# DEGREE REGULATIONS & PROGRAMMES OF STUDY 2013/2014 -- ARCHIVE as at 1 September 2013 for reference onlyTHIS PAGE IS OUT OF DATE

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# Postgraduate Course: Statistical Inference (MATH11129)

 School School of Mathematics College College of Science and Engineering Course type Standard Availability Not available to visiting students Credit level (Normal year taken) SCQF Level 11 (Postgraduate) Credits 7.5 Home subject area Mathematics Other subject area None Course website None Taught in Gaelic? No Course description This course aims to provide postgraduate students with a broad knowledge of the principal areas of mathematical statistics and statistical methods widely used in actuarial science and finance. Students should have a good grounding in probability before commencement of this course.
 Pre-requisites Co-requisites Prohibited Combinations Students MUST NOT also be taking Statistical Methods (MATH11070) Other requirements MSc Financial Mathematics students only. Additional Costs None
 Delivery period: 2013/14 Semester 1, Not available to visiting students (SS1) Learn enabled:  No Quota:  None Web Timetable Web Timetable Course Start Date 16/09/2013 Breakdown of Learning and Teaching activities (Further Info) Total Hours: 75 ( Lecture Hours 15, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 56 ) Additional Notes Examination takes place at Heriot-Watt University. Breakdown of Assessment Methods (Further Info) Written Exam 100 %, Coursework 0 %, Practical Exam 0 % No Exam Information
 On completion of this course the student should be able to: - demonstrate knowledge of, and a critical understanding of, statistical methodologies (including the main concepts and methods of inference and modelling) - understand and apply a range of statistical techniques based on the main theories and concepts which comprise the syllabus, including the central limit theorem - determine properties of estimators: efficiency, Cramer-Rao lower bound, (approx.) large sample distributions of MLEs - perform inference on parameter estimates, including constructing confidence intervals and testing hypotheses on the values of parameters - fit a linear regression model and critically evaluate other proposed models; test hypotheses concerning correlation coefficients - show an awareness of how different statistical models and techniques can be applied to financial problems - communicate meaningfully and productively with others (including practitioners and professionals in the financial services industry and elsewhere) on matters relating to and/or requiring the use of statistical methods
 See 'Breakdown of Assessment Methods' and 'Additional Notes', above.
 MSc Financial Mathematics students only.
 Academic description Not entered Syllabus - Sampling distributions, central limit theorem, t and F distributions - Estimation - properties of estimators, methods of constructing estimators - Interval estimation - Hypothesis testing - Linear relationships - regression and correlation Transferable skills Not entered Reading list Not entered Study Abroad Not Applicable. Study Pattern Not entered Keywords StIn
 Course organiser Dr Sotirios Sabanis Tel: (0131 6)50 5084 Email: S.Sabanis@ed.ac.uk Course secretary Mrs Kathryn Mcphail Tel: (0131 6)50 4885 Email: k.mcphail@ed.ac.uk
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