MAT3232

Inference

(SCI)

Coordinator: Dr Tom Hall

4 points + Two 1-hour lectures and one 1-hour support class per week + Second semester + Clayton + Prerequisites: MAT2061 and MAT2222 + Prohibitions: MAS3131

Synopsis: Principles of estimation: efficiency, the Cramer-Rao inequality, sufficiency, maximum likelihood estimates and their optimality properties. Hypothesis testing. Most powerful tests, the Neyman-Pearson lemma. The l ratio procedure and derivation of statistical tests. Resampling procedures: the jackknife, the bootstrap. Transformations of random variables. Order statistics.

Assessment: Examination (2 hours): 80% + Assignments: 20%