Undergraduate Course: Theory of Statistical Inference (MATH10028)
|School||School of Mathematics
||College||College of Science and Engineering
|Credit level (Normal year taken)||SCQF Level 10 (Year 4 Undergraduate)
||Availability||Available to all students
|Summary||NB. This course is delivered *biennially*. It is anticipated that it would then be delivered every other session.
Course 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.
Information for Visiting Students
|Pre-requisites||Visiting 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?
Course Delivery Information
|Not being delivered|
On completion of this course, the student will be able to:
- Demonstrate knowledge of the theory of statistical inference.
- Prove and apply results concerning statistical inference.
- Develop theoretical arguments.
- Demonstrate familiarity with dealing with multiparameter problems.
|Course organiser||Dr Timothy Cannings
|Course secretary||Mr Martin Delaney
Tel: (0131 6)50 6427