Please note - Swinburne University of Technology
Please note - Swinburne University of Technology
Please note - Swinburne University of Technology
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02<br />
5~484 Experimental Design and Multiple<br />
Regression<br />
10 credit points<br />
No. <strong>of</strong> hours per week: three hours<br />
Prerequisite: SM384<br />
Assessment: testdexamination and assignments<br />
Subject description<br />
Inference for two independent groups. The F Test.<br />
The analysis <strong>of</strong> variance for single-factor completely<br />
randomised designs, randomised blocks, and two-factor<br />
equally replicated designs.<br />
Non-parametric methods. Planned and unplanned<br />
comparisons.<br />
Design <strong>of</strong> experiments, blocking, the 2"and fractional 2"<br />
designs.<br />
Multiple Linear Regression: the linear model with several<br />
predictors.<br />
Assumptions for ordinary least squares, methods for checking<br />
the assumptions, including normal probability plots, residual<br />
plots, the lack-<strong>of</strong>-fit test and the Durbin-Watson test for<br />
autocorrelation; outliers.<br />
Computer packages such as Minitab and SAS will be used.<br />
References<br />
Brook, R.J. and Arnold, G.C. Applied Regression Analysis and<br />
Experimental Design. New York, Dekker, 1985<br />
Dunn, 0.1. and Clark, VA. Applied Statistics: Analysis <strong>of</strong> Variance and<br />
Regression. 2nd edn, New York, Wiley, 1987<br />
Groeneveld, R.A. Introductory Statistical Methods. Boston, PWS-Kent,<br />
1988<br />
Mendenhall, W. and McClave, J.T. A Second Course in Business<br />
Statistics: Regression Analysis. 4th edn, San Francisco, Calif., Dellen,<br />
1990<br />
~onnacott, T.H. and Wonnacott, R.J. Regression: A Second Course in<br />
Statistics. Malabar, Fla., Krieger, 1986<br />
~ ~ 4 8 5 Distribution Theory and Estimation<br />
10 credit points<br />
No. <strong>of</strong> hours per week: three hours<br />
Prerequisites: SM384<br />
Assessment: tests/examination and assignments<br />
Subject description<br />
Probability distributions: Cauchy and Weibull.<br />
Moments <strong>of</strong> probability distributions: central and about the<br />
origin.<br />
Properties <strong>of</strong> probability distributions: moment-generating,<br />
characteristic, likelihood and log-likelihood functions (discrete<br />
and continuous cases).<br />
Concepts <strong>of</strong> point and interval estimation. The power <strong>of</strong> a test.<br />
Estimators and their properties: bias, mean square error,<br />
relative efficiency, consistency, sufficiency, pivotal qualities.<br />
Finding estimators by methods <strong>of</strong> maximum likelihood,<br />
moments and least squares.<br />
Computer packages such as Minitab and SAS will be used.<br />
Textbooks and References<br />
To be advised.<br />
~ ~ 4 8 7 Queueing Theory and Simulation<br />
10 credit points<br />
No. <strong>of</strong> hours per week: three hours<br />
Prerequisites: nil<br />
Assessment: assignments and examination<br />
Subject description<br />
Queueing theory, simulation, applications to computers,<br />
inventory models and scheduling.<br />
Computer packages such as Lotus 123/PROPS and SAS, SAS/<br />
OR may be used.<br />
References<br />
Journal <strong>of</strong> the Operational Research Society<br />
Ravindran, A., Phillips, D.T. and Solberg, J.J. Operations Research,<br />
Principles and Practice. 2nd edn, New York, Wiley, 1987<br />
Winston, W.L. Operations Research: Applications and Algorithms. 3rd<br />
edn, Belrnont, Calif., Wadsworth, 1994<br />
5~488 Financial Modelling<br />
10 credit points<br />
No. <strong>of</strong> hours per week: three hours<br />
Assessment: assignments and examination<br />
Subject description<br />
Financial mathematics and models, replacement theory,<br />
corporate models, applications in banking.<br />
Computer packages such as Lotus 123 may be used.<br />
Textbooks and References<br />
Bell, A. (ed.) Introductory Accounting and Finance for Management.<br />
South Melbourne, Vic., Nelson, 1990<br />
Journal <strong>of</strong> the Operational Research Society<br />
Osgood, W.R. and Curtin, D. Preparing Your Business Plan with Lotus<br />
1-2-3. Berkeley, Calif., Osborne McGraw Hill, 1986<br />
Sterrnole, F. Economic Evaluation and Investment Decision Methods.<br />
7th edn, Colorado, Investment Evaluations Corporation, 1990<br />
SM493<br />
Engineering Mathematics<br />
No. <strong>of</strong> hours per week: two hours<br />
Subject aims and description<br />
Introduction to finite element methods; approximation, basis<br />
functions, quadrature, weighted residual methods, ordinary<br />
and partial differential equations.<br />
References<br />
Davies, A.J. The Finite Element Method: A First Approach. Oxford,<br />
Oxford <strong>University</strong>, 1980<br />
Easton, A.K., Robb, P.J. and Singh, M. Approximation and the Finite<br />
Element Method, 1995<br />
Rade, L. and Westergren, 6. Beta Mathematics Handbook. 2nd edn,<br />
Lund, Studentlitteratur, 1990<br />
SM494<br />
Engineering Mathematics<br />
No. <strong>of</strong> hours per week: two hours<br />
Prerequisite: SM394 Engineering Mathematics<br />
Instruction: lectures/tutorials<br />
Assessment: examination/tutorial assignment<br />
Subject aims<br />
To further develop the specialised mathematical analytical<br />
techniques used in the more advanced and specialised<br />
engineering subjects.