and their analysis. Rowcolumn designs. Latin squares. Model and analysis for fixed row and column effects. Splitplot designs, model and analysis. Relations and operations on factors. Orthogonal factors. Orthogonal decomposition. Orthogonal plot structures. Hasse diagrams. Applications to real data and ethical issues.
Offered by: Mathematics and Statistics

MATH 598
Topics in Probability & Stats
4 Credits
Offered in the:
 Fall
 Winter
 Summer
Mathematics & Statistics (Sci): This course covers a topic in probability and/or statistics.
Offered by: Mathematics and Statistics
 Prerequisite(s): At least 30 credits in required or complementary courses from the Honours in Probability and Statistics program including MATH 356. Additional prerequisites may be imposed by the Department of Mathematics and Statistics depending on the nature of the topic.
 Restriction(s): Requires permission of the Department of Mathematics and Statistics.