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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2015/2016

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DRPS : Course Catalogue : School of Mathematics : Mathematics

Undergraduate Course: Theory of Statistical Inference (MATH10028)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 10 (Year 4 Undergraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryCourse 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.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: ( Several Variable Calculus and Differential Equations (MATH08063) AND Fundamentals of Pure Mathematics (MATH08064) AND Probability (MATH08066)) AND ( Statistics (Year 2) (MATH08051) OR Statistics (Yr 3) (MATH09022))
Co-requisites
Prohibited Combinations Other requirements None
Information for Visiting Students
Pre-requisitesNone
Course Delivery Information
Academic year 2015/16, Available to all students (SV1) Quota:  None
Course Start Semester 1
Timetable Timetable
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 )
Assessment (Further Info) Written Exam 95 %, Coursework 5 %, Practical Exam 0 %
Additional Information (Assessment) Coursework 5%, Examination 95%
Feedback Not entered
Exam Information
Exam Diet Paper Name Hours & Minutes
Main Exam Diet S1 (December)MATH10028 Theory of Statistical Inference2:00
Academic year 2015/16, Part-year visiting students only (VV1) Quota:  None
Course Start Semester 1
Timetable Timetable
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 )
Assessment (Further Info) Written Exam 95 %, Coursework 5 %, Practical Exam 0 %
Additional Information (Assessment) Coursework 5%, Examination 95%
Feedback Not entered
No Exam Information
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.
Reading List
None
Additional Information
Course URL https://info.maths.ed.ac.uk/teaching.html
Graduate Attributes and Skills Not entered
KeywordsTSI
Contacts
Course organiserDr Natalia Bochkina
Tel: 0131 650 8597
Email:
Course secretaryMrs Alison Fairgrieve
Tel: (0131 6)50 5045
Email:
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