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Department of Statistics and Actuarial Science
K10545 Shrum Science Centre, 778.782.3803 Tel, 778.782.4368 Fax, , stat@sfu.ca
Chair
- R.A. Lockhart BSc (Br Col), MA, PhD (Calif)
Professor Emeritus
- M.A. Stephens BSc (Brist), AM (Harv), PhD (Tor)
Professors
- C.B. Dean BSc (Sask), MMath, PhD (Wat), Burnaby Mountain Endowed Professor
- R.A. Lockhart BSc (Br Col), MA, PhD (Calif)
- T.M. Loughin BSc (Rensselaer), MSc (N Carolina), PhD (Iowa State)
- R.D. Routledge BSc (Qu), MSc (Alta), PhD (Dal)
- C.J. Schwarz BSc, MMath (Wat), MSc, PhD (Manit)
- T.B. Swartz BMath (Wat), MSc, PhD (Tor)
- B. Tang BS, MS (Peking), PhD (Wat)
- S. Thompson AB (Calf), MS, PhD (Oregon State, Gordon M. Shrum Chair in Science
Associate Professors
- J. Graham BSc, MSc (Br Col), MSc, PhD (Wash)
- J. Hu BS, MS (Peking), PhD (Wat)
- W.B. McNeney BSc, MSc (Br Col), MSc, PhD (Wash)
- G. Parker BSc, MSc (Laval), PhD (H-W)
Assistant Professors
- R. Altman BA (Wat), MS (Cornell), PhD (Br Col)
- D. Bingham BSc (C’dia), MSc (Car), PhD (S Fraser), Canada Research Chair
- D.A. Campbell BSc (S Fraser), MSc (Dal), PhD (McG)
- J. Cao BSc (Beijing Normal), PhD (McG)
- Y. Lu BSc (Fudan), MSc, PhD (C’dia)
- C. Tsai BS (Ntnl Taiwan), MS (Ntnl Chiao-Tung Taiwan), MS (Wisc), PhD (Wat)
- L. Zeng BSc (Nankai), MSc, PhD (Wat)*
Adjunct Professors
- R.F. Balshaw BSc, MSc (Manit), PhD (S Fraser)
- S.G. Banneheka MSc (Lond), MSc, PhD (S Fraser)
- P. Gill BSc, MSc (PunjAg), PhD (IIT Kanpur)
- F. He BSc, MSc (Nanjing Forest), MSc (Chin Acad Sc), MSc (Vic, BC), PhD (Montr)
- N.W. Hengartner BSc (Laval), MMath (Wat), PhD (Calif)
- J.J. Spinelli BSc, MSc, PhD (S Fraser)
Associate Member
- N. Reilly, Department of Mathematics
Senior Lecturer
- R. Insley BSc, MSc (Br Col)
Statistical Consulting Service
- I. Bercovitz BSc (Br Col), MSc (Car)
- M.M. Loughin BA (St Olaf), MS (N Carolina)
*joint appointment with health sciences
The department maintains a committee of advisors each year. Their office hours are available through the general office and on the department’s website at . Major students should seek advice early in their academic careers about program planning from these advisors.
The department offers a program within the Faculty of Science leading to a bachelor of science with a major or honors in statistics and a major or honors in actuarial science (see page 138). The department also offers a statistics minor and a certificate in actuarial mathematics.
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, major or honors students in statistics complete a minor in a field other than statistics. In keeping with the almost universal applicability of statistical methodology, there are no other restrictions on the selection of a minor. Students should discuss this selection with an advisor early in their program.
Students interested in statistics or in actuarial science may consider the following related programs: mathematics and computing science, management and systems science.
Actuarial Science
For admission, students must have completed each lower division required course in mathematics and statistics, or its equivalent, with a minimum C+ grade. They must also have completed ACMA 210 with a minimum grade of C+ and have a CGPA of at least 3.0. Students will be selected competitively. Achieving the minimum grade requirements will not guarantee program admission.
