• Class Number 7645
• Term Code 3060
• Class Info
• Unit Value 6 units
• Mode of Delivery In Person
• COURSE CONVENER
• Prof Alan Welsh
• LECTURER
• Prof Alan Welsh
• Class Dates
• Class Start Date 27/07/2020
• Class End Date 30/10/2020
• Census Date 31/08/2020
• Last Date to Enrol 03/08/2020
SELT Survey Results

Advanced Mathematical Statistics (STAT3056)

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.

## Research-Led Teaching

This course draws on the active research interests of the course convenor. These include the directly relevant topics of Statistical Inference, Statistical Modelling, Robustness, Nonparametric and Semi-Parametric methods, Analysis of Sample Surveys.

## Examination Material or equipment

Details of the final assessment will be advised no later than teaching week 10 of the semester.

The main reference will be

Welsh, A.H. (1996). Aspects of Statistical Inference. New York: Wiley.

The ANU Library has been requested to order the e-book.

Other books on statistical inference in general and on specific topics such as robustness, sample surveys etc may be useful to students.

## Staff Feedback

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

• written comments
• verbal comments
• feedback to whole class, groups, individuals, focus group etc

## 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

Assessment Requirements

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.

Computing

The application of modern statistical techniques requires familiarity with one or more statistical computing packages. In this course we will use the R statistical computing package to do some numerical calculations, to develop examples and to illustrate points made in the lectures. R can be downloaded for free from the internet.

## Class Schedule

Week/Session Summary of Activities Assessment
1 Review of likelihood theory
2 Large sample theory
3 Likelihood-based confidence intervals and tests
4 Introduction to robustness
5 Functional calculus and influence functions
6 More on robustness
7 Randomisation
8 Randomisation as a basis for inference
9 More on randomisation and inference
10 The likelihood principle
11 Sufficiency and the sufficiency principle
12 Ancillarity and the the conditionality principle

## Tutorial Registration

Please see Wattle for tutor's information.

## Assessment Summary

Assessment task Value Learning Outcomes
Participation in weekly discussions 10 % 1,2,3,4,5
Weekly exercises 40 % 1,2,3,4,5
Final exam 50 % 1,2,3,4,5

* 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 Academic Integrity . 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

10% of the assessment will be for active tutorial participation. See Assessment Task 1.

## Examination(s)

50% of the assessment will be for the final exam which will be held during the exam period. Further details will be placed on Wattle closer to the date of the exam.

## Assessment Task 1

Value: 10 %
Learning Outcomes: 1,2,3,4,5

Participation in weekly discussions

This is a continuous assessment component throughout the semester. Students are expected to attend and contribute to the session (in the scheduled Wednesday lecture session at 1.00 pm) by asking questions and participating in the discussion. In this task you will be assessed on your demonstration of the required learning outcomes of the course as exhibited through the questions asked and responses given in tutorials. Students will be given regular informal feedback on their performance in this assessment whilst formal marking of this component will be provided to students by the end of Week 6 and 12.

## Assessment Task 2

Value: 40 %
Learning Outcomes: 1,2,3,4,5

Weekly exercises

A take-home task or an in-class quiz will be set each week. Take-home tasks must be submitted through Turnitin on the following Wednesday by 12.45 pm. As these problems will be discussed in the in-class session starting at 1.00 pm on Wednesday, no late submissions will be accepted. The submitted solutions will be graded and returned by Tuesday in the following week. The task should be completed in good english, showing appropriate mathematical working and discussing results where appropriate. Submissions can be neatly handwritten or they can be prepared using mathematical typesetting software such as LATEX.

## Assessment Task 3

Value: 50 %
Learning Outcomes: 1,2,3,4,5

Final exam

Details of the final assessment with be advised no later than teaching week 10 of the semester. Centrally scheduled examinations through Examinations, Graduations & Prizes will be timetabled prior to the examination period. Please check ANU Timetabling for further information. The examination will cover the entire course content.

## Academic Integrity

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.

The Academic Misconduct Rule is in place to promote academic integrity and manage academic misconduct. Very minor breaches of the academic integrity principle may result in a reduction of marks of up to 10% of the total marks available for the assessment. The ANU offers a number of online and in person services to assist students with their assignments, examinations, and other learning activities. Visit the Academic Skills website for more information about academic integrity, your responsibilities and for assistance with your assignments, writing skills and study.

## Online Submission

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

## Hardcopy Submission

Online submission only.

## Late Submission

Late submission not permitted. Submission of weekly exercises or quizzes without an extension after the due date will result in the award of a mark of 0.

## 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

Weekly exercises or quizzes submitted on Wednesday will be returned by Tuesday in the following week. Quiz marks will be uploaded to the Wattle gradebook feature for the course. It is the responsibility of students to check that these recorded marks are in agreement with the marks written on returned quizzes.

## 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

No weekly exercises or quizzes may 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.
In cases where student end users are asked to submit ‘content’ to a database, such as an assignment or short answers, the database licensor may only use the student’s ‘content’ in accordance with the terms of service – including any (copyright) licence the student grants to the database licensor. Any personal information or content a student submits may be stored by the licensor, potentially offshore, and will be used to process the database service in accordance with the licensors terms of service and/or privacy policy.
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.

## Distribution of grades policy

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

 Prof Alan Welsh 6125 7313 Alan.Welsh@anu.edu.au

### Research Interests

Statistical Inference, Statistical Modelling, Robustness, Nonparametric and Semi-Parametric methods, Analysis of Sample Surveys, Ecological Monitoring.

### Prof Alan Welsh

 Wednesday 13:00 15:00 Wednesday 13:00 15:00

## Instructor

 Prof Alan Welsh 57313 Alan.Welsh@anu.edu.au

### Prof Alan Welsh

 Wednesday 13:00 15:00 Wednesday 13:00 15:00

Responsible Officer: Registrar, Student Administration / Page Contact: Website Administrator / Frequently Asked Questions