Mathematical Statistics (STAT7301)
Information valid for Semester 1, 2025
Course level
Postgraduate Coursework
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 3 Hours/ Week
Practical 1 Hour/ Week
3L 1P
Incompatible
STAT3001 and STAT3901 (co-taught)
Prerequisite
Equivilent of MATH2000 + STAT2003 + STAT2004
Assessment methods
Examination, assignments
Course enquiries
Professor Geoffrey McLachlan ()
Prof 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.
