Postgraduate Course: Statistical Theory (MATH11085)
|School||School of Mathematics
||College||College of Science and Engineering
|Credit level (Normal year taken)||SCQF Level 11 (Postgraduate)
||Availability||Not available to visiting students
|Summary||- Statistical modelling and motivation.
- Parametric families and likelihood. Sufficiency, Neyman factorisation, minimal sufficiency, joint sufficiency. Elements of statistical decision theory.
- Estimation, minimum variance unbiased estimators, Cramer-Rao lower bound, Bayes and minimax estimators. Stein phenomenon and James-Stein estimator.
- Hypothesis testing, pure significance tests, optimal tests, power, Neyman-Pearson lemma, uniformly most powerful tests.
- Confidence intervals, relationship to hypothesis testing.
- Selected topics in modern statistics
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| Knowledge of mathematics, probability and statistics equivalent to passing the School of Mathematics' courses MATH08063 Several Variable Calculus and Differential Equations, MATH08066 Probability, and MATH08051 Statistics (Year 2).
Course Delivery Information
|Academic year 2016/17, Not available to visiting students (SS1)
|Learning and Teaching activities (Further Info)
Lecture Hours 22,
Seminar/Tutorial Hours 6,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
|Assessment (Further Info)
|Additional Information (Assessment)
||See 'Breakdown of Assessment Methods' and 'Additional Notes', above.
||Hours & Minutes
|Main Exam Diet S1 (December)||MATH11085 Statistical Theory||2:00|
On completion of this course, the student will be able to:
- Knowledge of the theory of statistical inference.
- Ability to prove and apply results concerning statistical inference.
- Ability to develop theoretical arguments.
- Familiarity with dealing with multiparameter statistical problems.
|Graduate Attributes and Skills
|Course organiser||Dr Jonathan Gair
Tel: (0131 6)50 4897
|Course secretary||Mrs Frances Reid
Tel: (0131 6)50 4883
© Copyright 2016 The University of Edinburgh - 3 February 2017 4:43 am