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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.

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