Undergraduate Course: Theory of Statistical Inference (MATH10028)
Course Outline
School | School of Mathematics |
College | College of Science and Engineering |
Credit level (Normal year taken) | SCQF Level 10 (Year 4 Undergraduate) |
Availability | Available to all students |
SCQF Credits | 10 |
ECTS Credits | 5 |
Summary | 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. |
Course description |
Not entered
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Information for Visiting Students
Pre-requisites | None |
Course Delivery Information
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Academic year 2015/16, Available to all students (SV1)
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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 )
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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 |
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Main Exam Diet S1 (December) | MATH10028 Theory of Statistical Inference | 2:00 | |
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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.
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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 2015 The University of Edinburgh - 27 July 2015 11:34 am
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