Undergraduate Course: Theory of Statistical Inference (MATH10028)
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 10 (Year 4 Undergraduate) |
Credits | 10 |
Home subject area | Mathematics |
Other subject area | Specialist Mathematics & Statistics (Honours) |
Course website |
https://info.maths.ed.ac.uk/teaching.html |
Taught in Gaelic? | No |
Course description | Course for final year students in Honours programmes in Statistics.
Parametric families and likelihood. Sufficiency, Neyman factorisation, minimal sufficiency, joint sufficiency, Bayesian sufficiency. Estimation, minimum variance unbiased estimators, Cramr-Rao lower bound, Bayes estimators. Hypothesis testing, pure significance tests, optimal tests, power, Neyman-Pearson lemma, uniformly most powerful tests. Confidence intervals, relationship to hypothesis testing, Bayesian credible intervals. Bayesian inference, conjugate prior distributions, predictive distributions. |
Information for Visiting Students
Pre-requisites | None |
Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
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Delivery period: 2014/15 Semester 1, Available to all students (SV1)
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Learn enabled: Yes |
Quota: None |
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Web Timetable |
Web Timetable |
Course Start Date |
15/09/2014 |
Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
100
(
Lecture Hours 22,
Seminar/Tutorial Hours 5,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
69 )
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Additional Notes |
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Breakdown of Assessment Methods (Further Info) |
Written Exam
95 %,
Coursework
5 %,
Practical Exam
0 %
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Exam Information |
Exam Diet |
Paper Name |
Hours & Minutes |
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Main Exam Diet S2 (April/May) | | 2:00 | |
Summary of Intended Learning Outcomes
1. Knowledge of the theory of statistical inference.
2. Ability to prove and apply results concerning Frequentist and Bayesian inference.
3. Ability to develop theoretical arguments.
4. Familiarity with dealing with multiparameter problems.
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Assessment Information
See 'Breakdown of Assessment Methods' and 'Additional Notes', above. |
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 | TSI |
Contacts
Course organiser | Dr Natalia Bochkina
Tel: 0131 650 8597
Email: |
Course secretary | Mrs Alison Fairgrieve
Tel: (0131 6)50 5045
Email: |
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© Copyright 2014 The University of Edinburgh - 13 February 2014 1:46 pm
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