- Code STAT8056
- Unit Value 6 units
- 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, Mathematics
This course is intended to follow on from Statistical Inference (STAT3013/8027) by providing a more advanced treatment of large sample approximation theory and some of its applications to statistical inference. The focus will be on developing a deeper theoretical understanding of some of the important statistical methods by developing the underlying theory. The objectives will be to achieve a deep understanding of particular statistical methods and to learn to use some advanced tools for analyzing and developing statistical methods.
Upon successful completion, students will have the knowledge and skills to:
Upon successful completion of the requirements for this course, students should have the
knowledge and skills to:
• have an in depth understanding of how to carry out maximum likelihood estimation and inference in statistical models with several parameters.
• be able to apply Taylor series expansions to derive approximate sampling distributions and confidence intervals for vectors of transformed estimators.
• understand the concepts of robust estimation in statistics, including the role of influence functions, be able to apply them to evaluate the robustness of estimators and understand how to construct bounded influence robust estimators.
• have an in depth understanding and be able to explain the different uses of randomisation in statistics.
• have an in depth understanding of the basic principles of statistical inference and the issues they raise about how to do statistical inference.
See the course outline on the College courses page. Outlines are uploaded as they become available.
Typical assessment may include, but is not restricted to: assignments and a final exam.
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Students are expected to commit at least 10 hours per week to completing the work in this course. This will include at least 3 contact hours per week and up to 7 hours of private study time.
Requisite and Incompatibility
Tuition fees are for the academic year indicated at the top of the page.
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- 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.
Offerings, Dates and Class Summary Links
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.