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. |
Texts and references listed below are for your information only and current as of September 30, 2003. Some units taught offshore are modified at selected locations. Please check with the unit coordinator for up-to-date information and approved offshore variations to unit information before finalising study and textbook purchases. |
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% |
Field of Education: | 10100 Mathematical Sciences (Narrow Grouping) | HECS Band (if applicable): | 2 |
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Extent to which this unit or thesis utilises online information: | Not Online | Result Type: | Grade/Mark |
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Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | |
Area
External | refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
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