- Code STAT4027
- 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 Actuarial Studies, Finance, Statistics
This course introduces students to the basic theory behind the development and assessment of statistical analysis techniques in the areas of point and interval estimation, as well as hypothesis testing. Topics include:
* Point estimation methods, including method of moments and maximum likelihood, bias and variance, mean-squared error, sufficiency, completeness, exponential families, the Cramer-Rao inequality, the Rao-Blackwell theorem, uniformly minimum variance unbiased estimators, and Bayesian estimation methods.
* Confidence interval construction methods, including likelihood-based intervals, inversion methods, intervals based on pivots, Bayesian credible and highest posterior density regions, and resampling based intervals.
* Hypothesis testing methods, including likelihood ratio tests, the Neymann-Pearson lemma and uniformly most powerful tests, power calculations, Bayesian approaches, and non-parametric approaches.
Indicative AssessmentTypical assessment may include, but is not restricted to: tutorial questions, a presentation/project, mid-semester and final exams.
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Requisite and Incompatibility
You will need to contact the Rsch Sch of Finance, Actuarial Studies & App Stats to request a permission code to enrol in this course.
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:
- 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.