Course level

Undergraduate

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Class contact

3 Lecture hours, 1 Tutorial hour

Prerequisite

(STAT2004 + MATH2000)

Assessment methods

Examination, assignments

Course coordinator

Prof Dirk Kroese

Study Abroad

This course is pre-approved for Study Abroad and Exchange students.

Current course offerings

Course offerings Location Mode Course Profile
Semester 1, 2018 St Lucia Internal Profile unavailable

Please Note: Course profiles marked as not available may still be in development.

Course description

Likelihood theory: maximum likelihood, asymptotic theory, nuisance parameters, applications, likelihood ratio test, score tests, Wald tests, exponential family (properties: sufficiency, completeness). Confidence intervals, hypothesis tests. Bayesian inference. Multivariate normal distribution & quadratic forms. Distributional results & inference for general linear model.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2017 St Lucia Internal Course Profile
Semester 1, 2016 St Lucia Internal Course Profile
Semester 1, 2015 St Lucia Internal Course Profile
Semester 1, 2014 St Lucia Internal Course Profile
Semester 1, 2013 St Lucia Internal Course Profile
Semester 1, 2012 St Lucia Internal Course Profile
Semester 1, 2011 St Lucia Internal Course Profile
Semester 1, 2010 St Lucia Internal Course Profile
Semester 1, 2009 St Lucia Internal Course Profile
Semester 1, 2008 St Lucia Internal Course Profile