• 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, Statistics
• Course convener
• Dr Laurence Field
• Dr Xuan Liang
• Mode of delivery In Person
• Co-taught Course
• Offered in First Semester 2021
Second Semester 2021
Principles of Mathematical Statistics for Actuarial Studies (STAT6013)

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.

A first course in mathematical statistics for actuarial studies with emphasis on applications; probability, random variables, moment generating functions and correlation, sampling distributions, estimation of parameters by the methods of moments and maximum likelihood, hypothesis testing, the central limit theorem, Bayesian statistics and credibility theory.

## Learning Outcomes

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

1. Calculate probabilities using set theory and combinatorics;
2. Define and utilise discrete, continuous and multivariate random variables and their probability distributions;
3. Define sampling distributions and use the central limit theorem in a variety of contexts;
4. Explain in detail and perform the method of moments and maximum likelihood estimation;
5. Perform confidence estimation and hypothesis testing in a variety of contexts; and
6. Use and describe in detail the fundamental concepts of Bayesian statistics and Bayesian estimators, including credibility estimators.

## Indicative Assessment

1. Typical assessment may include, but is not restricted to: exams, assignments, quizzes, presentations and other assessment as appropriate (100) [LO 1,2,3,4,5,6]

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 be enrolled in Master of Actuarial Studies or Master of Actuarial Practice. Incompatible with STAT2001, STAT2013 and STAT6039.

## 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
2021 \$4110
International fee paying students
Year Fee
2021 \$5880
Note: Please note that fee information is for current year only.

## Offerings, Dates and Class Summary Links

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.

### First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
3279 22 Feb 2021 01 Mar 2021 31 Mar 2021 28 May 2021 In Person View

### Second Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
6274 26 Jul 2021 02 Aug 2021 31 Aug 2021 29 Oct 2021 In Person View