Dr. William H. Laverty

Associate Professor
Department of Mathematics and Statistics
University of Saskatchewan
235 McLean Hall
106 Wiggins Road
Saskatoon, SK
S7N 5E6

PHONE: (306) 966-6096
FAX: (306) 966-6086
EMAIL: laverty@snoopy.usask.ca


Research Interests

Multivariate Statistics, Time Series Analysis, Experimental and Sampling Design, Spatial Statistics, Computer Security


Recent Publications

1.     Laverty, W. and Kelly, I. (2019), Using Excel to Explore the Effects of Assumption Violations on One-Way Analysis of Variance (ANOVA) Statistical Procedures. Open Journal of Statistics, 9, 458-469.


2.     William. H. Laverty & Ivan. W. Kelly (2019), Visualizing State Identification in Auto-Regressive Hidden Markov (ARHMM) Models With the Forward and Backward Algorithms Using Excel. International Journal of Statistics; Vol 8, No. 5, September 2019, 25 -32.


3.     Laverty, W.H. and Kelly, I.W. (2019) Using Excel to Visualize State Identification in

Hidden Markov Models Using the Forward and Backward Algorithms. Applied Mathematical Sciences, Vol. 13, 2019, no. 4, 151 – 162.


4.     Laverty, W.H. and Kelly, I.W. (2019) Yearly Suicides across Canada, Great Britain and the United States from 1960 to 2015: A Search for Underlying Long-Term Trends. Open Journal of Social Sciences, 7, 107-115.


5.     William Henry Laverty, Ivan William Kelly. Using Excel to Simulate and Visualize Conditional Heteroskedastic Models. American Journal of Theoretical and Applied Statistics. Vol. 7, No. 6, 2018, pp. 242-246.


6.     Laverty, W.H. and Kelly, I.W. (2018) An Examination of Male and Female Monthly Employment Rates over Time in Canada and the United States Using Hidden Markov Probability Models. Open Journal of Statistics, 8, 837-845.

Courses Taught: Sept 2018 - April 2019

Sept-Dec 2020

Jan-April 2020

Stat 244

Stat 845

Stat 344



Multiple Regression Animation

Bivariate Normal Distribution

Autocorrelation function of an AR(2) time series

An applet illustrating an ARMA(2,2) time series

Hidden Markov Model Seminar - Use MS Internet Explorer for best results