Brochure

This document describes the graduate programs offered by the Department of Statistics and Actuarial Science at Simon Fraser University. It outlines the research interests of the faculty members and provides details of the more important facilities. The purpose of the document is to inform students wishing to study for a degree in Statistics about the opportunities that exist at S.F.U. Additional information about graduate studies can be obtained from the Chair, Graduate Admissions, or from individual faculty members. Potential applicants are encouraged to contact faculty members by e-mail, letter, telephone or fax. 

The University 
The Department of Statistics and Actuarial Science 
Degree Programs Offered
            MSc Program
            PhD Program
            Degrees in Actuarial Science
Co-operative Education
Research and Support Facilities
Tuition Fees and Financial Support
            Tuition Fees
            Financial Support
            Teaching Assistantships
            Scholarships and Fellowships
Admission Requirements
How to apply
General Information
            Immigration and Customs 
            Housing
            SFU International
            Health Services
            Transportation
            Sports and Recreation
            Miscellaneous Facilities
Graduate Courses in Statistics and Actuarial Science
Faculty members


The application procedure is described in detail in the section on How to apply. Questions should be directed to: 

Graduate Admissions
Department of Statistics and Actuarial Science 
Simon Fraser University
8888 University Drive
Burnaby, BC, V5A 1S6
Canada


Kelly Jay
Telephone: (778) 782-3801
Fax: (778) 782-4368
E-mail: stat_grad_sec@sfu.ca

Additional information about the Department is found at http://www.stat.sfu.ca

The University

Simon Fraser University [http://www.sfu.ca] occupies a beautiful woodland setting at the 400 m-high summit of Burnaby Mountain, just 12km east of Vancouver, on Canada's Pacific Coast. The University is named after the explorer and fur-trader Simon Fraser [http://www.sfu.ca/archives/sf-explorer.html], who, in 1808, descended the major river which now bears his name. The University's location commands outstanding views of Vancouver harbour, the Coast mountains, and the Fraser River delta, while the bold modern architecture [http://www.sfu.ca/archives/architecture.html] of the buildings has won numerous awards.

The University opened in 1965 with an enrollment of 2,500 students. It has grown substantially. In fall 2010 there were about 24,800 undergraduates (full or part time) and 4600 graduate students enroled. In the 2010/2011 academic year 5,585 degrees were conferred. S.F.U. is a young, moderate-sized, lively University with a committment to advanced scholarship, research, and teaching.

British Columbia [http://www.gov.bc.ca/tsa/] is noted for its superb scenery and Vancouver is recognized as one of the world's most beautiful cities. In the warm summer months the local beaches are thronged with sunbathers. In winter, skiing is a prime outdoor activity and there are several ski slopes [http://www.hellobc.com/en-CA/SightsActivitiesEvents/BritishColumbia.htm] on the local mountains and a world-class ski resort [http://www.whistler.com] only 90 minutes from campus. The temperate climate allows sailing, tennis, golf and salmon or trout fishing to be year-round activities. As Canada's third largest city, Vancouver is a thriving business and cultural centre with modern rapid transportation, international shopping and dining, museums, theatres, professional sports [http://www.orcabay.com], an opera company, and a symphony orchestra [http://www.vancouversymphony.ca/]. The 21st Winter Olympiad was hosted in Vancouver / Whistler in 2010 [http://www.winter2011.com/].

The Department of Statistics and Actuarial Science

The Department of Statistics and Actuarial Science [http://www.stat.sfu.ca] was created 1 May 2001 though programs in Statistics and Actuarial Science have existed within the former Department of Mathematics and Statistics for many years. Currently the Department of Statistics and Actuarial Science has 15 regular faculty in Statistics and 4 in Actuarial Science. In addition there are: a Professor Emeritus, 2 Associate Professors, 6 Adjunct Professors, a Director of the Statistics Workshop, and a director of the Statistical Consulting Service. For 2010/2011 graduate enrollment in Statistics is around 40. Even before gaining status as a separate department, the Statistics and Actuarial Science Group earned a national and international reputation for work in both applied and theoretical statistics. Undergraduate and graduate students flourish in the highly interactive and personalized environment which characterizes our Department and is typical of the unique character of Simon Fraser University. We offer a broad program of training in contemporary Statistics, but also specialize in various areas for which we are internationally recognized.

