Course level

Postgraduate Coursework

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Class contact

3 Lecture hours, 1 Tutorial hour

Incompatible

STAT3004

Prerequisite

Permission of Head of School + Head of School + MATH2000 + STAT2003

Assessment methods

Examination, assignments

Course coordinator

Dr Thomas Taimre

Current course offerings

Course offerings Location Mode Course Profile
Semester 2, 2017 St Lucia Internal Course Profile
Semester 2, 2018 St Lucia Internal Profile unavailable

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

Course description

Description of probability models. Generating functions & transforms. Limit laws. Markov chains in discrete & continuous time. Stochastic models in epidemics, finance, population biology, genetics, reliability & telecommunications. Simulation methods. Markov chain Monte Carlo. Inference for stochastic processes. Stationary processes. Time series.

Archived offerings

Course offerings Location Mode Course Profile
Semester 2, 2016 St Lucia Internal Course Profile
Semester 2, 2015 St Lucia Internal Course Profile
Semester 2, 2014 St Lucia Internal Course Profile
Semester 2, 2013 St Lucia Internal Course Profile
Semester 2, 2012 St Lucia Internal Course Profile
Semester 2, 2011 St Lucia Internal Course Profile
Semester 2, 2010 St Lucia Internal Course Profile
Semester 2, 2009 St Lucia Internal Course Profile
Semester 2, 2008 St Lucia Internal Course Profile