• 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
• Course convener
• Prof Alan Welsh
• Mode of delivery In Person
• Co-taught Course
• Offered in Second Semester 2020

All activities that form part of this course will be delivered remotely

This course follows on from STAT3013 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 analysing and developing statistical methods.

## Learning Outcomes

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

1. Carry out maximum likelihood estimation and inference in simple statistical models with several parameters;
2. Apply Taylor series expansions to derive approximate sampling distributions and confidence intervals for transformed estimators;
3. Explain the basic concepts of robust estimation in statistics, be able to derive influence functions of estimators and use them to evaluate the robustness of estimators;
4. Explain the different uses of randomisation in statistics; and,
5. Discuss and use basic principles of statistical inference and the issues they raise about how to do statistical inference.

## Indicative Assessment

1. Typical assessment may include, but is not restricted to: exams, assignments, quizzes, presentations and other assessment as appropriate. (100) [LO 1,2,3,4,5]

In response to COVID-19: Please note that Semester 2 Class Summary information (available under the classes tab) is as up to date as possible. Changes to Class Summaries not captured by this publication will be available to enrolled students via Wattle.

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.

Students are expected to commit 130 hours of work in completing this course. This includes time spent in scheduled classes and self-directed study time.

Not applicable

## Requisite and Incompatibility

To enrol in this course you must have completed STAT3013.

## Prescribed Texts

Information about the prescribed textbook will be available via the Class Summary.

## 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
2020 \$4050
International fee paying students
Year Fee
2020 \$5760
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.

### Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
7645 27 Jul 2020 03 Aug 2020 31 Aug 2020 30 Oct 2020 In Person View