Program Requirements
** New Program **
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)
Overview
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.
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: BélangerRioux, Rosalie; Ball, Gavin; Aigner, Florian; Przytycki, Piotr (Fall) Kelome, Djivede (Winter)
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.

MATH 140 Calculus 1 (3 credits)
Overview
Mathematics & Statistics (Sci) : Review of functions and graphs. Limits, continuity, derivative. Differentiation of elementary functions. Antidifferentiation. Applications.
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: Trudeau, Sidney; Ghaswala, Tyrone; Albanese, Michael (Fall) Fortier, Jérôme (Winter)
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

MATH 141 Calculus 2 (4 credits)
Overview
Mathematics & Statistics (Sci) : The definite integral. Techniques of integration. Applications. Introduction to sequences and series.
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: Fortier, Jérôme; Sabok, Marcin (Fall) Trudeau, Sidney; Albanese, Michael; Ghaswala, Tyrone (Winter)
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 who have sufficient knowledge in a programming language do not need to take COMP 202, but must replace it with either COMP 250 or COMP 350.
** 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 233 for required and complementary Computer Science courses listed below.

COMP 202 Foundations of Programming (3 credits) *
Overview
Computer Science (Sci) : Introduction to computer programming in a high level language: variables, expressions, primitive types, methods, conditionals, loops. Introduction to algorithms, data structures (arrays, strings), modular software design, libraries, file input/output, debugging, exception handling. Selected topics.
Terms: Fall 2020, Winter 2021
Instructors: Alberini, Giulia; Campbell, Jonathan (Fall) Alberini, Giulia; Campbell, Jonathan (Winter)
3 hours
Prerequisite: a CEGEP level mathematics course
Restrictions: COMP 202 and COMP 208 cannot both be taken for credit. COMP 202 is intended as a general introductory course, while COMP 208 is intended for students interested in scientific computation. COMP 202 cannot be taken for credit with or after COMP 250

MATH 204 Principles of Statistics 2 (3 credits) **
Overview
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.
Terms: Winter 2021
Instructors: Genest, Christian (Winter)
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 222 Calculus 3 (3 credits) ***
Overview
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.
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: Fortier, Jérôme; Kelome, Djivede (Fall) Vetois, Jerome (Winter)

MATH 235 Algebra 1 (3 credits)
Overview
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.
Terms: Fall 2020
Instructors: Wise, Daniel (Fall)
Fall
3 hours lecture; 1 hour tutorial
Prerequisite: MATH 133 or equivalent

MATH 236 Algebra 2 (3 credits) ^
Overview
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.
Terms: Winter 2021
Instructors: Tserunyan, Anush (Winter)
Winter
Prerequisite: MATH 235

MATH 242 Analysis 1 (3 credits)
Overview
Mathematics & Statistics (Sci) : A rigorous presentation of sequences and of real numbers and basic properties of continuous and differentiable functions on the real line.
Terms: Fall 2020
Instructors: Hundemer, Axel W (Fall)

MATH 243 Analysis 2 (3 credits)
Overview
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.
Terms: Winter 2021
Instructors: Hundemer, Axel W (Winter)

MATH 323 Probability (3 credits)
Overview
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.
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: Sajjad, Alia; Wolfson, David B (Fall) Wolfson, David B; Sajjad, Alia (Winter)

MATH 324 Statistics (3 credits) **
Overview
Mathematics & Statistics (Sci) : Sampling distributions, point and interval estimation, hypothesis testing, analysis of variance, contingency tables, nonparametric inference, regression, Bayesian inference.
Terms: Fall 2020, Winter 2021
Instructors: AsgharianDastenaei, Masoud (Fall) Yang, Yi (Winter)
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)
Overview
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.
Terms: Fall 2020
Instructors: Yang, Yi (Fall)

MATH 523 Generalized Linear Models (4 credits)
Overview
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.
Terms: Winter 2021
Instructors: Neslehova, Johanna (Winter)
Complementary Courses (2023 credits)
03 credits selected from:

MATH 203 Principles of Statistics 1 (3 credits)
Overview
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).
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: Correa, Jose Andres; Sajjad, Alia (Fall) Sajjad, Alia (Winter)
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.
Part I: 6 credits selected from:
* Students take either MATH 317 or COMP 350, but not both.

COMP 250 Introduction to Computer Science (3 credits)
Overview
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.
Terms: Fall 2020, Winter 2021
Instructors: Alberini, Giulia (Fall) Alberini, Giulia (Winter)

COMP 350 Numerical Computing (3 credits) *
Overview
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.
Terms: Fall 2020
Instructors: Chang, XiaoWen (Fall)

MATH 314 Advanced Calculus (3 credits)
Overview
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.
Terms: Fall 2020, Winter 2021
Instructors: Roth, Charles (Fall) Toth, John A (Winter)

MATH 315 Ordinary Differential Equations (3 credits)
Overview
Mathematics & Statistics (Sci) : First order ordinary differential equations including elementary numerical methods. Linear differential equations. Laplace transforms. Series solutions.
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: Paquette, Courtney (Fall) Shirazi, Mohammad (Winter)

MATH 316 Complex Variables (3 credits)
Overview
Mathematics & Statistics (Sci) : Algebra of complex numbers, CauchyRiemann equations, complex integral, Cauchy's theorems. Taylor and Laurent series, residue theory and applications.
Terms: Fall 2020
Instructors: Pym, Brent (Fall)

