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Statistical Inference - MATH5905
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Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Fee Band: 5 (more info)
 
 
Further Information: See Class Timetable
 
  

Description

This course presents General interference theory based on maximum likelihood and on Bayes methods is reviewed. Estimation, confidence set construction and hypothesis testing are discussed within decision-theoretic framework. Computationally intensive methods such as bootstrap are discussed and are compared to asymptotic approximations such as saddlepoint and empirical likelihood.

Pre-requisites: 24 units of level III mathematics or a degree in a numerate discipline or permission of the Head of Department.

Note: Course not offered every year - contact the School for more information.

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