Advanced Mathematical Statistics (STAT3901)
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Class hours
Lecture 3 Hours/ Week
Tutorial 1 Hour/ Week
Workshop 1 Hour/ Week
3L1T1W
Incompatible
STAT3001
Prerequisite
(MATH2001 or MATH2901) + (STAT2004 or STAT2904)
Assessment methods
Examination
Assignments
Course enquiries
Professor Geoff McLachlan
Current course offerings
Course offerings | Location | Mode | Course Profile |
Semester 1, 2024 (19/02/2024 - 15/06/2024) | St Lucia | In Person | Course Profile |
Please Note: Course profiles marked as not available may still be in development.
Course description
Likelihood theory: maximum likelihood, asymptotic theory, nuisance parameters, applications, likelihood ratio test, score tests, Wald tests, exponential family (properties: sufficiency, completeness). Confidence intervals, hypothesis tests. Computational methods (density estimation, Monte Carlo sampling). Bayesian models and inference. This is the Advanced Science version of STAT3001.
Archived offerings
Course offerings | Location | Mode | Course Profile |
Semester 1, 2023 (20/02/2023 - 17/06/2023) | External | External | Course Profile |
Semester 1, 2023 (20/02/2023 - 17/06/2023) | St Lucia | In Person | Course Profile |