Statistical Theory - STAT810
This unit introduces the fundamental principles of statistical inference and estimation theory. The unit begins with a discussion of probability concepts, including relative frequency, random variables, distributions and large sample theory. A discussion of estimation concepts is provided, particularly unbiasedness, consistency and efficiency. Likelihood theory is then developed, including the concept of sufficiency and the maximum likelihood approach to estimation. Hypothesis testing concepts and methods are discussed with a particular focus on likelihood ratio, score and Wald tests. An introduction to Bayesian inference principles is also provided.
| Credit Points: | 4 |
| When Offered: | S1 Evening - Session 1, North Ryde, Evening S1 External - Session 1, External (On-campus sessions: None) |
| Staff Contact(s): | Professor Ian Marschner |
| Prerequisites: |
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| Corequisites: |
((Admission to MAppStat or GradCertAppStat or GradDipAppStat or MDataSc or MSc) and (MATH604 and STAT670 and STAT680 and STAT683)) or (admission to MActPrac) |
| NCCW(s): | STAT806 |
| 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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