Probability and Statistical Models (Adv) (STAT2911)


This unit is essentially an advanced version of STAT2011, with an emphasis on the mathematical techniques used to manipulate random variables and probability models. Common distributions including the Poisson, normal, beta and gamma families as well as the bivariate normal are introduced. Moment generating functions and convolution methods are used to understand the behaviour of sums of random variables. The method of moments and maximum likelihood techniques for fitting statistical distributions to data will be explored. The notions of conditional expectation and prediction will be covered as will be distributions related to the normal: chi^2, t and F. The unit will have weekly computer classes where candidates will learn to use a statistical computing package to perform simulations and carry out computer intensive estimation techniques like the bootstrap method.

Our courses that offer this unit of study

Further unit of study information


Three 1 hour lectures, one 1 hour tutorial and one 1 hour computer laboratory per week.


One 2 hour exam, assignments and/or quizzes, and computer practical reports (100%)

Faculty/department permission required?


Unit of study rules

Prerequisites and assumed knowledge

(MATH1903 or MATH1907 or Credit in MATH1003) and (MATH1905 or MATH1904 or Credit in MATH1005 or Credit in ECMT1010 or Credit in BUSS1020)


STAT2011, STAT2001, STAT2901

Study this unit outside a degree

Non-award/non-degree study

If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student.

Cross-institutional study

If you are from another Australian tertiary institution you may be permitted to underake cross-institutional study in one or more units of study at the University of Sydney.