Please note - Swinburne University of Technology

Subject description
The analysis of variance: revision of inference for two
independent groups.
The analysis of variance for single-factor completely
randomised designs, randomised blocks, and two-factor
equally replicated designs.
Non-parametric methods; planned and unplanned
comparisons.
Design of experiments, blocking, the 2" and fractional 2"
designs.
Multiple Linear Regression: the linear model with several
predictors.
Assumptions for ordinary least squares, methods for
checking the assumptions, including normal probability plots,
residual plots, the lack-of-it test and the Durbin-Watson test
for autocorrelation, outliers.
Computer packages such as Minitab and SAS may be used.
References
Brook. R.J. and Arnold, G.C. Applied Regression Analysis and
Experimental Design. New York: Dekker, 1985
Dunn. O.J. and Clark, V.A. Applied Statistics: Analysis of Variance and
Regression. 2nd ed, New York: Wiley, 1987
Groenweld, R.A. Introductory Statistical Methods Boston: M-Kent.
1988
Mendenhall, W. and McClave. J.T. A Second Course in Business
Statistics: Regression Analysis. San Francisco: Dellen. 1981
Wonnacott, T.H. and Wonnacott, R.J. Regression; A Second Course in
Statistics. Malabar, Fla.: Krieger, 1986
5~485 Distribution Theory and Estimation
10.0 credit points
No. of hours per week: three hours
Prerequisites: SM384
Assessment: testslexamination and assignments
A second-year subject of the degree courses in mathematics
and computer science and applied and industrial
mathematics.
Subject description
Probability distributions: Cauchy and Weibull.
Moments of probability distributions: central and about the
origin.
Properties of probability distributions: moment-generating,
characteristic, likelihood and log-likelihood - functions (discrete
and continuous cases).
Concepts of point and intelval estimation.
Estimators and their properties: bias, mean square error,
relative efficiency, consistency, sufficiency, pivotal qualities.
Finding estimators by methods of maximum likelihood,
moments and least squares.
Computer packages such as Minitab and SAS may be used.
Textbooks and References
To be advised
SM487 Queueing Theory and Simulation
10.0 credit points
No. of hours per week: three hours
Prerequisites: nil
Assessment: assignments and examination
A second-year subject of the degree courses in mathemati=
and computer science and applied and industrial
mathematics.
Subject description
Queueing theory, simulation, applications to computers,
inventory models and scheduling.
Computer packages such as Lotus 123lPROPS and SAS,
SASIOR may be used.
References
Journal of the Operational Research Society
Ravindran, A., Phillips, D.T. and Solberg, J.J. Operations Research,
Principles and Practice. 2nd ed, New York: Wiley, 1987
Winston, W.L. Operations Research Applications and Algorithms. 2nd
ed, Boston: M-Kent, 1991
SM488
Financial Modelling
10.0 credit points
No. of hours per week: three hours
Prerequisites: nil
Assessment: assignments and examination
A second-year subject of the degree courses in mathematics
and computer science and applied and industrial
mathematics.
Subject description
Financial mathematics and models, replacement theory,
corporate models, applications in banking.
Computer packages such as Lotus 123 may be used.
Textbooks and References
Bell, A. (ed.) lntroductory Accounting and Finance for Management.
RMIT and PIT Accounting Departments, 1990
Journal of the Operational Research Society
Osgood, W.R. and Curtin, D. Preparing Your Business Plan with Lotus
1-23, Berkeley, Calif.: Osborne McGraw Hill, 1986
Stermole, F. Economic Evaluation and lnwstment Decision Methods.
7th ed, Colorado: Investment Evaluations Corporation, 1990
SM504 Project Management B
50.0 credit points
No. of hours per week: three hours
Assessment: tests, assignments, written and
verbal project reports, participation in tutorial
classes and project teams
A third-year subject of the degree course in mathematics
and computer science.
Subject description
Applied researchlproject management
Further topics in the theory and practice of project
management: decision-making; types of decisions; how to
make decisions.
Guest speakers from industry may be used. Tutorial classes
are based on further experiential exercises in organisational
behaviour following on from Project Management A.
Introduction to marketing
Students usually working in groups, prepare and present a
marketing strategy for a nominated player in a specific
market.
SM525 Operations Research 5
10.0 credit points
No. of hours per week: three hours
Assessment: examination, assignment
A third-year subject of the degree course in mathematics
and computer science.
Subject description
Dynamic programming
lntroduction to dynamic optimisation: recursive algorithm;
computational procedures; forward and backward
computations; stochastic problems; final value problems;
infinite,horizon problems; the problem of dimensionality;
applications and case studies. Use of computer packages
such as PROPS.