Statistical Inference

STAT3013

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.

Unit of study details

Unit of study level: Senior

Credit points: 6

Commencing semesters: 2

Further unit of study information

Unit of study handbook: STAT3013

Costs and scholarships information: Costs and Scholarships

Final dates to withdraw from units of study: Census Dates

Available for study abroad and exchange: Yes

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