Degree Programs Offered

In disciplines as diverse as physics, psychology, medicine, sociology, biology and criminology, to name a random few, researchers gather masses of numerical information. The science of organizing, describing, simplifying and understanding these myriad numbers is the interdisciplinary study of statistics. At Simon Fraser University, the Statistics group provides a meeting place for people interested in the problems of data analysis and experimental design encountered in almost every area of scholarly inquiry and scientific research.

Graduate students in the group will be exposed to theory and application through course work, seminars, research work with faculty, participation in the group's Statistical Consulting Service, and a community of fellow graduate students. The programs offered place a strong emphasis on real problems arising through scientific inquiry. We offer an MSc program and a PhD program.

NOTE: further information can be found by visiting our home page [http://www.stat.sfu.ca/].

Degree programs in Statistics 

M.Sc. Program

The master of science (MSc) program offers exposure to a wide range of statistical techniques and provides experience in the application of statistical methods. It teaches statistical expertise for careers in either theoretical or applied statistics.

The MSc program in statistics combines applied and theoretical training in state of the art statistical methodology, hands-on consulting experiences, a project in data analysis or in the development of new statistical methodology, and the opportunity to gain work experience through co-operative education. The program prepares graduates for careers as statisticians in industry, government, consulting, and research organizations. In addition, graduates receive the foundational training to continue on to PhD studies.

Program Requirements

The MSc in Statistics requires a total of 36 units consisting of a 6 unit project and a further 30 units of course work, of which at least 24 must be at the graduate level. Students who have completed the undergraduate Statistics major or honours program at SFU or have received approval of the Graduate Chair based on an equivalent program, are required to complete 24 graduate course units plus 6 project units for a total of 30 units in total for a master's degree.

Normally these courses include:

STAT 811 - Statistical Consulting I (2)
STAT 812 - Statistical Consulting II (2)
STAT 830 - Statistical Theory I (4)
STAT 850 - Linear Models and Applications (4)
STAT 851 - Generalized Linear Models and Discrete Data Analysis (4)
STAT 852 - Modern Methods in Applied Statistics (4)
STAT 853 - Applications of Statistical Computing (4)

The department also offers other graduate level Statistic courses such as:

STAT 831 - Statistical Theory II (4)
STAT 832  - Applied Probability Models (4)
STAT 840 - Statistical Genetics (4)
STAT 841 - Advanced Design of Experiments (4)
STAT 842 - Environmetrics (4)
STAT 843 - Functional Data Analysis (4)
STAT 854  - Biometrics: Methods in Biomedical Studies (4)
STAT 855 - Lifetime Data Analysis (4)
STAT 856 - Longitudinal Data Analysis (4)
STAT 857 - Space-Time Models (4)
STAT 890 - Statistics: Selected Topics (4)
STAT 891 - Seminar (2)
STAT 894 - Reading (2)
STAT 895 - Reading (4)
STAT 898 - MSc Thesis/Project (6)
STAT 899 - PhD Thesis/Project (6)

Sometimes graduate students are permitted to take graduate level courses from other departments: External Courses

Project

All students submit and successfuly defend a 6 unit project (STAT 898-6) based on a statistical analysis problem or on the development of new statistical methodology. See the Graduate General Regulations Section 1.10 for further information.

Program Length

Students with a good undergraduate background in statistics will normally complete the course work in four terms or fewer. The project, including the defense, is expected to require up to two terms. Students with backgrounds in other disciplines, or with an inadequate background in statistics, may be required to complete certain undergraduate courses in the department in addition to the requirements listed above.

Ph.D. Program

The PhD program provides training in statistical research.  Our PhD graduates work in universities, hospitals, research consulting companies and other research organizations. The program requires course work and a PhD thesis but offers the opportunity to participate both in the consulting service and in co-operative education

A candidate for the PhD will generally obtain at least 30 credits beyond courses taken for the bachelor's degree. Of these, at least 22 will be graduate courses or seminars and the remaining 8 may be from graduate courses or those 400 level undergraduate courses which may be taken for credit for the BSc in Statistics. Students who hold an MSc in statistics are deemed to have earned 18 of the 22 graduate hours and 4 of the 8 undergraduate or graduate hours required.

Candidates will normally pass a general examination covering a broad range of senior undergraduate material in statistics. The General Examination will consist of examinations in three areas. The areas selected for a particular candidate are subject to approval by the Supervisory Committee and the Graduate Studies Committee. A candidate ordinarily will not be allowed to take the General Examination more than twice. Students will be interviewed and advised regarding appropriate courses and examination curricula. The general examination must normally be completed within four full time semesters of initial enrollment in the PhD program.

