MAS8905 : Statistical Inference (Inactive)
- Inactive for Year: 2024/25
- Module Leader(s): Dr Dennis Prangle
- 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 MAS2901. 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 |
|---|---|---|---|---|---|
| Guided Independent Study | Assessment preparation and completion | 1 | 13:00 | 13:00 | Revision for unseen exam |
| Guided Independent Study | Assessment preparation and completion | 1 | 2:00 | 2:00 | Unseen exam |
| Scheduled Learning And Teaching Activities | Lecture | 3 | 1:00 | 3:00 | Problem classes |
| Scheduled Learning And Teaching Activities | Lecture | 2 | 1:00 | 2:00 | Revision lectures |
| Scheduled Learning And Teaching Activities | Lecture | 25 | 1:00 | 25:00 | Formal lectures |
| Guided Independent Study | Independent study | 2 | 6:00 | 12:00 | Preparation for written assignments |
| Guided Independent Study | Independent study | 1 | 22:00 | 22:00 | Studying, practising and gaining understanding of course material |
| Guided Independent Study | Independent study | 3 | 3:00 | 9:00 | Review of written assignments and class test |
| Guided Independent Study | Independent study | 1 | 12:00 | 12:00 | Preparation for class test |
| Total | 100:00 |
Jointly Taught With
| Code | Title |
|---|---|
| MAS3905 | Statistical Inference |
Teaching Rationale And Relationship
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. Tutorials are used to identify and resolve specific queries raised by students and to allow students to receive individual feedback on marked work. In addition, office hours (two per week) will provide an opportunity for more direct contact between individual students and the lecturer.
Assessment Methods
The format of resits will be determined by the Board of Examiners
Exams
| Description | Length | Semester | When Set | Percentage | Comment |
|---|---|---|---|---|---|
| Written Examination | 120 | 1 | A | 90 | N/A |
| Written Examination | 40 | 1 | M | 5 | Class test |
Exam Pairings
| Module Code | Module Title | Semester | Comment |
|---|---|---|---|
| Statistical Inference | 1 | N/A |
Other Assessment
| Description | Semester | When Set | Percentage | Comment |
|---|---|---|---|---|
| Written exercise | 1 | M | 5 | Two written assignments |
Assessment Rationale And Relationship
A substantial formal unseen examination is appropriate for the assessment of the material in this module. The written exercises are expected to consist of two assignments of equal weight: the exact nature of assessment will be explained at the start of the module. The exercises and the in-course test 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
- Timetable Website: www.ncl.ac.uk/timetable/
- MAS8905's Timetable