STATISTICAL INFERENCE

STA4SI

2014

Credit points: 15

Subject outline

Statistical inference is used to describe procedures that draw conclusions from datasets arising from systems affected by random variation.This subject comprises components in estimation and testing hypotheses. Topics in the first component include method of moments and maximum likelihood, reduction by sufficiency and invariance, unbiasedness, consistency, efficiency and robustness. The second component examines size and power of tests, Neyman-Pearson lemma, optimality of tests, the likelihood ratio test and relationship to confidence interval estimation. This subject is co-taught with STA3SI. For STA4SI there is greater emphasis on research and inquiry with an expactation that students independently formulate proofs for extension questions related to the subject material.

Faculty: Faculty of Science, Tech & Engineering

Credit points: 15

Subject Co-ordinator: Andriy Olenko

Available to Study Abroad Students: Yes

Subject year level: Year Level 4 - UG/Hons/1st Yr PG

Exchange Students: Yes

Subject particulars

Subject rules

Prerequisites: STA2MD

Co-requisites: N/A

Incompatible subjects: STA3SI

Equivalent subjects: N/A

Special conditions: N/A

Learning resources

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsIntroduction to Probability and Mathematical StatisticsRecommendedBain LJ, Engelhardt M 20002ND ED, DUXBURY.

Melbourne, 2014, Semester 1, Day

Overview

Online enrolment: Yes

Maximum enrolment size: N/A

Enrolment information:

Subject Instance Co-ordinator: Andriy Olenko

Class requirements

PracticalWeek: 10 - 22
One 1.0 hours practical per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

LectureWeek: 10 - 22
Three 1.0 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

Assessments

Assessment elementComments%
10 Assignments (approx. 250-300 words each)30
3-hour short answer Final Examination70