University Course Planner The University of Adelaide Australia

STATS 7059 - Mathematical Statistics

Career: Postgraduate Coursework
Units: 3
Term: 3710
Campus: North Terrace
Contact: Up to 3 hours per week
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: No
Assumed Knowledge: (MATHS 1012 and STATS 2107) or (MATHS 2201 and MATHS 2202 and STATS 2107) or (MATHS 2106 and MATHS 2107 and STATS 2107).
Assessment: Ongoing assessment, exam
Syllabus:

Statistical methods used in practice are based on a foundation of statistical theory. One branch of this theory uses the tools of probability to establish important distributional results that are used throughout statistics. Another major branch of statistical theory is statistical inference. It deals with issues such as how do we define a "good" estimator or hypothesis test, how do we recognise one and how do we construct one? This course is concerned with the fundamental theory of random variables and statistical inference. Topics covered are: calculus of distributions, moments, moment generating functions; multivariate distributions, marginal and conditional distributions, conditional expectation and variance operators, change of variable, multivariate normal distribution, exact distributions arising in statistics; weak convergence, convergence in distribution, weak law of large numbers, central limit theorem; statistical inference, likelihood, score and information; estimation, minimum variance unbiased estimation, the Cramer-Rao lower bound, exponential families, sufficient statistics, the Rao-Blackwell theorem, efficiency, consistency, maximum likelihood estimators, large sample properties; tests of hypotheses, most powerful tests, the Neyman-Pearson lemma, likelihood ratio, score and Wald tests, large sample properties.

Course Fees

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Student Status

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Commonwealth supported
Full fee paying

Study Level

Undergraduate
Postgraduate Coursework
Non Award

Program of Study

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Units
EFTSL
Amount
3
0.125
          
  


Course Outline

A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here


Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
3710 Mon 13/03/2017 Fri 31/03/2017 Fri 05/05/2017 Fri 09/06/2017


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
12721 LE01 10 7 27 Feb - 3 Apr Monday 3pm - 4pm Benham, G10, Benham Lecture Theatre
1 Mar - 5 Apr Wednesday 4pm - 5pm Benham, G10, Benham Lecture Theatre
3 Mar - 7 Apr Friday 2pm - 3pm Barr Smith South, 534, Forum Lecture Theatre
24 Apr - 5 Jun Monday 3pm - 4pm Benham, G10, Benham Lecture Theatre
26 Apr - 7 Jun Wednesday 4pm - 5pm Benham, G10, Benham Lecture Theatre
28 Apr - 9 Jun Friday 2pm - 3pm Barr Smith South, 534, Forum Lecture Theatre