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Module

MAS3905 : Statistical Inference

  • Offered for Year: 2024/25
  • Module Leader(s): Mr Matthew Fisher
  • Owning School: Mathematics, Statistics and Physics
  • Teaching Location: Newcastle City Campus
Semesters

Your programme is made up of credits, the total differs on programme to programme.

Semester 1 Credit Value: 10
ECTS Credits: 5.0
European Credit Transfer System

Aims

To gain an understanding of some of the principles of statistical inference and associated results in probability. This will deepen understanding of the fundamental precepts of inference and facilitate the assimilation of more advanced practical methodology, especially for the case when there are multidimensional parameters.

Module summary

The course builds on the foundations of inference laid in MAS2904. A variety of types of methods for inference for models with multiple parameters are established, including asymptotic methods for large samples, exact methods and computer-intensive approaches.

Outline Of Syllabus

The multivariate Normal distribution and its principal properties, especially as they relate to asymptotic likelihood methods. Maximum likelihood for multi-parameter models, including asymptotic methods for interval estimation and hypothesis testing. Revision of the idea of sufficiency and the factorization theorem and application to Cramer-Rao lower bounds and the Rao-Blackwell theorem. The bootstrap and its use to compute standard errors and interval estimates.

Teaching Methods

Teaching Activities
Category Activity Number Length Student Hours Comment
Scheduled Learning And Teaching ActivitiesLecture51:005:00Problem Classes
Scheduled Learning And Teaching ActivitiesLecture21:002:00Revision Lectures
Scheduled Learning And Teaching ActivitiesLecture201:0020:00Formal Lectures
Guided Independent StudyAssessment preparation and completion151:0015:00Completion of in course assessments
Guided Independent StudyIndependent study581:0058:00Preparation time for lectures, background reading, coursework review
Total100:00
Teaching Rationale And Relationship

The teaching methods are appropriate to allow students to develop a wide range of skills, from understanding basic concepts and facts to higher-order thinking.

Lectures are used for the delivery of theory and explanation of methods, illustrated with examples, and for giving general feedback on marked work. Problem Classes are used to help develop the students’ abilities at applying the theory to solving problems.

Assessment Methods

The format of resits will be determined by the Board of Examiners

Exams
Description Length Semester When Set Percentage Comment
Written Examination1201A80N/A
Other Assessment
Description Semester When Set Percentage Comment
Prob solv exercises1M5Problem-solving exercises assessment
Prob solv exercises1M5Problem-solving exercises assessment
Prob solv exercises1M5Problem-solving exercises assessment
Prob solv exercises1M5Problem-solving exercises assessment
Assessment Rationale And Relationship

A substantial formal unseen examination is appropriate for the assessment of the material in this module. The format of the examination will enable students to reliably demonstrate their own knowledge, understanding and application of learning outcomes. The assurance of academic integrity forms a necessary part of programme accreditation.

Exam problems may require a synthesis of concepts and strategies from different sections, while they may have more than one ways for solution. The examination time allows the students to test different strategies, work out examples and gather evidence for deciding on an effective strategy, while carefully articulating their ideas and explicitly citing the theory they are using.

The coursework assignments allow the students to develop their problem solving techniques, to practise the methods learnt in the module, to assess their progress and to receive feedback; these assessments have a secondary formative purpose as well as their primary summative purpose.

Reading Lists

Timetable