This course introduces students to the basic theory behind the development and assessment of statistical analysis techniques in the areas of point and interval estimation, as well as hypothesis testing. Topics include:
* Point estimation methods, including method of moments and maximum likelihood, bias and variance, mean-squared error, sufficiency, completeness, exponential families, the Cramer-Rao inequality, the Rao-Blackwell theorem, uniformly minimum variance unbiased estimators, and Bayesian estimation methods.
* Confidence interval construction methods, including likelihood-based intervals, inversion methods, intervals based on pivots, Bayesian credible and highest posterior density regions, and resampling based intervals.
* Hypothesis testing methods, including likelihood ratio tests, the Neymann-Pearson lemma and uniformly most powerful tests, power calculations, Bayesian approaches, and non-parametric approaches.
Learning Outcomes
Upon successful completion, students will have the knowledge and skills to:
- Explain the notion of a parametric model and point estimation of the parameters of those models;
- Explain and apply approaches to include a measure of accuracy for estimation procedures and our confidence;
- Assess the plausibility of pre-specified ideas about the parameters of a model by examining the area of hypothesis testing;
- Explain and apply non-parametric statistics; and,
- Discuss the computational issues related to the implementation of various statistical inferences.
Research-Led Teaching
The topic of statistical inference seeks to provide answers to questions of point estimation, interval estimation, and hypothesis testing, based on observable data. Not surprisingly, through the development of this topic over the past couple centuries, there exist diverse approaches to these problems. Examination and application of these diverse approaches will provide insight into the past and potentially future development of statistical science.
Examination Material or equipment
The permitted material for the exams will be:
• Two sheets of A4 paper with notes on both sides
• Paper-based dictionary (translation dictionary or an English language dictionary), no approval required (must be clear of ALL annotations)
Required Resources
Paul Garthwaite, Ian Joliffe, and Byron Jones (2009). Statistical Inference (second edition). Oxford Science Publications. A copy of this text will be placed in the library on 2 hour loan. Additionally, this textbook is available from the Harry Harthog bookstore.
Some examples provided in lectures, tutorials, and work related to the tutorials and project will entail the use of the statistical computer packages R and RStudio, which are freely available at www.r-project.org and www.rstudio.com. The R code used for examples provided in lectures, workshops, and tutorials will be available on the course Wattle site. Note: students will not be able to use any statistical package during the exam.
Recommended Resources
G. Casella and R. Berger (2002). Statistical Inference (second edition). Cengage Learning.
G. Givens and J. Hoeting (2013). Computational Statistics. Wiley.
J. Kadane (2011). Principles of Uncertainty. CRC Press. (pdf)
C. Robert (2001). The Bayesian Choice. Springer.
S. Stern. A set of notes previously used for this course by Professor Steven Stern will be placed on Wattle. ANU
The textbooks above are available from the ANU library.
Staff Feedback
Students will be given feedback in the following forms in this course:
• Written comments, both individually as well as to the whole class.
• Verbal comments to the whole class.
Student Feedback
ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. Students are encouraged to offer feedback directly to their Course Convener or through their College and Course representatives (if applicable). The feedback given in these surveys is anonymous and provides the Colleges, University Education Committee and Academic Board with opportunities to recognise excellent teaching, and opportunities for improvement. The Surveys and Evaluation website provides more information on student surveys at ANU and reports on the feedback provided on ANU courses.
Other Information
Scaling
Your final mark for the course will be based on the raw marks allocated for each of your assess- ment items. However, your final mark may not be the same number as produced by that formula, as marks may be scaled. Any scaling applied will preserve the rank order of raw marks (i.e. if your raw mark exceeds that of another student, then your scaled mark will exceed the scaled mark of that student), and may be either up or down.
Referencing Requirements
Appropriate referencing will be necessary for the presentations. For more information see: http :
//www.anu.edu.au/students/learning - development/academic - integrity/how - referencing -works
Support for Students
The University offers a number of support services for students. Information on these is available online from http : //students.anu.edu.au/studentlife/
Extensions and Penalties
No submission of assessment tasks without an extension after the due date will be permitted. If an assessment task is not submitted by the due date, a mark of 0 will be awarded.
Co-teaching
The courses STAT3013, STAT4027, and STAT8027 are co-taught.
Class Schedule
Week/Session | Summary of Activities | Assessment |
---|---|---|
1 | Introduction | |
2 | Properties of estimators | |
3 | Properties of estimators | |
4 | Maximum likelihood and other methods of estimation | |
5 | Maximum likelihood and other methods of estimation | |
6 | Hypothesis testing | |
7 | Hypothesis testing | |
8 | Interval estimation | |
9 | Bayesian inference & decision theory | |
10 | Bayesian inference & decision theory | |
11 | Non-parametric methods | |
12 | Non-parametric methods |
Tutorial Registration
Assessment Summary
Assessment task | Value | Learning Outcomes |
---|---|---|
Compulsory Final Exam | 100 % | 1-5 |
* If the Due Date and Return of Assessment date are blank, see the Assessment Tab for specific Assessment Task details
Policies
ANU has educational policies, procedures and guidelines, which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. Students are expected to have read the Academic Misconduct Rule before the commencement of their course. Other key policies and guidelines include:
- Student Assessment (Coursework) Policy and Procedure
- Special Assessment Consideration Policy and General Information
- Student Surveys and Evaluations
- Deferred Examinations
- Student Complaint Resolution Policy and Procedure
Assessment Requirements
The ANU is using Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. For additional information regarding Turnitin please visit the ANU Online website. In rare cases where online submission using Turnitin software is not technically possible; or where not using Turnitin software has been justified by the Course Convener and approved by the Associate Dean (Education) on the basis of the teaching model being employed; students shall submit assessment online via ‘Wattle’ outside of Turnitin, or failing that in hard copy, or through a combination of submission methods as approved by the Associate Dean (Education). The submission method is detailed below.
