Probability and Statistical Models (Adv) (STAT2911)

UNIT OF STUDY

This unit is essentially an advanced version of STAT2011, with an emphasis being on the mathematical techniques used to manipulate random variables and probability models. Common random variables including the Poisson, normal, beta and gamma families are introduced. Probability 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 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.

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Further unit of study information

Classes

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

Assessment

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

Faculty/department permission required?

No

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)

Prohibitions

STAT2001, STAT2901, STAT2011

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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.

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