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MT4606   Classical Statistical Inference

Academic year(s): 2019-2020

Key information

SCOTCAT credits : 15

ECTS credits : 7

Level : SCQF Level 10

Semester: 2

Availability restrictions: Not automatically available to General Degree students

Planned timetable: 10.00 am Mon (odd weeks), Wed and Fri

This module aims to show how the methods of estimation and hypothesis testing met in 2000- and 3000-level Statistics modules can be justified and derived; to extend those methods to a wider variety of situations. The syllabus includes: comparison of point estimators; the Rao-Blackwell Theorem; Fisher information and the Cramer-Rao lower bound; maximum likelihood estimation; theory of Generalized Linear Models; hypothesis-testing; confidence sets.

Relationship to other modules

Pre-requisite(s): Before taking this module you must pass MT3507

Anti-requisite(s): You cannot take this module if you take MT5701

Learning and teaching methods and delivery

Weekly contact: 2.5 lectures (weeks 1 - 10) and 0.5 tutorial (weeks 2 - 11).

Assessment pattern

As used by St Andrews: 2-hour Written Examination = 100%

As defined by QAA
Written examinations : 100%
Practical examinations : 0%
Coursework: 0%

Re-assessment: 2-hour Written Examination = 100%

Personnel

Module coordinator: Dr G Minas
Module teaching staff: Dr Giorgos Minas