Students
STAT710 – Statistical Theory
2014 – S1 Evening
General Information
Download as PDF
| Unit convenor and teaching staff |
Unit convenor and teaching staff
Other Staff
Thomas Fung
Contact via thomas.fung@mq.edu.au
E4A 530
Monday 2 - 4 pm
Unit Convenor
Ian Marschner
Contact via ian.marschner@mq.edu.au
E4A 540
11am Wednesday
|
|---|---|
| Credit points |
Credit points
4
|
| Prerequisites |
Prerequisites
Admission to MRes
|
| Corequisites |
Corequisites
|
| Co-badged status |
Co-badged status
|
| Unit description |
Unit description
This unit introduces the fundamental principles of statistical inference and estimation theory. The unit begins with a discussion of probability concepts, including relative frequency, random variables, distributions and large sample theory. A discussion of estimation concepts is provided, particularly unbiasedness, consistency and efficiency. Likelihood theory is then developed, including the concept of sufficiency and the maximum likelihood approach to estimation. Hypothesis testing concepts and methods are discussed with a particular focus on likelihood ratio, score and Wald tests. An introduction to Bayesian inference principles is also provided.
|
Important Academic Dates
Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
Learning Outcomes
On successful completion of this unit, you will be able to:
- be familiar with techniques to calculate probabilities, expected values and probability, moment and cumulant generating functions for discrete, continuous and multivariate random variables and know how to apply these concepts in practical problems
- understand fundamental limit theorems of Probability and Statistics and be able to apply them in practical problems
- understand three modes of convergence of random variables and be able to apply them to get practical large sample approximations
- understand and know how to use the Delta Method in practical problems
- understand the principles and theory of estimation
- understand the principles and theory of statistical hypothesis testing
Assessment Tasks
| Name | Weighting | Due |
|---|---|---|
| Assignment 1 | 15% | 25 March 2014 |
| Assignment 2 | 15% | 29 April 2014 |
| Assignment 3 | 15% | 20 May 2014 |
| Mid-year examination | 55% | To be determined |
Assignment 1
Due: 25 March 2014
Weighting: 15%
Assignment 1
On successful completion you will be able to:
- be familiar with techniques to calculate probabilities, expected values and probability, moment and cumulant generating functions for discrete, continuous and multivariate random variables and know how to apply these concepts in practical problems
- understand fundamental limit theorems of Probability and Statistics and be able to apply them in practical problems
Assignment 2
Due: 29 April 2014
Weighting: 15%
Assignment 2
On successful completion you will be able to:
- understand three modes of convergence of random variables and be able to apply them to get practical large sample approximations
- understand and know how to use the Delta Method in practical problems
Assignment 3
Due: 20 May 2014
Weighting: 15%
Assignment 3
On successful completion you will be able to:
- understand the principles and theory of estimation
- understand the principles and theory of statistical hypothesis testing
Mid-year examination
Due: To be determined
Weighting: 55%
Mid-year examination
On successful completion you will be able to:
- be familiar with techniques to calculate probabilities, expected values and probability, moment and cumulant generating functions for discrete, continuous and multivariate random variables and know how to apply these concepts in practical problems
- understand fundamental limit theorems of Probability and Statistics and be able to apply them in practical problems
- understand three modes of convergence of random variables and be able to apply them to get practical large sample approximations
- understand and know how to use the Delta Method in practical problems
- understand the principles and theory of estimation
- understand the principles and theory of statistical hypothesis testing
Delivery and Resources
LECTURES
Tuesday 6-9 p.m. in W5C-320.
TUTORIALS (Weeks 2-13)
E5A-150 on Wednesday 6-7 p.m.
E5A-130 on Wednesday 7-8 p.m.
E5A-230 on Wednesday 8-9 p.m.
(note: the number of tutorials will depend on enrollment and may change)
SOFTWARE
The R software package will be used for simulation and graphics. This software is freely available to be downloaded at www.r-project.org
TEXTBOOK
Mathematical Statistics with Applications, Seventh Edition. D.D. Wackerly, W. Mendenhall, R.L. Scheaffer. Duxbury Press.
This textbook will provide additional readings and problems, to supplement the lecture and tutorial material.
INTERNET RESOURCES / TECHNOLOGIES USED
This unit has an iLearn website available at https://ilearn.mq.edu.au/login/MQ/
Lecture notes: these will be available on the iLearn site prior to the lecture.
Audio recordings: all lectures will be recorded and will be available after the lecture.
Consult the iLearn website frequently. Other resources available include a discussion board, assignments, administrative updates etc.
CONSULTATION HOURS
Members of the Statistics Department have consultation hours each week when they are available to help students. These consultation hours are listed on the doors of the Statistics staff located on E4A level 5.
ASSIGNMENT SUBMISSION
Students may submit assignments during the lecture or via the iLearn website.
CHANGES SINCE LAST DELIVERY
No substantive changes since last delivery
Unit Schedule
Week 1: Introduction to Probability and Statistics. Discrete random variables and their probability distributions.
Week 2: Continuous random variables and their probability distributions. Probability, Moment and Cumulant Generating Functions.
Week 3: Multivariate probability distributions. Functions of random variables.
Weeks 4 – 7: Laws of Large Numbers, Central Limit Theorem, Asymptotic Theory.
Weeks 8 – 10: Estimation, properties of estimators, likelihood theory.
Week 11 – 13: Hypotheses testing, properties of tests, likelihood-based inference methods, Bayesian inference.
Policies and Procedures
Macquarie University policies and procedures are accessible from Policy Central. Students should be aware of the following policies in particular with regard to Learning and Teaching:
Academic Honesty Policy http://mq.edu.au/policy/docs/academic_honesty/policy.html
Assessment Policy http://mq.edu.au/policy/docs/assessment/policy.html
Grading Policy http://mq.edu.au/policy/docs/grading/policy.html
Grade Appeal Policy http://mq.edu.au/policy/docs/gradeappeal/policy.html
Grievance Management Policy http://mq.edu.au/policy/docs/grievance_management/policy.html
Disruption to Studies Policy http://www.mq.edu.au/policy/docs/disruption_studies/policy.html The Disruption to Studies Policy is effective from March 3 2014 and replaces the Special Consideration Policy.
In addition, a number of other policies can be found in the Learning and Teaching Category of Policy Central.
Student Code of Conduct
Macquarie University students have a responsibility to be familiar with the Student Code of Conduct: https://students.mq.edu.au/support/student_conduct/
Policy on Late submission of Assignments
No extensions will be granted. Students who have not submitted an assignment prior to the deadline will be awarded a mark of 0 for the task, except for cases in which an application for special consideration is made and approved.
Student Support
Macquarie University provides a range of support services for students. For details, visit http://students.mq.edu.au/support/
Learning Skills
Learning Skills (mq.edu.au/learningskills) provides academic writing resources and study strategies to improve your marks and take control of your study.
Student Services and Support
Students with a disability are encouraged to contact the Disability Service who can provide appropriate help with any issues that arise during their studies.
Student Enquiries
For all student enquiries, visit Student Connect at ask.mq.edu.au
IT Help
For help with University computer systems and technology, visit http://informatics.mq.edu.au/help/.
When using the University's IT, you must adhere to the Acceptable Use Policy. The policy applies to all who connect to the MQ network including students.