• Class Number 3606
• Term Code 3030
• Class Info
• Unit Value 6 units
• Mode of Delivery In Person
• COURSE CONVENER
• Dr Borek Puza
• LECTURER
• Dr Borek Puza
• William Lim
• Class Dates
• Class Start Date 24/02/2020
• Class End Date 05/06/2020
• Census Date 08/05/2020
• Last Date to Enrol 02/03/2020
SELT Survey Results

Principles of Mathematical Statistics for Actuarial Studies (STAT6013)

A first course in mathematical statistics for actuarial studies with emphasis on applications; probability, random variables, moment generating functions and correlation, sampling distributions, estimation of parameters by the methods of moments and maximum likelihood, hypothesis testing, the central limit theorem, Bayesian statistics and credibility theory.

## Learning Outcomes

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

1. Calculate probabilities using set theory and combinatorics;
2. Define and utilise discrete, continuous and multivariate random variables and their probability distributions;
3. Define sampling distributions and use the central limit theorem in a variety of contexts;
4. Explain in detail and perform the method of moments and maximum likelihood estimation;
5. Perform confidence estimation and hypothesis testing in a variety of contexts; and
6. Use and describe in detail the fundamental concepts of Bayesian statistics and Bayesian estimators, including credibility estimators.

## Research-Led Teaching

If time permits, the lecturers may illustrate selected topics by discussing relevant examples from papers they have published. New material in these examples will not be assessable.

Students will need a non-programmable scientific calculator.

## Examination Material or equipment

Non-programmable scientific calculator.

## Required Resources

Wackerly, D.D., Mendenhall III, W., and Scheaffer, R.L. (2008). Mathematical Statistics with Applications, Seventh edition. Duxbury, Thomson, Brooks/Cole.

Owen, W.J. (2008). Student Solutions Manual for Wackerly, Mendenhall, and Scheaffer’s Mathematical Statistics with Applications, Seventh Edition. Duxbury, Thomson, Brooks/Cole.

The ANU Library has been requested to make these books available as a 2 hour or 2 day loan. The two books will be available for purchase as a bundle from the campus bookshop.

Miller, I., and Miller, M. (2014). John E. Freund's Mathematical Statistics with Applications, Eighth Edition. Pearson.

Spiegel, M.R., Schiller, J.J., and Srinivasan, R.A. (2013). Schaum's Outline of Probability and Statistics, Fourth Edition. McGraw-Hill.

These books are available for purchase on Amazon. Older editions of these books are available for borrowing from the ANU library.

## Staff Feedback

Consultation times will be finalised at the start of the semester.

Students will be given feedback in the following forms in this course:

· Verbal communication from lecturers and tutors, individually upon request.

· Marks and summaries for the quiz, assignments and mid-semester exam.

## Student Feedback

ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. Students are encouraged to offer feedback directly to their Course Convener or through their College and Course representatives (if applicable). The feedback given in these surveys is anonymous and provides the Colleges, University Education Committee and Academic Board with opportunities to recognise excellent teaching, and opportunities for improvement. The Surveys and Evaluation website provides more information on student surveys at ANU and reports on the feedback provided on ANU courses.

## Other Information

Scaling

Your final mark for the course will be based on the raw marks allocated for each of your assessment items. However, your final mark may not be the same number as produced by that formula, as marks may be scaled. Any scaling applied will preserve the rank order of raw marks (i.e. if your raw mark exceeds that of another student, then your scaled mark will exceed the scaled mark of that student), and may be either up or down.

Referencing Requirements

In assignments and exams, students must appropriately reference any results, words or ideas that they take from another source which is not their own. A guide can be found at:  https://academicskills.anu.edu.au/resources/handouts/referencing-basics

Extensions and Penalties

No submission of assessment tasks without an extension after the due date will be permitted. If an assessment task is not submitted by the due date, a mark of 0 will be awarded.

Support for Students

The University offers a number of support services for students. Information on these is available online from http://students.anu.edu.au/studentlife/

Co-Teaching

STAT6013 shares the same lecture content and assignments with STAT2001 and STAt2013 cohorts, however these cohorts may have separate tutorials and different assessments. Students in STAT6013 also have some additional lecture content that STAT2001 students are not required to take. The different cohorts of students will also be treated separately in grading and any scaling that is applied.

