• Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
• ANU College ANU College of Business and Economics
• Course subject Statistics
• Areas of interest Statistics
• Course convener
• Dr Anton Westveld
• Mode of delivery In Person
• Offered in First Semester 2015
Statistical Inference (STAT3013)

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.

## Learning Outcomes

Upon successful completion, students will have the knowledge and skills to:

Upon successful completion of the requirements of this course, students should have the knowledge and skills to:

• explain the notion of a parametric model and point estimation of the parameters of those models.
• explain and apply approaches to include a measure of accuracy for estimation procedures and our confidence in them by examining the area of interval estimation.
• asses the plausibility of pre-specified ideas about the parameters of a model by examining the area of hypothesis testing.
• explain and apply the idea of non-parametric statistics, wherein estimation and analysis techniques are developed that are not heavily dependent on the specifications of an underlying parametric model.
• understand the computational issues related to the implementation of various statistical inferential approaches.

## Other Information

See the course outline on the College courses page. Outlines are uploaded as they become available.

## Indicative Assessment

• Tutorial Questions - 5%
• Presentation/Project - 15%
• Mid-Semester Exam - 20% or 0%, redeemable in favour of the final
• Compulsory Final Exam - 60% or 80%

The ANU uses Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. While the use of Turnitin is not mandatory, the ANU highly recommends Turnitin is used by both teaching staff and students. For additional information regarding Turnitin please visit the ANU Online website.

10 hours per week.

## Requisite and Incompatibility

To enrol in this course you must have completed STAT 2001 Introductory Mathematical Ststistics

## Fees

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. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
2
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.

Units EFTSL
6.00 0.12500

## Course fees

Domestic fee paying students
Year Fee
2015 \$3414
International fee paying students
Year Fee
2015 \$4146
Note: Please note that fee information is for current year only.

## Offerings, Dates and Class Summary Links

ANU utilises MyTimetable to enable students to view the timetable for their enrolled courses, browse, then self-allocate to small teaching activities / tutorials so they can better plan their time. Find out more on the Timetable webpage.

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

### First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
2683 16 Feb 2015 06 Mar 2015 31 Mar 2015 29 May 2015 In Person N/A