The program will only admit 25-30 students each year. Students should apply in the term in which they complete ACMA 210.
Management and Systems Science
For major or honors admission, a program-related 91ÅÝܽ grade point average (GPA) of 2.7 is required. This GPA is based on the lower division courses required for the Management and Systems Science program completed at 91ÅÝܽ. Admission is competitive and achieving the minimum GPA does not guarantee admission to the program. Please see “Management and Systems Science Program” on page 195.
Statistics
Students may be admitted to a statistics major
program by direct entry on their university application or by application
to the statistics department after they have been admitted. Students
applying for a statistics minor must apply to the department. Visit
www.stat.sfu.ca/programmes/statistics/
admission-continuation for admittance and continuation requirements.
Writing, Quantitative, and Breadth Requirements
Students completing degree programs must fulfil writing, quantitative and breadth requirements as part of their program. See “Writing, Quantitative, and Breadth Requirements” on page 7 for information.
Courses for Further Credit
No student may complete, for further credit, any course offered by the Department of Statistics and Actuarial Science which is a prerequisite for a course the student has already completed with a grade of C- or higher without permission of the department.
Computing Recommendation
Some experience with a high level programming language is recommended by the beginning of the second year.
Non-specialist STAT Courses
The following courses are intended to be particularly accessible to students who are not specializing in statistics: STAT 100, 101, 201, 203, 302, 403.
Open Workshops
Some introductory and service courses are organized through the department’s open workshops. In addition to regularly scheduled lectures, students enrolled in STAT 100, 101, 203, 270, 201, 302 are encouraged to come to the workshops for assistance any time during posted hours. At the workshop students meet with the co-ordinator, teaching assistants and students, and work together to understand mathematics in a friendly and helpful environment. The statistics workshop is held in K9516 Shrum Science Centre (inside K9510).
Beginning Level Requirements in Statistics
Students considering enrolling in a statistics course who do not have BC high school mathematics 11 (or equivalent) must see the basic math workshop co-ordinator. These students may complete the non-credit basic math course, basic algebra, offered through the Department of Mathematics.
Students who are unsure of their level of preparation are strongly encouraged to complete the free math assessment test at the basic math workshop, K9505 or at 91ÅÝܽ Vancouver. Be sure to discuss the test results with the lab instructor in the basic math workshop, or her designate.
Prerequisite Grade Requirement
Students must have obtained a grade of C- or better in prerequisite for courses labelled STAT, and C or better for courses labelled ACMA, offered by the Department of Statistics and Actuarial Science.
GPA Requirement for Continuation
To continue in the actuarial science or statistics programs, students must maintain a GPA of at least 2.25 on courses labelled MATH, STAT or ACMA.
To continue in management and systems science, students must maintain a CGPA of at least 2.5.
Faculty of Science Requirements
Students must satisfy the Faculty of Science upper division credit, breadth and grade point average requirements.
Credit for Statistics Courses
Credit for STAT courses can depend on the order that the courses are completed. There are three kinds of courses offered.
• Introductory courses STAT 100
• Service courses STAT 101, 201, 203, 301, 302, 403.
• Mainstream courses STAT 270, 285, 300, 330, 350, 380, 400, 410, 430, 450, 460.
Upon completing any service or mainstream course, credit may not be subsequently obtained for STAT 100.
Upon completing any mainstream course, credit may not be obtained for any service course. An exception to this rule is that both STAT 302 and STAT 403 may be completed for credit after having completed STAT 270.
Accreditation of Courses
The Statistical Society of Canada has accredited certain courses within the department for partial fulfilment of the educational requirements for the associate statistician (AStat) designation. The list of accredited courses is available at . Please contact the department for details. Further information on the professional statistician (PStat) and associate statistician (AStat) designations is available at www.ssc.ca.
Actuarial Science Major Program
Actuarial science majors must achieve a cumulative grade point average (CGPA) of 2.50 or better to graduate.