## Class Schedule

Week/Session Summary of Activities Assessment
1 Chapter 1: What is Statistics? AND Chapter 2: Probability
2 Chapter 2: Probability
3 Chapter 2: Probability
4 Chapter 3: Discrete Random Variables and Their Probability Distributions Quiz
5 Chapter 4: Continuous Random Variables and Their Probability Distributions
6 Chapter 5: Multivariate Probability Distributions Assignment 1
7 Chapter 6: Functions of Random Variables Mid-Semester Exam (possibly in Week 6; TBA)
8 Chapter 7: Sampling Distributions and the Central Limit Theorem
9 Chapter 8: Estimation
10 Chapter 9: Properties of Point Estimators and Methods of Estimation AND Chapter 11: Credibility Theory (extra lecture) Assignment 2
11 Chapter 10: Hypothesis Testing AND Chapter 11: Credibility Theory (extra lecture)
12 Revision AND Chapter 11: Credibility Theory (extra lecture)

## Tutorial Registration

Tutorial signup for this course will be done via the Wattle website. Detailed information about signup times will be provided on Wattle or during your first lecture. When tutorials are available for enrolment, follow these steps:

1.   Log on to Wattle, and go to the course site

2.   Click on the link “Tutorial enrolment”

3.   On the right of the screen, click on the tab “Become Member of…..” for the tutorial class you wish to enter

If you need to change your enrolment, you will be able to do so by clicking on the tab “Leave group….” and then re-enrol in another group. You will not be able to enrol in groups that have reached their maximum number. Please note that enrolment in ISIS must be finalised for you to have access to Wattle.

## Assessment Summary

Assessment task Value Due Date Return of assessment Learning Outcomes
Quiz 0 % 17/03/2019 24/03/2019 1
Assignment 1 10 % 31/03/2019 21/04/2019 1
Assignment 2 10 % 12/05/2019 26/05/2019 1,2,3
Mid-Semester Exam 20 % 30/03/2019 08/05/2019 1,2
Final Exam 60 % 04/06/2019 02/07/2019 1,2,3,4,5,6

* If the Due Date and Return of Assessment date are blank, see the Assessment Tab for specific Assessment Task details

## Policies

ANU has educational policies, procedures and guidelines, which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. Students are expected to have read the Academic Misconduct Rule before the commencement of their course. Other key policies and guidelines include:

## Assessment Requirements

The ANU is using 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. For additional information regarding Turnitin please visit the ANU Online website. In rare cases where online submission using Turnitin software is not technically possible; or where not using Turnitin software has been justified by the Course Convener and approved by the Associate Dean (Education) on the basis of the teaching model being employed; students shall submit assessment online via ‘Wattle’ outside of Turnitin, or failing that in hard copy, or through a combination of submission methods as approved by the Associate Dean (Education). The submission method is detailed below.

## Moderation of Assessment

Marks that are allocated during Semester are to be considered provisional until formalised by the College examiners meeting at the end of each Semester. If appropriate, some moderation of marks might be applied prior to final results being released.

## Participation

Attendance and participation in lectures and tutorials is recommended but not assessable.

## Examination(s)

As a further academic integrity control, students may be selected for a 15 minute individual oral examination of their written assessment submissions.

Any student identified, either during the current semester or in retrospect, as having used ghost writing services will be investigated under the University’s Academic Misconduct Rule.

Value: 0 %
Due Date: 17/03/2019
Return of Assessment: 24/03/2019
Learning Outcomes: 1

Quiz

This consists of a set of problems that will be made available on Wattle on 10 March (Week 3) and due on 17 March (Week 4). The problems will relate to material in Chapters 1 and 2 only. Students will be able mark their own quizzes using solutions posted on Wattle on 24 March (Week 5). This quiz is solely for self-assessment purposes and will not contribute towards students' final grades.

Value: 10 %
Due Date: 31/03/2019
Return of Assessment: 21/04/2019
Learning Outcomes: 1

Assignment 1

This assignment covers Chapters 1 and 2 and is worth 10% of the total assessment. The assignment will be made available on 10 March (Week 3) and due on 31 March (Week 6). The assignment is to be done individually.

Value: 10 %
Due Date: 12/05/2019
Return of Assessment: 26/05/2019
Learning Outcomes: 1,2,3

Assignment 2

This assignment covers Chapters 1 to 6 and is worth 10% of the total assessment. The assignment will be made available on 21 April (Week 7) and due on 12 May (Week 10). The assignment is to be done individually.

