Statistical Inference (STAT3013)
UNIT OF STUDY
In this course we will study basic topics in modern statistical inference. This will include traditional concepts of mathematical statistics: likelihood estimation, method of moments, properties of estimators, exponential families, decision-theory approach to hypothesis testing, likelihood ratio test as well as more recent approaches such as Bayes estimation, Empirical Bayes and nonparametric estimation. During the computer classes (using R software package) we will illustrate the various estimation techniques and give an introduction to computationally intensive methods like Monte Carlo, Gibbs sampling and EM-algorithm.
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
(STAT2011 or STAT2911) and (STAT2012 or STAT2912)
STAT3901, STAT3001, STAT3913
Study this unit outside a degree
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.
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.