Statistical Inference - STAT806
This unit provides an introduction to likelihood-based statistical inference. After a brief discussion of the multivariable calculus concepts needed, students will study (multivariate) change of variable, the likelihood function and maximum likelihood estimation, using examples from a range of distributions. The theory of estimation and hypothesis testing will be discussed, including most powerful tests, large sample theory, the sufficiency principle, the likelihood ratio principle, and sequential probability ratio tests.
| Credit Points: | 4 |
| When Offered: | S1 Day - Session 1, North Ryde, Day (On-campus sessions: None) S1 External - Session 1, External |
| Staff Contact(s): | Professor Barry Quinn, Dr Thomas Fung |
| Prerequisites: |
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| Corequisites: |
((Admission to MAppStat or GradDipAppStat or Msc) and (MATH604 and STAT670 and STAT680 and STAT683)) or (admission to MActPrac) |
| NCCW(s): | STAT710, STAT810 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Statistics Faculty of Science and Engineering |
Course structures, including unit offerings, are subject to change.
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