Candidates are required to submit and successfully defend a thesis which embodies a significant contribution to statistical knowledge.

Degrees in Actuarial Science 

M.Sc. Program

The MSc in Actuarial Science requires a total of 36 units consisting of a 6 unit project and a further 30 units of course work of which at least 24 must be at the graduate level. Students who have completed the undergraduate Actuarial Science major or honours program at SFU or have received approval of the Graduate Chair based on an equivalent program, are required to complete 24 graduate course units plus 6 project units for a total of 30 units in total for a master's degree.

Normally these courses must include

STAT 830 - Statistical Theory I (4)

and at least two of

ACMA 820 - Stochastic Analysis of Insurance Portfolios (4)
ACMA 821 - Advanced Actuarial Models (4)
ACMA 822 - Risk Measures and Ordering (4)

and at least two of

ACMA 850 - Actuarial Science: Selected Topics (4)
STAT 850 - Linear Models and Applications (4)
STAT 851 - Generalized Linear Models and Discrete Data Analysis (4)
STAT 852 - Modern Methods in Applied Statistics (4)
STAT 853 - Applications of Statistical Computing (4)STAT 855 - Lifetime Data Analysis (4)
STAT 855 - Lifetime Data Analysis (4)
STAT 856 - Longitudinal Data Analysis (4)
STAT 857 - Space-Time Models (4)
STAT 890 - Statistics: Selected Topics (4)

Program Length
This MSc program is expected to take 6 semesters. Typically, the course work takes four semesters, and the project, including the defense, is expected to require up to two semesters. Those without strong undergraduate backgrounds may be required to take certain undergraduate courses in the Department in addition to the program requirements.

Project

All students submit and successfully defend a 6 unit project (STAT 898-6)based on an actuarial science problem. See the Graduate General Regulations Section 1.10 for further information.

Diploma in Financial Engineering

The Diploma in Financial Engineering is designed for students in the MSc program who would like to develop applied skills in the field of finance.


Ph.D. Program - Although we currently do not offer a Ph.D. program in Actuarial Science, it is possible to do the Statistics program and study an Actuarial problem for the thesis.

Students interested in exploring opportunities in Actuarial Science are encouraged to contact: Dr. Gary Parker gparker@stat.sfu.ca .

 

Co-operative Education

Simon Fraser University has a thriving co-operative education program available to both graduate and undergraduates. Qualified students are placed for one or more work terms of 1 or 2 semesters with companies or government agencies. They gain experience working in the discipline and often make contacts which lead to permanent jobs after graduation. In Statistics and Actuarial Science participation in co-operative education is optional but encouraged for both MSc and PhD students. For more details ...

Research and Support Facilities

The University Library [http://www.lib.sfu.ca], three minutes walk from the department, is a large modern facility which houses almost a million print volumes, and 800,000 microforms. There are more than 3000 volumes and 40 periodicals whose main focus is statistics or actuarial science. Many journals and other sources are now available on-line in the department. The collection is constantly supplemented. Students may also draw on the considerable library resources of the University of British Columbia [http://www.library.ubc.ca] as well as interlibrary loan.

The department maintains a modern computing network providing access to a wide range of software running on Linux, UNIX, Windows and Mac platforms. Students have access to a variety of high performance compute servers including a number of multiprocessors machines and a Beowulf cluster. Simon Fraser has long been a leader in computing support for statistical and mathematical research.

Tuition Fees and Financial Support

Tuition Fees

All graduate students pay TuitionFees (Research Programs, full time fee) upon registration each semester, (international students pay the same fees as domestic students.) After six semesters in the M.Sc. program, or eight semesters in the Ph.D. program, the fee per semester is reduced by half. There are minimum fees for the M.Sc. and Ph.D. which are covered by the accumulated semester fees in almost all cases.

 

Financial Support

Graduate student financial support provided by the Department of Statistics and Actuarial Science may consist of both a teaching component (teaching assistantships (TAs)) and an academic component (graduate fellowships (GFs), research assistantships (RAs) and other sources). In the letter of admission to our graduate program, minimum levels of funding are guaranteed for a specified duration subject to resources and may be subject to satisfactory performance on the part of the student. Satisfactory performance in each of the two components is described below.

Should student performance in the teaching component be deemed unsatisfactory, a student will no longer be guaranteed any source of funding.

Should student performance in the academic component be deemed unsatisfactory, a student will only be eligible for TA appointments. In this case, the guaranteed financial support specified in the letter of admission will be reduced by 70%.
 
