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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2018/2019

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DRPS : Course Catalogue : School of Mathematics : Mathematics

Undergraduate Course: Theory of Statistical Inference (MATH10028)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 10 (Year 4 Undergraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryCourse for final year students in Honours programmes in Statistics.

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. 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 Students MUST have passed: Several Variable Calculus and Differential Equations (MATH08063) AND Fundamentals of Pure Mathematics (MATH08064) AND ( Statistical Methodology (MATH10095) OR Likelihood (MATH10004))
Co-requisites
Prohibited Combinations Other requirements None
Information for Visiting Students
Pre-requisitesVisiting students are advised to check that they have studied the material covered in the syllabus of each pre-requisite course before enrolling.
High Demand Course? Yes
Course Delivery Information
Not being delivered
Learning Outcomes
On completion of this course, the student will be able to:
  1. Demonstrate knowledge of the theory of statistical inference.
  2. Prove and apply results concerning statistical inference.
  3. Develop theoretical arguments.
  4. Demonstrate familiarity with dealing with multiparameter problems.
Reading List
None
Additional Information
Course URL https://info.maths.ed.ac.uk/teaching.html
Graduate Attributes and Skills Not entered
KeywordsTSI
Contacts
Course organiserDr Jonathan Gair
Tel: (0131 6)50 4897
Email: J.Gair@ed.ac.uk
Course secretaryMrs Alison Fairgrieve
Tel: (0131 6)50 5045
Email: Alison.Fairgrieve@ed.ac.uk
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