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Graduate Calendar
Winter 2020

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MATHEMATICS AND STATISTICS


PROGRAMS

Mathematics and Statistics (MSc) (Mathematics Field)
Mathematics and Statistics (MSc) (Statistics Field)
Master of Actuarial Science (MActSc)
Mathematics and Statistics (PhD)

MATHEMATICS AND STATISTICS: COURSES


Mathematics and Statistics (MSc) (Mathematics Field)

The candidate shall successfully complete one of the following courses of study:
(a) seven graduate courses, of which at least four must be numbered with the prefix MATH and the other three must be numbered with the prefix STAT or MATH or be approved by the Graduate Studies Committee upon the recommendation of the supervisor, and a major paper
(b) six graduate courses, of which at least three must be numbered with the prefix MATH, one numbered with prefix MATH or STAT and the other two must be numbered with the prefix STAT or MATH or be approved by the Graduate Studies Committee upon the recommendation of the supervisor, and a thesis. The originality of a Master's thesis may lie in the organization, presentation, and scholarly evaluation, rather than in the result.

The Department of Mathematics and Statistics requires that students maintain at least a 70% average at all times. Term courses in which a grade of at least 70% has been earned will be accepted for graduate credit. Term courses with a grade lower than 60% will not be accepted for graduate credit. At most two term courses with grades in the 60% - 69.9% range will be accepted for credit subject to the approval of the Faculty of Graduate Studies after a positive recommendation from the Graduate Studies Committee upon consultation with the supervisor. This recommendation will be given on a case by case basis.

All course selections require the approval of the student's Masters committee, the supervisor, or the departmental graduate committee.
Mathematics Master's students must attend either 24 seminars or 75 percent of all seminars available during full-time registration, whichever is the smaller number. Seminars include the colloquium series, graduate major paper presentations and thesis presentations.

Master's Committee
If the Thesis option is taken for either the M.Sc. Mathematics and Statistics (Mathematics) or the M.Sc. Mathematics and Statistics (Statistics), a Masters committee must be appointed within the student's first term of study at the Master's II (or M2) (Candidate) level. The Master's committee must be approved by the Executive Committee of the Faculty of Graduate Studies and Research. The Master's committee shall include the student's supervisor as chairperson, one other member of the Department, and one faculty member from outside the Department.

Mathematics and Statistics (MSc) (Statistics Field)

The candidate shall successfully complete one of the following courses of study:

(a) seven graduate courses, of which at least five must be numbered with the prefix STAT and the other two must be numbered with the prefix STAT or MATH or be approved by the Graduate Studies Committee upon the recommendation of the supervisor, and a major paper;
(b) six graduate courses, of which at least four must be numbered with the prefix STAT and the other two must be numbered with the prefix STAT or MATH or be approved by the Graduate Studies Committee upon the recommendation of the supervisor, and a thesis. The originality of a Master's thesis may lie in the organization, presentation, and scholarly evaluation, rather than in the result.

Up to two courses prefixed STAT may be replaced by MATH-8100 and/or MATH-8110.
Statistics Master's students must attend either 24 seminars or 75 percent of all seminars available during full-time registration, whichever is the smaller number. Seminars include the colloquium series, graduate major paper presentations and thesis presentations.

The Department of Mathematics and Statistics requires that students maintain at least a 70% average at all times. Term courses in which a grade of at least 70% has been earned will be accepted for graduate credit. Term courses with a grade lower than 60% will not be accepted for graduate credit. At most two term courses with grades in the 60% - 69.9% range will be accepted for credit subject to the approval of the Faculty of Graduate Studies after a positive recommendation from the Graduate Studies Committee upon consultation with the supervisor. This recommendation will be given on a case by case basis.

Master's Committee
If the Thesis option is taken for either the M.Sc. Mathematics and Statistics (Mathematics) or the M.Sc. Mathematics and Statistics (Statistics), a Masters committee must be appointed within the student's first term of study at the II Master's (Candidate) level. The Master's committee must be approved by the Executive Committee of the Faculty of Graduate Studies and Research. The Master's committee shall include the student's supervisor as chairperson, one other member of the Department, and one faculty member from outside the Department.


Master of Actuarial Science (M.Act.Sc)

Admission Requirements
Bachelor degree in a calculus-based quantitative discipline (e.g. Engineering, physics, chemistry, business) with at least a 70% average (or equivalent) overall. Knowledge of calculus and matrix algebra is essential. Admission is limited and competitive.

Degree Requirements

Total Courses: 12

ACSC-8010 Probability for Risk and Actuarial Science
ACSC-8020 Financial Mathematics, Theory of Interest
ACSC-8030 Derivatives Markets I
ACSC-8040 Derivatives markets II
ACSC-8050 Life Contingencies I
ACSC-8060 Life Contingencies II
ACSC-8070 Short Term Actuarial Models
ACSC-8100 Microeconomics
ACSC-8110 Macroeconomics
ACSC-8200 Regression and Time Series
ACSC-8300 Mathematical Statistics for Actuarial Science
ACSC-8400 Actuarial Science Capstone Project

The 12 required courses are scheduled over four semesters.

