Advanced Mathematical Statistics (STAT3901)
Information valid for Semester 1, 2025
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 3 Hours/ Week
Practical 2 Hours/ Week
3L 2P
Incompatible
STAT3001
Prerequisite
(MATH2001 or MATH2901) + (STAT2004 or STAT2904)
Assessment methods
Examination
Assignments
Course enquiries
Professor Geoffrey McLachlan ()
Profesor Geoff McLachlan
Current course offerings
| Course offerings | Location | Mode | Course Profile |
| Semester 1, 2025 (24/02/2025 - 21/06/2025) | St Lucia | In Person | Course Profile |
Please Note: Course profiles marked as not available may still be in development.
Course description
Classical approach to point estimation. Likelihood theory: maximum likelihood (IML), asymptotic theory, nuisance parameters, applications, likelihood ratio test, score tests, Wald tests, exponential family (properties: sufficiency, completeness). Confidence intervals, hypothesis tests, P-values, and the false discovery rate (FDR). Computational methods including the expectation-maximization (EM) algorithm for calculating ML estimates, the bootstrap method for approximating the sampling distribution of any statistic derived from a random sample, and sampling-based approaches to calculating marginal densities useful in Bayesian analysis. This is the Advanced Science version of STAT3001.
Archived offerings
| Course offerings | Location | Mode | Course Profile |
| Semester 1, 2024 (19/02/2024 - 15/06/2024) | St Lucia | In Person | Course Profile |
| Semester 1, 2023 (20/02/2023 - 17/06/2023) | St Lucia | In Person | Course Profile |
| Semester 1, 2023 (20/02/2023 - 17/06/2023) | External | External | Course Profile |