Students must obtain credit for the following courses.
Students complete all of
ACMA 210-3 Mathematics of Compound Interest
ECON 103-4 Principles of Microeconomics
ECON 105-4 Principles of Macroeconomics
MATH 152-3 Calculus II
MATH 251-3 Calculus III
STAT 270-3 Introduction to Probability and Statistics
STAT 285-3 Intermediate Probability and Statistics
and one of
MATH 150-4 Calculus I with Review
MATH 151-3 Calculus I
and one of
MATH 232-3 Elementary Linear Algebra
MATH 240-3 Algebra I: Linear Algebra*
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 courses. CMPT 120 and 125 are recommended, or CMPT 126 and any other CMPT course is recommended.
plus two ENGL or PHIL courses
*recommended
Upper Division Requirements
Students complete both of
ACMA 320-5 Actuarial Mathematics I
STAT 330-3 Introduction to Mathematical Statistics
plus four of the following list 1 courses
ACMA 315-3 Credibility Theory
ACMA 335-3 Risk Theory
ACMA 425-3 Actuarial Mathematics II
ACMA 445-3 Loss Models: Estimation and Selection
STAT 450-3 Statistical Theory
plus four of the following list 2 courses (at least one must be ACMA 465, 470 or 475)
ACMA 395-3 Special Topics in Actuarial Science
ACMA 465-3 Mathematics of Demography
ACMA 470-3 Property and Casualty Insurance
ACMA 475-3 Theory of Pension
ACMA 490-3 Selected Topics in Actuarial Science
ACMA 495-3 Directed Studies in Actuarial Science
BUS 312-4 Introduction to Finance
BUS 315-4 Investments
BUS 316-3 Derivative Securities
BUS 360-3 Business Communication
BUS 410-3 Financial Institutions
BUS 413-4 Corporate Finance
BUS 419-3 Advanced Derivative Securities
ECON 301-4 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
STAT 350-3 Linear Models in Applied Statistics
STAT 380-3 Introduction to Stochastic Processes
Certain elective courses are pre-approved courses for Valuation by Educational Experience (VEE) units from the Society of Actuaries. Information is available at www.soa.org
To satisfy Faculty of Science requirements, students complete additional upper division credit to total 44 units. Job practicum courses, STAT 302 and 403 may not be used to fulfil this requirement. Under University regulations, students must complete at least 120 units to receive the major degree.
Lower Division Requirements
Computing Science
Students complete one of
CMPT-125-3 Introduction to Computing Science and Programming II
CMPT 126-3 Introduction to Computer Science and Programming
Mathematics
Students complete one of
MATH 150-4 Calculus I with Review
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 one of
MATH 232-3 Elementary Linear Algebra
MATH 240-3 Algebra I: Linear Algebra*
and students must also complete
MATH 251-3 Calculus III
Statistics
Students complete both of
STAT 270-3 Introduction to Probability and Statistics
STAT 285-3 Intermediate Probability and Statistics
*recommended
Upper Division Requirements
Students complete all of
STAT 330-3 Introduction to Mathematical Statistical
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 four additional upper division courses labelled ACMA, MACM, MATH or STAT, excluding STAT 301, 302 and 403.*
*consult a departmental advisor before selecting these courses. It is recommended that the four additional upper division courses be selected from STAT 300, 380, 400, 460, 490, 495 and MACM 316. For honors, these four may not overlap with those used to satisfy the Additional Mathematics Requirements and the Additional Statistics Requirements as stipulated below.
Minor Program Requirement
Students are required to complete a minor in a discipline other than statistics. The certificate in actuarial mathematics may fulfil this requirement.
Actuarial Science Honors Program
See the University and Faculty of Science regulations for required total units and cumulative grade point average (CGPA), and upper division units and upper division grade point average (GPA) for graduation in this program.
