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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2017/2018

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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Statistical Theory (MATH11085)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits10 ECTS Credits5
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
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations 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
Not being delivered
Learning Outcomes
On completion of this course, the student will be able to:
  1. Knowledge of the theory of statistical inference.
  2. Ability to prove and apply results concerning statistical inference.
  3. Ability to develop theoretical arguments.
  4. Familiarity with dealing with multiparameter statistical problems.
Reading List
None
Additional Information
Graduate Attributes and Skills Not entered
KeywordsSTh
Contacts
Course organiserDr Jonathan Gair
Tel: (0131 6)50 4897
Email: J.Gair@ed.ac.uk
Course secretaryMrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk
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