STATS 730 Statistical Inference

Below description edited in year: 2013

Points: 15

Prereqs: STATS 310

Credit: Internal assessment 40% (20% midterm, 20% homework), final exam 60%

Textbooks: None prescribed, but course notes will be provided.

For Advice: Russell Millar (Email: r.millar@auckland.ac.nz | extn: 85003)

Taught: Second Semester City

Website: STATS 730 website

STATS 730 gives you general-purpose skills to model real data, using likelihood-based statistical inference. It begins by looking at how likelihood is used by frequentist and Bayesian inference, and uses statistical brain-teasers to demonstrate the difference between these two paradigms. The focus then shifts to developing the properties of maximum likelihood, including gaining expertise with fitting ML models in R and/or SAS. Maximum likelihood is then applied in a wide variety of settings with examples in both R and/or SAS. (Students may chose either of these languages for their homework and in answering exam questions.) If time permits, the course concludes by looking at extensions of maximum likelihood for models with nuisance parameters, including quasi-likelihood, conditional likelihood, and mixture models.

STATS 730 provides the tools and skills used by many other graduate courses on offer in this department, and it gives exposure to statistical programming in both R and SAS.

STATS 730 is focused on application but some theory is needed to justify and motivate the methodology that is used. This will require that the student is comfortable with the concepts, statistical properties, and theory that is presented in STATS 310. Students will need to have a good grasp of basic calculus and be comfortable with integrals, partial derivatives and Taylor series expansions. It will also be assumed that students are comfortable with basic programming logic (example, for-loops) and data manipulation.

Disclaimer:
Although every reasonable effort is made to ensure accuracy, this information for the course year (2013), is provided as a general guide only for students and is subject to alteration. All students enrolling at the University of Auckland must consult its official document, the University of Auckland Calendar, to ensure that they are aware of and comply with all regulations, requirements and policies.