Moderation of Assessment
Marks that are allocated during Semester are to be considered provisional until formalised by the College examiners meeting at the end of each Semester. If appropriate, some moderation of marks might be applied prior to final results being released.
Participation
Attendance and participation in lectures, workshops, and tutorials is recommended but not assessable.
Examination(s)
As further academic integrity control, students may be selected for a 15 minute individuals oral examination of their written assessment submissions.
Any student identified, either during the current semester or in retrospect, as having used ghost writing services will be investigated under the University’s Academic Misconduct Rule.
Assessment Task 1
Learning Outcomes: 1-5
Compulsory Final Exam
The exam will be during the final examination period and will be 3 hours in length. The exact coverage of the exam will be made known in week 12 at the latest and will be discussed in lecture, as well as posted on Wattle. The exam is worth 100% of the total assessment. The exact date will be made available by the University by or during Week 5.
Academic Integrity
Academic integrity is a core part of the ANU culture as a community of scholars. At its heart, academic integrity is about behaving ethically, committing to honest and responsible scholarly practice and upholding these values with respect and fairness.
The ANU commits to assisting all members of our community to understand how to engage in academic work in ways that are consistent with, and actively support academic integrity. The ANU expects staff and students to be familiar with the academic integrity principle and Academic Misconduct Rule, uphold high standards of academic integrity and act ethically and honestly, to ensure the quality and value of the qualification that you will graduate with.
The Academic Misconduct Rule is in place to promote academic integrity and manage academic misconduct. Very minor breaches of the academic integrity principle may result in a reduction of marks of up to 10% of the total marks available for the assessment. The ANU offers a number of online and in person services to assist students with their assignments, examinations, and other learning activities. Visit the Academic Skills website for more information about academic integrity, your responsibilities and for assistance with your assignments, writing skills and study.
Online Submission
You will be required to electronically sign a declaration as part of the submission of your assignment. Please keep a copy of the assignment for your records. Unless an exemption has been approved by the Associate Dean (Education) submission must be through Turnitin.
Hardcopy Submission
For some forms of assessment (hand written assignments, art works, laboratory notes, etc.) hard copy submission is appropriate when approved by the Associate Dean (Education). Hard copy submissions must utilise the Assignment Cover Sheet. Please keep a copy of tasks completed for your records.
Late Submission
No submission of assessment tasks without an extension after the due date will be permitted. If an assessment task is not submitted by the due date, a mark of 0 will be awarded.
Referencing Requirements
Accepted academic practice for referencing sources that you use in presentations can be found via the links on the Wattle site, under the file named “ANU and College Policies, Program Information, Student Support Services and Assessment”. Alternatively, you can seek help through the Students Learning Development website.
Returning Assignments
Marked tutorial questions and the project will be returned online.
Extensions and Penalties
Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. Extensions may be granted for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request an extension in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date.
Resubmission of Assignments
It will not be possible to resubmit either the tutorial questions or the project.
Privacy Notice
The ANU has made a number of third party, online, databases available for students to use. Use of each online database is conditional on student end users first agreeing to the database licensor’s terms of service and/or privacy policy. Students should read these carefully. In some cases student end users will be required to register an account with the database licensor and submit personal information, including their: first name; last name; ANU email address; and other information.In cases where student end users are asked to submit ‘content’ to a database, such as an assignment or short answers, the database licensor may only use the student’s ‘content’ in accordance with the terms of service – including any (copyright) licence the student grants to the database licensor. Any personal information or content a student submits may be stored by the licensor, potentially offshore, and will be used to process the database service in accordance with the licensors terms of service and/or privacy policy.
If any student chooses not to agree to the database licensor’s terms of service or privacy policy, the student will not be able to access and use the database. In these circumstances students should contact their lecturer to enquire about alternative arrangements that are available.
Distribution of grades policy
Academic Quality Assurance Committee monitors the performance of students, including attrition, further study and employment rates and grade distribution, and College reports on quality assurance processes for assessment activities, including alignment with national and international disciplinary and interdisciplinary standards, as well as qualification type learning outcomes.
Since first semester 1994, ANU uses a grading scale for all courses. This grading scale is used by all academic areas of the University.
Support for students
The University offers students support through several different services. You may contact the services listed below directly or seek advice from your Course Convener, Student Administrators, or your College and Course representatives (if applicable).
- ANU Health, safety & wellbeing for medical services, counselling, mental health and spiritual support
- ANU Diversity and inclusion for students with a disability or ongoing or chronic illness
- ANU Dean of Students for confidential, impartial advice and help to resolve problems between students and the academic or administrative areas of the University
- ANU Academic Skills and Learning Centre supports you make your own decisions about how you learn and manage your workload.
- ANU Counselling Centre promotes, supports and enhances mental health and wellbeing within the University student community.
- ANUSA supports and represents undergraduate and ANU College students
- PARSA supports and represents postgraduate and research students
Convener
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Research Interests |
Dr Anton Westveld
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Tutor
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Research Interests |
Muzhi Zhao
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