620-202 Statistics

Credit Points

Coordinator

Prerequisites

620-201 (1997 Handbook 619-201; 1996 Handbook 619-101 or 619-201).

Semester

Contact

Subject Description

This subject introduces the fundamental concepts of mathematical statistics, the theory underlying statistical inference and the basic principles of experimental design. Students should develop the ability to carry out a range of probability calculations and to carry out standard statistical analyses. This subject demonstrates the breadth of application of probability and statistics, the importance of the underlying mathematical theory of statistics and the application of computer software in probability calculations, simulation and statistical analysis.

Review: univariate random variables and descriptions of their probability distributions. Random sampling: properties of random samples; review of descriptive statistics; distributions of statistics, in particular sample mean and sample frequencies; distribution of sample mean and sample variance for sampling from a normal distribution. Estimation: estimation of parameters of probability distributions; point estimation and interval estimation; methods of estimation, method of moments, maximum likelihood estimation, confidence intervals and prediction intervals; likelihood intervals. Introduction to Bayesian methods. Hypothesis testing; likelihood ratio tests.

The theory and applications of the general linear model; regression problems; analysis of one-way and two-way classifications; analysis of standard statistical experiments; basic principles of experimental design.

Assessment

Up to 3 hours end-of-semester written examination; up to 50 pages of assignments may be assessed.