UniMelb UGHB96 : 619-320 Inference

Handbook 1996 : Faculty of Science (Volume 4 page 237) Statistics subject : Next:619-330 | Prev:619-310 | Search | Help

619-320 Inference

Note: Special requirement: An electronic calculator of an approved type (refer to Department of Statistics Office).

Credit points: 15.0

Coordinator: Dr F Klebaner

Prerequisite: Statistics 619-202.

Contact: 39 lectures (three a week)

Timetable: First semester

Objectives:

Students completing this subject should:
Comprehend:

the concepts of estimation and hypothesis testing; and the relation between confidence regions and hypothesis tests;
the existence of a range of different approaches to statistical inference.
Have developed the skills:
to use a range of methods of estimation, in particular maximum likelihood estimation;
to assess the relative performance of estimators;
to assess the relative performance of statistical tests;

Appreciate:

the theory and methodology of a range of different approaches to statistical inference, including distribution-free methods, robust methods, Bayesian methods and resampling methods.

Content:

Estimation; consistency; bias; information-function; Cramer-Rao lower bound; efficiency; sufficiency; Blackwell-Rao theorem; maximum likelihood estimators and their asymptotic properties; comparison of methods of estimation; hypothesis testing; size and power of tests; Neyman-Pearson lemma; uniformly and locally most powerful tests; similar region tests; likelihood ratio tests; confidence regions; distribution-free and Bayesian methods; comparison with classical methods; jack-knife and bootstrap techniques; robust estimation.

Assessment:

A 3-hour written examination; up to 50 pages of assignments may be assessed.

Statistics subject : Next:619-330 | Prev:619-310 | Search | Help Handbook 1996 : Faculty of Science (Volume 4 page 237)

Status:          Official 1996
Date created:    Oct  9 1995
Last modified:   Oct  9 1995
Authorised by:   Academic Registrar
Email enquiries: Course_Information@registrar.unimelb.edu.au

Maintained by:   Dept. of Statistics, Faculty of Science.