Postgraduate Course: Statistical Methods (MATH11070)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 15 |
| Home subject area | Mathematics |
Other subject area | Financial Mathematics |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | This course aims to provide postgraduate students with a broad knowledge of the principal areas of mathematical statistics and statistical methods widely used in actuarial science and finance. It is the intention that the course will be available to postgraduate students on other programmes who would benefit. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
|
| Delivery period: 2012/13 Semester 1, Not available to visiting students (SS1)
|
WebCT enabled: No |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| No Classes have been defined for this Course |
| First Class |
First class information not currently available |
| No Exam Information |
Summary of Intended Learning Outcomes
On completion of this course the student should be able to:
! demonstrate knowledge of, and a critical understanding of, statistical methodologies (including the main concepts and methods of inference and modelling)
! understand and apply a range of statistical techniques based on the main theories and concepts which comprise the syllabus, including the central limit theorem
! perform basic probability calculations
! find/calculate moments and expected values of random variables and functions of random variables; use generating functions
! determine properties of estimators: efficiency, Cramer-Rao lower bound, (approx.) large sample distributions of MLEs
! perform inference on parameter estimates, including constructing confidence intervals and testing hypotheses on the values of parameters
! fit a linear regression model and critically evaluate other proposed models; test hypotheses concerning correlation coefficients
! show an awareness of how different statistical models and techniques can be applied to financial problems
! communicate meaningfully and productively with others (including practitioners and professionals in the financial services industry and elsewhere) on matters relating to and/or requiring the use of statistical methods
|
Assessment Information
Examination 100%.
Examination held at Heriot-Watt University. |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | Not entered |
Contacts
| Course organiser | Dr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: |
Course secretary | Mrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: |
|
© Copyright 2012 The University of Edinburgh - 6 March 2012 6:17 am
|
University Homepage