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Unit of study_

Probability and Mathematical Statistics - STAT4028

Year - 2020

Probability Theory lays the theoretical foundations that underpin the models we use when analysing phenomena that involve chance. This unit introduces the students to modern probability theory and applies it to problems in mathematical statistics. You will be introduced to the fundamental concept of a measure as a generalisation of the notion of length and Lebesgue integration which is a generalisation of the Riemann integral. This theory provides a powerful unifying structure that bring together both the theory of discrete random variables and the theory of continuous random variables that were introduce to earlier in your studies. You will see how measure theory is used to put other important probabilistic ideas into a rigorous mathematical framework. These include various notions of convergence of random variables, 0-1 laws, and the characteristic function. You will then synthesise all these concepts to establish the Central Limit Theorem and also verify important results in Mathematical Statistics. These involve exponential families, efficient estimation, large-sample testing and Bayesian methods. Finally you will verify important convergence properties of the expectation-maximisation (EM) algorithm. By doing this unit you will become familiar with many of the theoretical building blocks that are required for any in-depth study in probability or mathematical statistics.

Classes
3 x 1hr lectures/week, 1 x 1hr tutorial or laboratory class/week

Assessment
12 x weekly homework (40%), final exam (60%)

Assumed knowledge
STAT3X23 or equivalent: that is, a sound working and theoretical knowledge of statistical inference.

Prohibitions

STAT4528

Details

Faculty: Science

Semester 1

24 Feb 2020

Department/School: Mathematics and Statistics Academic Operations
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Mar 2020
Unit of study level: Honours
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Camperdown
Courses that offer this unit

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