Statistical Inference - MATH5905


	Faculty: Faculty of Science
	School: School of Mathematics and Statistics
	Course Outline: http://www.maths.unsw.edu.au/
	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.