 
Teaching Assistantships

Teaching Assistants in the Department of Statistics and Actuarial Science may handle tutorials associated with courses in which the lectures are given by regular faculty members, may be assigned to workshops servicing one or more first- or second-year courses, or may be given marking assignments.

TAs with tutorial section duties work under the supervision of the faculty member teaching the associated course. Such TAs are responsible for leading the tutorial sections, holding office hours during which students may seek help with the course material, grading homework assignments, and invigilating and grading examinations.

TAs assigned to workshops work under the supervision of the instructor in charge of their workshop and have regularly assigned hours at their workshop, where they help students understand material dealt with in the courses associated with that workshop. In addition each such TA grades some of the homework assignments and has invigilating and grading duties for some of the examinations for courses using that workshop.

TAs with marking duties work under the supervision of the faculty member teaching the associated course, or under the supervision of a workshop instructor if the courses involved are handled through a workshop. This type of assignment involves marking of homework papers and invigilating and marking examinations only, and does not otherwise require direct contact with students. A limited number of such assignments are available; TAs who are given such duties because of poor English language ability are expected to improve their English quickly and then be moved on to tutorial or regular workshop duties.

Each TA is assigned a certain number of "base" units. One base unit equals 42 hours of work during a semester. A graduate student with a normal load of 5 base units, working about 16 hours per week, is paid about $5,932.00 per semester if enrolled in the M.Sc. program, and about $6,997.00 per semester if enrolled in the Ph.D. program.

Scholarships and Awards

There are a number of awards that students can compete for, both prior to entering the graduate program and during their graduate studies. Citizens and other Permanent Residents of Canada are eligible to apply for Postgraduate Scholarships awarded by the Natural Sciences and Engineering Research Council of Canada (NSERC) [http://www.nserc.ca]. Students from outside Canada may be able to apply for awards for graduate study in Canada depending on their home country. For example:

  • Students from Commonwealth countries can apply for Commonwealth Scholarships.
  • Holders of NSERC scholarships and other major, externally-funded awards are eligible for Special Graduate Research Scholarships (SGESs).

Graduate Fellowships

The Graduate Fellowship (GF) is a one-term award normally valued at $6,250.  Academic units, however, have the option of awarding partial GFs (.5) valued at $3,125. Applicants may be eligible to receive up to a maximum of two full GFs, or four partial GFs, during an academic year (September 1–August 31).

To be eligible to hold a GF, the applicant must be registered as a full-time, regular (not "on-leave" or "part-time") student and must normally have a minimum grade point average of 3.50 during the last year of full-time study. In exceptional cases, other evidence of outstanding ability may outweigh this criterion.

Applicants should first read the GF Terms of Reference below to ensure they meet all of the criteria for this award.

There are other awards available to graduate students. However, many of them have restrictive clauses in their terms of reference which make them inaccessible to most students seeking graduate degrees in Statistics.

Additional Financial Aid information is available on the Registrar's web server [http://students.sfu.ca/fa/], and on the SFU Graduate Awards Database [http://fas.sfu.ca/projects/GradAwards].

Admission Requirements

MSc Programs in Statitics and Actuarial Science

For admission to an MSc Program the normal minimum requirements are:

  • a Bachelor's degree
  • a CGPA of at least 3.0
  • letters from referees attesting to the ability of the applicant to undertake advanced work.

Admissions are competitive. Most years we turn away many qualified applicants. Applicants with degrees in areas other than Statistics or Actuarial Science are considered. We evaluate the student's background in mathematics and statistics and his/her overall academic ability.

Please Note: For the MSc in actuarial science, preference is given to applicants with a background in actuarial mathematics

PhD Programs

For admission to a PhD Program the normal minimum requirements are:

  • a Master's degree
  • a CGPA of at least 3.5
  • letters from referees attesting to the ability of the applicant to undertake substantial original research.

A student who is already working towards an M.Sc. at Simon Fraser may be permitted to transfer to the Ph.D. program before completion of the M.Sc. but such cases are rare. Normally the Master's degree will be in Statistics.

Applicants whose first language is not English are required to submit TOEFL or IELTS scores as evidence of their proficiency in English.

Additional information on admissions is available in the Graduate General Regulations.

