Unit convenor and teaching staff |
Unit convenor and teaching staff
Lecturer
Nino Kordzhakia
Contact via nino.kordzakhia@mq.edu.au
Level 6, 12 Wally's Walk
TBA
Jun Ma
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Credit points |
Credit points
3
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Prerequisites |
Prerequisites
6cp at 200 level including (STAT272 or STAT273)
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
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Unit description |
Unit description
This unit provides an introduction to likelihood-based statistical inference. After a brief discussion of the multivariable calculus concepts needed, students will study (multivariate) change of variable, the likelihood function and maximum likelihood estimation, using examples of distributions from STAT272 and STAT273. The theory of estimation and hypothesis testing will be discussed, including most powerful tests, large sample theory, the sufficiency principle, the likelihood ratio principle, and sequential probability ratio tests.
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Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Name | Weighting | Hurdle | Due |
---|---|---|---|
Assignment 1 | 10% | No | 23rd March |
Assignment 2 | 10% | No | 4 May |
Assignment 3 | 10% | No | 1st June |
Tutorial Participation | 10% | No | Weeks 2 to 13 |
Final Exam | 60% | No | TBA |
Due: 23rd March
Weighting: 10%
Submit to your lecturer by 4pm on the due date. There is no “group work” assessment in this unit. All work is to be the student’s own. In the case of the late submission of an assignment, if no special consideration has been granted, 10% of the earned mark will be deducted for each day that the assignment is late, up to a maximum of 50%. After 5 days, including weekends and public holidays, a mark of 0% will be awarded for the assignment.
Due: 4 May
Weighting: 10%
Submit to your lecturer by 4pm on the due date. There is no “group work” assessment in this unit. All work is to be the student’s own. In the case of the late submission of an assignment, if no special consideration has been granted, 10% of the earned mark will be deducted for each day that the assignment is late, up to a maximum of 50%. After 5 days, including weekends and public holidays, a mark of 0% will be awarded for the assignment.
Due: 1st June
Weighting: 10%
Submit to your lecturer by 4pm on the due date. There is no “group work” assessment in this unit. All work is to be the student’s own. In the case of the late submission of an assignment, if no special consideration has been granted, 10% of the earned mark will be deducted for each day that the assignment is late, up to a maximum of 50%. After 5 days, including weekends and public holidays, a mark of 0% will be awarded for the assignment.
Due: Weeks 2 to 13
Weighting: 10%
Students will contribute to discussions and hand in at least one handwritten page of tutorial problem solutions per tutorial.
Due: TBA
Weighting: 60%
The final Examination will be held during the mid-year Examination period. The final Examination is 3 hours long (with an additional 10 minutes’ reading time). It will cover all topics in the unit. The final examination is closed book. Students may take into the final Exam TWO A4 pages of notes handwritten (not typed) on BOTH sides. Calculators will need to be used but must not be of the text/programmable type.
The University Examination timetable will be available in Draft form approximately 8 weeks before the commencement of the examinations and in Final form approximately 4 weeks before the commencement of the examinations at: http://www.timetables.mq.edu.au/exam
The only excuse for not sitting an examination at the designated time is because of documented illness or unavoidable disruption. In these special circumstances you may apply for special consideration via ask.mq.edu.au
If you receive special consideration for the final exam, a supplementary exam will be scheduled in the interval between the regular exam period and the start of the next session. By making a special consideration application for the final exam you are declaring yourself available for a resit during the supplementary examination period and will not be eligible for a second special consideration approval based on pre-existing commitments. Please ensure you are familiar with the policy prior to submitting an application. You can check the supplementary exam information page on FSE101 in iLearn (bit.ly/FSESupp) for dates, and approved applicants will receive an individual notification one week prior to the exam with the exact date and time of their supplementary examination.
There are four contact hours per week, comprised of three lectures and one tutorial. Check the timetable for classes.
Please consult iLearn or the Unit webpage for details of consultation hours.
Technologies used and required
Lecture material will be placed on iLearn.
Students will need to use a calculator for the final examination and some of the other assessments.
Topic | Material covered |
1 | Probability, expectation, change of variable, moment generating functions, multivariate distributions, conditional expectation. |
2 | Estimation, the likelihood function, the maximum likelihood principle, properties of estimators, asymptotic properties of maximum likelihood estimators, the Cramér-Rao lower bound. |
3 | Statistics, sufficient statistics, completeness, minimum variance unbiased estimators, Rao-Blackwell theorem. |
4 | Hypothesis testing: simple, composite hypotheses, the Neyman-Pearson lemma, asymptotic properties. |
5 | The Sequential Probability Ratio Test |
6 | Confidence intervals and regions |
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Results shown in iLearn, or released directly by your Unit Convenor, are not confirmed as they are subject to final approval by the University. Once approved, final results will be sent to your student email address and will be made available in eStudent. For more information visit ask.mq.edu.au.
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Students with a disability are encouraged to contact the Disability Service who can provide appropriate help with any issues that arise during their studies.
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Our graduates will take with them the intellectual development, depth and breadth of knowledge, scholarly understanding, and specific subject content in their chosen fields to make them competent and confident in their subject or profession. They will be able to demonstrate, where relevant, professional technical competence and meet professional standards. They will be able to articulate the structure of knowledge of their discipline, be able to adapt discipline-specific knowledge to novel situations, and be able to contribute from their discipline to inter-disciplinary solutions to problems.
This graduate capability is supported by:
We want our graduates to be capable of reasoning, questioning and analysing, and to integrate and synthesise learning and knowledge from a range of sources and environments; to be able to critique constraints, assumptions and limitations; to be able to think independently and systemically in relation to scholarly activity, in the workplace, and in the world. We want them to have a level of scientific and information technology literacy.
This graduate capability is supported by:
Our graduates should be capable of researching; of analysing, and interpreting and assessing data and information in various forms; of drawing connections across fields of knowledge; and they should be able to relate their knowledge to complex situations at work or in the world, in order to diagnose and solve problems. We want them to have the confidence to take the initiative in doing so, within an awareness of their own limitations.
This graduate capability is supported by:
We want to develop in our students the ability to communicate and convey their views in forms effective with different audiences. We want our graduates to take with them the capability to read, listen, question, gather and evaluate information resources in a variety of formats, assess, write clearly, speak effectively, and to use visual communication and communication technologies as appropriate.
This graduate capability is supported by:
There is no prescribed textbook for the Unit. Any book with a title such as “Introduction to Mathematical Statistics” will be suitable as a reference. The reference for STAT273, Wackerly, D., Mendenhall W., and Scheaffer, R.L. Mathematical Statistics with Applications (4th, 5th or 6th Editions), would be useful. The lecture notes will be extensive and fairly self-contained.