MATH 317 Numerical Analysis (3 credits) *
Overview
Mathematics & Statistics (Sci) : Error analysis. Numerical solutions of equations by iteration. Interpolation. Numerical differentiation and integration. Introduction to numerical solutions of differential equations.
Terms: Fall 2020
Instructors: Bartello, Peter (Fall)

MATH 326 Nonlinear Dynamics and Chaos (3 credits)
Overview
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.
Terms: Fall 2020
Instructors: Nave, JeanChristophe (Fall)

MATH 327 Matrix Numerical Analysis (3 credits)
Overview
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.
Terms: Winter 2021
Instructors: Saldanha Salvador, Tiago Miguel (Winter)

MATH 329 Theory of Interest (3 credits)
Overview
Mathematics & Statistics (Sci) : Simple and compound interest, annuities certain, amortization schedules, bonds, depreciation.
Terms: Winter 2021
Instructors: Kelome, Djivede (Winter)
Winter
Prerequisite: MATH 141

MATH 340 Discrete
Mathematics (3 credits)
Overview
Mathematics & Statistics (Sci) : Discrete Mathematics and applications. Graph Theory: matchings, planarity, and colouring. Discrete probability. Combinatorics: enumeration, combinatorial techniques and proofs.
Terms: Winter 2021
Instructors: Fortier, Jérôme (Winter)

MATH 350 Honours Discrete Mathematics
(3 credits)
Overview
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.
Terms: Fall 2020
Instructors: Norin, Sergey (Fall)

MATH 417 Linear Optimization (3 credits)
Overview
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.
Terms: Fall 2020
Instructors: Hoheisel, Tim (Fall)

MATH 430 Mathematical Finance (3 credits)
Overview
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.
Terms: This course is not scheduled for the 20202021 academic year.
Instructors: There are no professors associated with this course for the 20202021 academic year.
Part II: 14 credits selected from:
* Students take either MATH 410 or MATH 420, but not both.

CCOM 314 Communicating Science (3 credits)
Overview
Communication (CCE) : 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.
Terms: Fall 2020, Winter 2021, Summer 2021
Instructors: Dechief, Diane; Kimmett, Colleen; Lamb, Pamela (Fall) Dechief, Diane; Lamb, Pamela (Winter) Dechief, Diane (Summer)

COMP 551 Applied Machine Learning (4 credits)
Overview
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.
Terms: Fall 2020, Winter 2021
Instructors: Ravanbakhsh, Mohsen (Fall) Rabbany, Reihaneh (Winter)

MATH 410 Majors Project (3 credits) *
Overview
Mathematics & Statistics (Sci) : A supervised project.
Terms: Fall 2020, Winter 2021
Instructors: Kelome, Djivede; Khadra, Anmar; Choksi, Rustum; Steele, Russell (Fall) Kelome, Djivede; Genest, Christian; Steele, Russell; Neslehova, Johanna; Bub, Gil; Khalili Mahmoudabadi, Abbas (Winter)
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.

MATH 420 Independent Study (3 credits) *
Overview
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.
Terms: Fall 2020, Winter 2021
Instructors: Neslehova, Johanna; Jakobson, Dmitry (Fall) Neslehova, Johanna; Steele, Russell (Winter)
Fall and Winter and Summer
Requires approval by the chair before registration
Please see regulations concerning Project Courses under Faculty Degree Requirements

MATH 427 Statistical Quality Control (3 credits)
Overview
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.
Terms: This course is not scheduled for the 20202021 academic year.
Instructors: There are no professors associated with this course for the 20202021 academic year.

MATH 447 Introduction to Stochastic Processes (3 credits)
Overview
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.
Terms: Winter 2021
Instructors: Paquette, Elliot (Winter)

MATH 524 Nonparametric Statistics (4 credits)
Overview
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.
Terms: Fall 2020
Instructors: Wolfson, David B (Fall)

MATH 540 Life Actuarial Mathematics (4 credits)
Overview
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.
Terms: This course is not scheduled for the 20202021 academic year.
Instructors: There are no professors associated with this course for the 20202021 academic year.

MATH 541 Nonlife Actuarial Models (4 credits)
Overview
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.
Terms: This course is not scheduled for the 20202021 academic year.
Instructors: There are no professors associated with this course for the 20202021 academic year.

MATH 545 Introduction to Time Series Analysis (4 credits)
Overview
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.
Terms: This course is not scheduled for the 20202021 academic year.
Instructors: There are no professors associated with this course for the 20202021 academic year.

MATH 556 Mathematical Statistics 1 (4 credits)
Overview
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.
Terms: Fall 2020
Instructors: Khalili Mahmoudabadi, Abbas (Fall)
Fall
Prerequisite: MATH 357 or equivalent

MATH 557 Mathematical Statistics 2 (4 credits)
Overview
Mathematics & Statistics (Sci) : Sampling theory (including largesample theory). Likelihood functions and information matrices. Hypothesis testing, estimation theory. Regression and correlation theory.
Terms: Winter 2021
Instructors: AsgharianDastenaei, Masoud (Winter)
Winter
Prerequisite: MATH 556

MATH 598 Topics in Probability and Statistics (4 credits)
Overview
Mathematics & Statistics (Sci) : This course covers a topic in probability and/or statistics.
Terms: Fall 2020, Winter 2021
Instructors: Stephens, David (Fall) Stephens, David (Winter)
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.