Statistics 259b
Statistical and Actuarial Computing

January 7, 2001. Last Update: January 9, 2001.

Instructor: Professor A.I. McLeod

Professor A.I. McLeod.  My office hours (WSC Room 235) are 4:00 pm to 5:00 pm MWF. In addition I will be available during labs and tests.  There is an online bulletin board where you may post questions at the course website.

Course Philosophy

"When you can measure what you are speaking about and express it in numbers, you know something about it, but when you cannot measure it, when you cannot express it in numbers, your knowledge is of a megre and unsatisfactory kind." Lord Kelvin (1824-1907).

Prerequistes

A minimum grade of "D" Statistical Science 257a is required.

Remark: Effective September 2001, this course is a program requirement for every program in Statistics, Actuarial Science, or involving Statistics or Actuarial Science with another discipline.

Course Times

Lecture Times:  Monday & Friday 3-4pm in WSC 240, Wednesday 3-4pm in UC 224

Lab Times:  Thursdays in WSC 256, Lab 1 from 5:00pm to 6:15pm and Lab 2 from 6:15pm to 7:45pm.  Students will be assigned labs number in the first lecture.

There will be 37 lectures plus 6 labs and 6 tests.  The exact schedule for lectures, labs and tests is shown below:

      January                February
Su Mo Tu We Th Fr Sa   Su Mo Tu We Th Fr Sa
       1  2  3  4  5                   1  2
6    8  9 10 11 12    3  4  5  6  7  8  9
13 14 15 16   18 19   10 11 12 13 15 16
20 21 22 23 25 26   17 18 19 20 21 22 23
27 28 29 30         24 25 26 27 28
       March                   April
Su Mo Tu We Th Fr Sa    Su Mo Tu We Th Fr Sa
                1  2        1  2  3  4  5  6
3  4  5  6   8  9     7  8  9 10 12 13
10 11 12 13 14 15 16    14 15 16 17 18 19 20
17 18 19 20 22 23    21 22 23 24 25 26 27
24 25 26 27 28 29 30    28 29 30

There is no lab on March 28 but otherwise the labs and tests alternate except for January.  Conference week Feb. 25-March 1.  Easter Friday, March 29.

Remark:  In conformance with the UWO regulations governing the sceduling of tests, all tests in this course are deemed to be practical laboratory tests.  See http://www.registrar.uwo.ca/ACCALS/2001/sec_172.htm

Course Website
https://webct.uwo.ca/webct/public/home.pl

To use the course website you will need a login id and password.  These are the same as your UWO account.

The resources available at the Course website are:
1. Bulletin Board
2. FAQ
3. Check grades on tests
4. Student and Instructor Email
5. Web version of the textbook

How Credit Will Be Given

The final grade will be the average on all tests attempted.  A bonus of up to 5% may be awarded on the basis of class and lab participation.  The tests will be administered in the PC Lab (WSC 256).  The dates for the tests are Jan 17, Jan 31, Feb 14, Mar 7, Mar 21 and Apr 11.  Since there are more students than PC's you will be required to book at time at the beginning of the course for the tests.  The slots are 5:00 pm to 6:15 pm and 6:30 pm to 7:45 pm.

The labs are an essential component of the course and are required in order to be able to do the tests.  No credit, other than the 5% bonus for participation, is given for the lab work.  Each lab will be based on the Exercises at the end of current chapter or chapters of the textbook.  Only one hour has been alloted for supervised labs but it is expected that most students will require more than one hour to complete all the asssigned work.  The tests will get progressively harder in the sense that they are loosely based on all the lab work done to date.  

Missed Tests

If you have any conflict, you must check with your instructor as soon as possible (and prior to the test).  The recommended departmental standard for courses linked to honors Statistics and Actuarial programs, at the 200 level and higher, is that there will be no make-up tests for missed tests.  For those that do legitimately miss a midterm and provide the required supporting documentation, the standard practice will be that the weight of the test will be reassigned to the subsequent remaining tests. Exceptions to the policy may be granted at the instructor’s discretion for truly exceptional events.  Anyone missing the final test scheduled for April 11 will either receive a zero for this test or, if there is a legitimate and documented reason, they will be required to write a test at a later date to be arranged.

Course Textbook

Explorations in Statistical Science with Mathematica, A.I. McLeod.  A printed copy will be available from the UWO bookstore. It is also available as a collection of Mathematica notebooks on our local area network, O:\ESS.  A web version of this text is available at the course website.

Course Outline

Additional Reference Material

A useful introductory book on Mathematica is Mathematica: A Practical Approach by Nancy Blachman and Colin P. Williams, QA76.95.B53 1999.

This book has been placed on 2 hour reserve at the Taylor Library Circulation Desk.

The entire book by Stephen Wolfram, Mathematica, comprised of over 1000 pages is available through the Mathematica help.  Wolfram's book is the definitive guide to Mathematica.  

There are numerous other introductory books on Mathematica that may also be consulted.

Especially relevant books with significant Mathematica and statistical sciences content of interest to this course are:
Introductory Statistics and Random Phenomena by Manfred Denker and Wojbor A. Woycznski,  QA276.12.D45 1998
Mathematical Statistics with Mathematica, Colin Rose and Murray Smith
Probability with Mathematica by Kevin Hastings, QA273.19.E4H37 2001
Statistics with Mathematica, Martha L. Abell et al.,  QA276.4.A24 1999
These books have been placed on 2 hour reserve at the Taylor Library Circulation Desk.

For the ambitious student, there are copious references to the relevant statistical literature in my textbook.

Course Goals

Modern Quantitative Computing Environments (QPE) provide powerful tools for thinking about all types of mathematical ideas present in the statistical and actuarial sciences.  In a QPE the translation of mathematical ideas into an executable program or function is as easy as writing out the ideas in standard mathematical notation.  From an educational perspective if one really understands something, then you should be able to communicate precisely what it is that you understand.  In the past that language as usually been that of standard mathematical notation.  With the development of powerful personal computers, QPE's provide a basic and fundamental tool of thought.

The particular QPE chosen for this course is Mathematica.  Because of Mathematica's enormous wealth of resources from textbooks to programming language paradigms to symboics and numerics and for technical text processing and visualization, this course will focus exclusively on this particular QPE.  Programming skills learned in this course are expected to greatly reduce the learning curve for other QPE's such as R, S-Plus, MatLab and Maple.

The goals of this course are first and foremost to develop some ability to use Mathematica and the Mathematica programming language.  And secondly to broaden and increase ones depth of understanding of statistical and actuarial sciences.

Classroom Environment

The Department has adopted a "Mutual Expectations" policy governing the classroom environment and all work submitted by students. The full text of the policy can be found at http://www.stats.uwo.ca/ugstudies/mutual.htm. In summary, the policy was developed under the premise that all interactions between students and faculty should be governed by the principles of courtesy, respect and honesty.

Attendance

The Department of Statistical and Actuarial Sciences views classroom attendance as a very important part of the learning process.  Up to 5% may be awarded on the basis of class or lab participation.

Plagarism

There is zero tolerance for copying or for getting any assistance from other students during the tests.  All tests are open book and conducted in our PC Lab.  Your email and web activities may be monitored and recorded during tests to ensure that unauthorized communications with others do not occur during the tests.  No email communication, either sending or reading, is permitted during the tests.  Violation may result in a failing grade.  Students are not permitted to leave during the test and are not permitted to start if more than 15 minutes late.

This Course Outline

This course outline is available at http://www.stats.uwo.ca/faculty/aim/259 and in the notebook CourseOutline.nb in the ESS directory on O: drive on our local area net.