Honors students must complete
• the lower and upper division requirements for the Actuarial Science major program (see “Actuarial Science Major Program” on page 207)
• the upper division requirements in list 1 for the Actuarial Science major (see “List 1” on page 207)
• seven list 2 courses in the upper division requirements for the Actuarial Science major program (see “List 2” on page 207). At least two of these seven courses must be from ACMA 465, 470, 475 or 490.
A bachelor of science with honors in statistics requires 132 units. Please see “Requirements for Major” on page 181 for further breadth, upper division credit, and other requirements.
In addition to the statistics major program’s lower division, upper division and minor program requirements (see above), candidates for a statistics honors degree must complete the following.
Additional Mathematics Requirements
Students complete 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 338-3 Advanced Linear Algebra
MATH 340-3 Algebra II: Rings and Fields
MATH 341-3 Algebra III: Groups
Additional Statistics Requirements
Students complete all of
STAT 380-3 Introduction to Stochastic Processes
STAT 460-3 Decision Analysis and Bayesian Inference
Statistics minor candidates are subject to the general regulations of the faculty in which they are enrolled. In addition, students will be required to obtain credit for the following courses.
Mathematics Requirements
Students complete one of
MATH 150-4 Calculus I with Review
MATH 151-3 Calculus I
MATH 154-3 Calculus I for the Biological Sciences
MATH 157-3 Calculus for the Social Sciences I
and 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
and one of
MATH 232-3 Applied Linear Algebra
MATH 240-3 Algebra I: Linear Algebra
and students must also complete
MATH 251-3 Calculus III
Statistics Requirements
Students complete both of
STAT 270-3 Introduction to Probability and Statistics
STAT 285-3 Intermediate 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
ACMA 490-3 Special Topics in Actuarial Science
STAT 300-3 Statistics Communication
STAT 330-3 Introduction to Mathematical Statistics*
STAT 350-3 Linear Models in Applied Statistics*
STAT 380-3 Introduction to Stochastic Processes
STAT 400-3 Data Analysis
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
STAT 460-3 Decision Analysis and Bayesian Inference
STAT 490-3 Special Topics in Probability and Statistics
STAT 495-3 Directed Studies in Probability and Statistics
*these core courses are recommended
Certificate in Actuarial Mathematics
This program provides the mathematical and statistical background for the Society of Actuaries early examinations. Students must already have completed MATH 151, 152 or their equivalents and have knowledge of one programming language.
To obtain the certificate, four lower division courses and eight upper division courses must be completed including all of
ACMA 210-3 Mathematics of Compound Interest
MATH 232-3 Elementary Linear Algebra
STAT 270-3 Introduction to Probability and Statistics
STAT 285-3 Intermediate Probability and Statistics
A 2.50 grade point average (GPA) is required on the eight required upper division courses. These eight courses must be chosen from the list below and must include
ACMA 320-5 Actuarial Mathematics I
and 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 490-3 Selected Topics in Actuarial Science
ACMA 495-3 Directed Studies in Actuarial Science
and at least one of
MACM 316-3 Numerical Analysis I
MATH 308-3 Linear Programming
STAT 330-3 Introduction to Mathematical Statistics
STAT 350-3 Linear Models in Applied Statistics
Degree holders may receive waivers and/or transfer credit. In all cases, a minimum of nine courses is required while in the certificate program. At least six courses must be completed at 91ÅÝܽ, of which a minimum of four must be ACMA courses. The graduation GPA will be calculated based only on courses completed at 91ÅÝܽ.
No student may complete, for further credit, any course offered by the Department of Statistics and Actuarial Science which is a prerequisite for a course the student has already completed with a grade of C- or higher, without permission of the department.
Management and Systems Science Program
Please see “Management and Systems Science Program” on page 195 for information.
This program integrates work experience with academic study. See “Co-operative Education” on page 212 and consult early with the co-op co-ordinator, Mr. E. Simons, at esimons@sfu.ca.
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