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.

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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

(STAT2011 or STAT2911) and (STAT2012 or STAT2912)

Prohibitions

STAT3901, STAT3001, STAT3913

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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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