• 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
• Academic career PGRD
• Course convener
• Prof Alan Welsh
• Mode of delivery In Person
• Co-taught Course
• Offered in Second Semester 2022
Advanced Mathematical Statistics (STAT8056)

This course involves on campus teaching. For students unable to come to campus there will be a remote option. See the Class Summary for more details.

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.

## Learning Outcomes

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

1. Carry out complex maximum likelihood estimation and inference in statistical models with several parameters;
2. Apply Taylor series expansions to derive approximate sampling distributions and confidence intervals for vectors of transformed estimators;
3. 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;
4. Explain in detail the different uses of randomisation in statistics; and,
5. Discuss and use the principles of statistical inference and the issues they raise about how to do complex statistical inference.

## Indicative Assessment

1. 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]

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 STAT8027. Incompatible with STAT3056.

## 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.

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:
1
Unit value:
6 units

If you are a domestic graduate coursework student with a Domestic Tuition Fee (DTF) place or international student you will be required to pay course tuition fees (see below). Course tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found 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
2022 \$4200
International fee paying students
Year Fee
2022 \$6000
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
5470 25 Jul 2022 01 Aug 2022 31 Aug 2022 28 Oct 2022 In Person View

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