Value: 20 %
Due Date: 30/03/2019
Return of Assessment: 08/05/2019
Learning Outcomes: 1,2

Mid-Semester Exam

This exam covers Chapters 1, 2 and 3 and is open book, with permitted materials being a "Non-programmable calculator" and otherwise "No restrictions", apart from items excluded by general ANU examinations policy (such as mobile phones). The exam is worth 20% of the total assessment, or 0%, as per the following. The mid-semester exam is redeemable in favour of the final exam, meaning that you will get the better of the two breakdowns 20 + 60 and 0 + 80. Thus, if you do better in the final exam than in the mid-semester exam (or do not attempt the mid-semester exam), your mid-semester exam will not count and your final exam will count 80%. Although the mid-semester exam is redeemable and optional, students are advised to do it if possible. The Due Date shown in the Assessment Summary is the earliest possible date of the exam, and the Return of Assessment Date is the latest possible date by which students will know their mark.

Value: 60 %
Due Date: 04/06/2019
Return of Assessment: 02/07/2019
Learning Outcomes: 1,2,3,4,5,6

Final Exam

This exam covers Chapters 1 to 11 and is open book, with permitted materials being a "Non-programmable calculator" and otherwise "No restrictions", apart from items excluded by general ANU examinations policy (such as mobile phones). The exam is worth 60% of the total assessment, or 80% if the mid-semester exam is redeemed.

Academic integrity is a core part of the ANU culture as a community of scholars. At its heart, academic integrity is about behaving ethically, committing to honest and responsible scholarly practice and upholding these values with respect and fairness.

The ANU commits to assisting all members of our community to understand how to engage in academic work in ways that are consistent with, and actively support academic integrity. The ANU expects staff and students to be familiar with the academic integrity principle and Academic Misconduct Rule, uphold high standards of academic integrity and act ethically and honestly, to ensure the quality and value of the qualification that you will graduate with.

## Online Submission

You will be required to electronically sign a declaration as part of the submission of your assignment. Please keep a copy of the assignment for your records. Unless an exemption has been approved by the Associate Dean (Education) submission must be through Turnitin.

## Hardcopy Submission

For some forms of assessment (hand written assignments, art works, laboratory notes, etc.) hard copy submission is appropriate when approved by the Associate Dean (Education). Hard copy submissions must utilise the Assignment Cover Sheet. Please keep a copy of tasks completed for your records.

## Late Submission

No submission of assessment tasks without an extension after the due date will be permitted. If an assessment task is not submitted by the due date, a mark of 0 will be awarded.

## Referencing Requirements

Accepted academic practice for referencing sources that you use in presentations can be found via the links on the Wattle site, under the file named “ANU and College Policies, Program Information, Student Support Services and Assessment”. Alternatively, you can seek help through the Students Learning Development website.

## Returning Assignments

Marked assignments can be collected from the filing cabinets in the foyer outside the RSFAS Office on the 4th floor of the CBE Building (26C).

## Extensions and Penalties

Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. Extensions may be granted for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request an extension in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date.

## Resubmission of Assignments

It will not be possible for assignments to be resubmitted.

## Privacy Notice

The ANU has made a number of third party, online, databases available for students to use. Use of each online database is conditional on student end users first agreeing to the database licensor’s terms of service and/or privacy policy. Students should read these carefully. In some cases student end users will be required to register an account with the database licensor and submit personal information, including their: first name; last name; ANU email address; and other information.
If any student chooses not to agree to the database licensor’s terms of service or privacy policy, the student will not be able to access and use the database. In these circumstances students should contact their lecturer to enquire about alternative arrangements that are available.

Academic Quality Assurance Committee monitors the performance of students, including attrition, further study and employment rates and grade distribution, and College reports on quality assurance processes for assessment activities, including alignment with national and international disciplinary and interdisciplinary standards, as well as qualification type learning outcomes.

Since first semester 1994, ANU uses a grading scale for all courses. This grading scale is used by all academic areas of the University.

## Support for students

The University offers students support through several different services. You may contact the services listed below directly or seek advice from your Course Convener, Student Administrators, or your College and Course representatives (if applicable).

## Convener

 Dr Borek Puza +61261254587 borek.puza@anu.edu.au

### Research Interests

Bayesian statistics, Monte Carlo methods, confidence estimation, statistical paradoxes.

### Dr Borek Puza

 Monday 12:00 13:30 Monday 12:00 13:30

## Instructor

 Dr Borek Puza 61250487 borek.puza@anu.edu.au

### Dr Borek Puza

 Monday 12:00 13:30 Monday 12:00 13:30

## Instructor

 William Lim 61250487 william.lim@anu.edu.au

### William Lim

 Friday 10:00 10:30