Unit convenor and teaching staff |
Unit convenor and teaching staff
Lecturer
Nino Kordzakhia
Contact via nino.kordzakhia@mq.edu.au
Level 6, 12 Wally's Walk
TBA
Jun Ma
Frank Schoenig
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Credit points |
Credit points
4
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Prerequisites |
Prerequisites
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Corequisites |
Corequisites
((Admission to MAppStat or GradDipAppStat or Msc) and (MATH604 and STAT670 and STAT680 and STAT683)) or (admission to MActPrac)
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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 from a range of distributions. 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 | 4th 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 the 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: 4th May
Weighting: 10%
Submit to the 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 the 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 be needed 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 Departmental webpages 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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Undergraduate students seeking more policy resources can visit the Student Policy Gateway (https://students.mq.edu.au/support/study/student-policy-gateway). It is your one-stop-shop for the key policies you need to know about throughout your undergraduate student journey.
If you would like to see all the policies relevant to Learning and Teaching visit Policy Central (https://staff.mq.edu.au/work/strategy-planning-and-governance/university-policies-and-procedures/policy-central).
Macquarie University students have a responsibility to be familiar with the Student Code of Conduct: https://students.mq.edu.au/study/getting-started/student-conduct
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.
Macquarie University provides a range of support services for students. For details, visit http://students.mq.edu.au/support/
Learning Skills (mq.edu.au/learningskills) provides academic writing resources and study strategies to improve your marks and take control of your study.
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 postgraduates will be able to demonstrate a significantly enhanced depth and breadth of knowledge, scholarly understanding, and specific subject content knowledge in their chosen fields.
This graduate capability is supported by:
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This graduate capability is supported by:
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The Assignment 4 assessment task has been replaced by Tutorial Participation.
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.