This course introduces students to the basic theory behind the development and assessment of statistical analysis techniques in the areas of point and interval estimation and hypothesis testing.
Topics include: Point estimation methods, including method of moments and maximum likelihood; Bias and variance; Mean-squared error and the Cramer-Rao inequality; Sufficiency, completeness and exponential families; the Rao-Blackwell theorem and uniformly minimum variance unbiased estimators; Bayesian estimation methods; Resampling estimation methods, including the jackknife and the bootstrap; Confidence interval construction methods, including likelihood-based intervals, inversion methods, intervals based on pivots and simple resampling-based percentile intervals; Highest posterior density and Bayesian credibility regions; Likelihood ratio tests and the Neymann- Pearson lemma; Power calculations and uniformly most powerful tests; Rank-based non-parametric tests, including the sign-test and Wilcoxon tests.
Upon successful completion, students will have the knowledge and skills to:
To achieve an understanding of and facility in:
- the notion of a parametric probability model, and point estimation of the parameters of these models.
- extend estimation procedures to include a measure of their accuracy and our confidence in them by examining the area of interval estimation.
- assessing the plausibility of pre-specified ideas about the parameters of the model by examining the area of hypothesis testing.
- non-parametric statistics, wherein estimation and analysis techniques are developed that are not heavily dependent on the specification of an underlying parametric model.
On completion of this course students should have an understanding of and be able to apply the techniques outlined in the course description.
See the course outline on the College courses page. Outlines are uploaded as they become available.
A final examination (80%) and assignment (20%).
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10 hours per week.
Requisite and Incompatibility
Tuition fees are for the academic year indicated at the top of the page.
If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Students continuing in their current program of study will have their tuition fees indexed annually from the year in which you commenced your program. Further information for domestic and international students about tuition and other fees can be found at Fees.
- Student Contribution Band:
- Unit value:
- 6 units
If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees. Where there is a unit range displayed for this course, not all unit options below may be available.
- Domestic fee paying students
- International fee paying students
Offerings, Dates and Class Summary Links
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery||Class Summary|
|4467||17 Feb 2014||07 Mar 2014||31 Mar 2014||30 May 2014||In Person||N/A|