- 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 STAT8027 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:
- Carry out complex maximum likelihood estimation and inference in statistical models with several parameters;
- Apply Taylor series expansions to derive approximate sampling distributions and confidence intervals for vectors of transformed estimators;
- Discuss in depth 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;
- Explain in detail the different uses of randomisation in statistics; and,
- Discuss and use the principles of statistical inference and the issues they raise about how to do complex statistical inference.
- 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. (100) [LO 1,2,3,4,5]
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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.
Requisite and Incompatibility
Information about the prescribed textbook will be available via the Class Summary.
Tuition fees are for the academic year indicated at the top of the page.
Commonwealth Support (CSP) Students
If you 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). More information about your student contribution amount for each course at Fees.
- Student Contribution Band:
- Unit value:
- 6 units
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