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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2012/2013
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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
Course typeStandard AvailabilityAvailable to all students
Credit level (Normal year taken)SCQF Level 10 (Year 4 Undergraduate) Credits10
Home subject areaMathematics Other subject areaSpecialist Mathematics & Statistics (Honours)
Course website https://info.maths.ed.ac.uk/teaching.html Taught in Gaelic?No
Course descriptionCourse 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.
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: Foundations of Calculus (MATH08005) AND Several Variable Calculus (MATH08006) AND Linear Algebra (MATH08007) AND Methods of Applied Mathematics (MATH08035) AND ( Probability (Year 2) (MATH08008) OR Probability (Year 3) (MATH09004)) AND ( Statistics (Year 2) (MATH08051) OR Statistics (Year 3) (MATH09021))
Co-requisites
Prohibited Combinations Other requirements None
Additional Costs None
Information for Visiting Students
Pre-requisitesNone
Displayed in Visiting Students Prospectus?Yes
Course Delivery Information
Delivery period: 2012/13 Semester 1, Available to all students (SV1) WebCT enabled:  Yes Quota:  None
Location Activity Description Weeks Monday Tuesday Wednesday Thursday Friday
King's BuildingsLectureJCMB, room 43121-11 11:10 - 12:00
King's BuildingsLectureJCMB, room 43121-11 11:10 - 12:00
First Class First class information not currently available
Exam Information
Exam Diet Paper Name Hours:Minutes
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.
Assessment Information
Examination only.
Visiting Student Variant Assessment
Examination (100%)
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
KeywordsTSI
Contacts
Course organiserDr Martin Dindos
Tel:
Email: 		Course secretaryMrs Alison Fairgrieve
Tel: (0131 6)50 6427
Email:
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