302316 (v.1) Statistical Inference 301
| Area: | Department of Mathematics and Statistics |
| Credits: | 25.0 |
| Contact Hours: | 4.0 |
| Lecture: | 3 x 1 Hours Weekly |
| Tutorial: | 1 x 1 Hours Weekly |
| Prerequisite(s): | 302315 (v.2) Mathematical Statistics 202 or any previous version
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| Syllabus: | Procedures and properties of estimators - Fisher information, Cramer-Rao bound, consistency, sufficiency and Rao-Blackwell theorem. Hypothesis testing - Neyman-Pearson Lemma likelihood ratio, power function and confidence sets. Bayesian inference and nexus with likelihood. Monte Carlo, Boot-Strap and resampling Methods. Review of matrix algebra-random vectors, mean vectors and covariance matrices. Multivariate normal and its associated distributions. |
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| Unit Outcomes: | On completion of this unit, students will have been exposed to multivariate statistical analysis and statistical inference. |
| Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information. |
| Unit References: | Cassella, G., Berger, R.L. 1990 Statistical inference / Duxbury Press. Rice, John A. 1995 Mathematical statistics and data analysis / Duxbury. Freund, John. 1999 Mathematical statistics", Prentice Hall, 6th edition.. Dudewicz, E.J. & Mishra, S.N. Modern1988 Mathematical Statistics / , John Wiley. |
| Unit Texts: | Morris H. DeGroot and Mark J. Schervish 2002 Probability and Statistics 3rd edition. Addison Wesley |
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| Unit Assessment Breakdown: | Weekly Exercises 15%, Mid Semester test 15%, Assignment (2) 15%, Final Exam 55% |
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | | |
Current as of: February 2, 2004
CRICOS provider code 00301J
