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MT5701   Advanced Statistical Inference

Academic year(s): 2017-2018

Key information

SCOTCAT credits : 20

ECTS credits : 10

Level : SCQF level 11

Semester: 2

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

This module consists of MT4606 with the addition of directed reading on more advanced aspects of the subject and a requirement to write a review essay on an aspect of the subject. The syllabus includes: comparison of point estimators; the Rao-Blackwell Theorem; distribution theory; Fisher information and the Cramer-Rao lower bound; maximum likelihood estimation; hypothesis-testing; confidence sets.

Relationship to other modules

Pre-requisite(s): Before taking this module you must pass MT3507 and pass 1 module from any levels matching mt4

Anti-requisite(s): You cannot take this module if you take MT4606

Learning and teaching methods and delivery

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

Scheduled learning hours: 30

Guided independent study hours: 170

Assessment pattern

As used by St Andrews: 2-hour Written Examination = 75%, Coursework: Project = 25%

As defined by QAA
Written examinations : 75%
Practical examinations : 0%
Coursework: 25%

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

Personnel

Module teaching staff: Prof A G Lynch