How to apply

In order to consider an application we require:

  1. In order to use the online application system, you will need to pay an application fee of $90 CAN (students with Canadian transcripts) or $125 CAN (students with international transcripts) by credit card (MasterCard or Visa). If you are unable to pay the application fee by credit card, see How to Pay Your Fees for alternative payment methods.
  2. Two(2)official copies of all transcripts
  3. Three letters of reference, at least two of which should be from persons familiar with the applicant's academic achievements; we ask that referees write a letter - (there are no specific forms for referees to complete).
  4. TOEFL or IELTS scores for applicants whose first language is other than English. We do not require GRE scores.

In addition, a resume or curriculum vitae and a letter outlining particular areas of interest within the field of statistics can be helpful. (These documents are to be uploaded on your applicaiton)

PhD applicants are also encouraged to make direct contact with a potential senior supervisor.

Official Transcript Only should be sent to the department, all other docuements are to be uploaded with your applicaiton. TOEFL/IELTS are to be sent directly from the Agency to SFU - Dean of Graduate Studies.


Please send Transcripts to:

Graduate Admissions
Department of Statistics and Actuarial Science
Simon Fraser University
Room SSC K 10545
8888 University Drive
Burnaby, BC, V5A 1S6
Canada

 

General Information

Immigration and Customs

International students considering graduate studies at Simon Fraser University should obtain current immigration requirements from a Canadian Embassy or its equivalent [ http:/www.cic.gc.ca]. Students must have a valid Study Permit prior to entering Canada. Full-time international students holding valid Study Permits do NOT require a work permit to work on the SFU campus, including teaching assistantships. Students should obtain current customs regulations for any goods and possessions they intend to bring to Canada.

Students who are admitted will receive a formal letter of admission to the degree program from the Registrar's Office. They will also receive from the chair of the department a letter specifying an annual stipend from teaching assistantships. Both letters should be presented to immigration authorities when applying for a Study Permit. The processing of an application for a Study Permit may take several months. Thus students should submit their application well in advance of their anticipated arrival to Simon Fraser.

Housing

There is suitable accommodation in apartments or rooms close to the University. Vacancies are advertised in local newspapers and are displayed daily at the University Off-Campus Housing Office [http://students.sfu.ca/residences] which assists students in locating accommodation. There is limited accommodation in student residences on campus because of high demand, but some rooms are set aside for scholarship students.

SFU International

International students that have been admitted to Simon Fraser University are contacted by mail by SFU International with information about the University and Vancouver. SFU International provides airport pick up service and orientation programs for newly-admitted international students at the beginning of each term. All international students are encouraged to visit the SFU International website at [ http://www.sfu.ca/international/] for more information about programs and services.

Health Services

The University Health Service [http://www.sfu.ca/hccc] provides on-campus health care for staff and students. It carries a staff of fully qualified doctors and nurses. At the time of registration all students are required to have current medical insurance. Those (such as new arrivals) who are not immediately eligible for insurance under the British Columbia Medical Services Plan [http://www.health.gov.bc.ca] must purchase adequate private health insurance for the waiting period.

International Students can find out more information about health insurance at [http://www.sfu.ca/medical-insurance.html].

Transportation

Simon Fraser University is served by several bus routes to Vancouver and the local communities as part of the Greater Vancouver Transit System [http://www.bctransit.com/], which includes a new elevated train system (Skytrain), and a ferry to North Vancouver (Seabus). Carpooling is encouraged, and a few students even cycle up to the mountain to class.

Sports and Recreation

The University has a superb modern sport complex with an athletics track, soccer and football pitches, two gymnasiums, indoor swimming pool, and courts for tennis, squash, badminton, racquetball, volleyball and basketball. A variety of jogging trails can be found in the forest surrounding the campus. There are numerous student sports activities organized by the Recreation Department [http://www.sfu.ca/recreation], including both indoor or outdoor soccer and daily fitness workouts. University teams [http://www.sfu.ca/athletics] compete at the top level in, for example, football, swimming, soccer, basketball and wrestling. Off-campus activities such as sailing and hiking are organized by student clubs [http://www.sfss.ca/clubs/index.php].

Miscellaneous Facilities

The University Centre operated by the student union features a pub and cafeteria.

The University Theatre puts on plays, concerts and cultural events by both University and visiting performers. An art gallery provides periodic exhibitions.

The University Bookstore [http://www.sfu.ca/bookstore] maintains an inventory of books including textbooks for SFU courses as well as sundry items.

Please also refer to the list of services on the SFU home page [http://www.sfu.ca/services.htm] and to the Office of the Registrar's [http://students.sfu.ca/] summary of campus services