The Department of Mathematics and Statistics requires that students always maintain at least a 70% average. Term courses in which a grade of at least 70% has been earned will be accepted for graduate credit. Term courses with a grade lower than 60% will not be accepted for graduate credit. At most two term courses with grades in the 60% - 69.9% range will be accepted for credit subject to the approval of the Faculty of Graduate Studies after a positive recommendation from the Department’s Graduate Studies Committee upon consultation with the Director of the Master of Actuarial Science program. This recommendation will be given on a case by case basis.


Mathematics and Statistics (PhD)

Admission Requirements

For admission requirements and period of study, the general regulations of the Faculty of Graduate Studies should be consulted (see the section titled, The Degree of Doctor of Philosophy ). Qualifying examinations will not normally be required.

CANDIDACY

Students will be recommended for candidacy (see section titled, The Degree of Doctor of Philosophy - Admission Requirements) only after successful completion of the Comprehensive Examinations and course work.

Degree Requirements for the Ph.D. (Statistics Field)

1) Course Work: Students admitted with an M.Sc. or equivalent must successfully complete at least four graduate courses numbered with the prefix STAT; further graduate courses may be assigned by the Graduate Studies Committee in consultation with the supervisor. Transfer credits will not be allowed. (Up to two courses prefixed STAT may be replaced by MATH-8100 and/or MATH-8110.)

Students admitted with an Honours B.Sc., or equivalent, which is done only in exceptional cases, must successfully complete at least twelve graduate courses, eight of which must be numbered with the prefix STAT and the other four must either be numbered STAT or MATH or be approved by the Graduate Studies Committee upon the recommendation of the supervisor; further graduate courses may be assigned by the Graduate Studies Committee in consultation with the supervisor. Transfer credits will not be allowed.
It is strongly recommended that all Ph.D. students in Statistics take a measure theoretic probability course.

The Department of Mathematics and Statistics requires that students maintain at least a 70% average at all times. Term courses with a grade lower than 70% will not be accepted for graduate credit.


Ph.D. students must give a fifty-minute presentation prior to the thesis defense.

2) Doctoral Committee: within the student's first term of study at the doctoral level, a doctoral committee will be appointed by the Head of the Department upon the advice of the Graduate Studies Committee. Refer to the calendar section “Faculty Regulations for the Doctor of Philosophy and the Master's Degrees”.

3) Dissertation: The dissertation shall be defended at an oral examination. Refer to the calendar section “Faculty Regulations for the Doctor of Philosophy and the Master's Degrees”.

4) Comprehensive Examinations: A student must pass a series of three written comprehensive examinations as follows:
i.Paper I-Mathematical Statistics and Probability
ii.Paper II-Statistics OR Probability
iii.Paper III-Topics (two topics mutually agreed upon by the supervisor and student).

If a student fails an examination, it may be repeated once, but if the examination is failed a second time, the student must withdraw from the program. These examinations must be successfully completed within twenty-five months of first registration in the doctoral program. If this deadline is not met, the student must withdraw from the program.

5) Statistics Doctoral students must attend either 72 seminars or 75 percent of all seminars available during full-time registration, whichever is the smaller number. Seminars include the colloquium series, graduate major paper presentations and thesis presentations.

Degree Requirements for the Ph.D. (Mathematics Field)

1) Course Work: Students admitted with an M.Sc. or equivalent must successfully complete at least four graduate courses numbered with the prefix MATH; further graduate courses may be assigned by the Graduate Studies Committee in consultation with the supervisor. Transfer credits will not be allowed.

The Department of Mathematics and Statistics requires that students maintain at least a 70% average at all times. Term courses with a grade lower than 70% will not be accepted for graduate credit.

Students admitted with an Honours B.Sc., or equivalent, which is done only in exceptional cases, must successfully complete at least twelve graduate courses, eight of which must be numbered with the prefix MATH and the other four must either be numbered STAT or MATH or be approved by the Graduate Studies Committee upon the recommendation of the supervisor; further graduate courses may be assigned by the Graduate Studies Committee in consultation with the supervisor. Transfer credits will not be allowed.

Ph.D. students must give a fifty-minute presentation prior to the thesis defense.

2) Doctoral Committee: within the student's first term of study at the doctoral level, a doctoral committee will be appointed by the Head of the Department upon the advice of the Graduate Studies Committee..Refer to the calendar section “Faculty Regulations for the Doctor of Philosophy and the Master's Degrees”.

3) Dissertation: The dissertation shall be defended at an oral examination. Refer to the calendar section “Faculty Regulations for the Doctor of Philosophy and the Master's Degrees”.

4) Comprehensive Examinations: A student must pass a series of three written comprehensive examinations two of which must be chosen from the following areas: Algebra, Analysis and Operational Research. The third exam, which may be written or oral, is in the area of specialization to be set by the student's doctoral supervisor and doctoral committee.

If a student fails an examination, it may be repeated once, but if the examination is failed a second time, the student must withdraw from the program (see section titled, The Degree of Doctor of Philosophy - The Dissertation). These examinations must be successfully completed within twenty-five months of first registration in the doctoral program. If this deadline is not met, the student must withdraw from the program.

5) Mathematics Doctoral students must attend either 72 seminars or 75 percent of all seminars available during fulltime registration, whichever is the smaller number. Seminars include the colloquium series and graduate major paper and thesis presentations.