MATH2711: Statistical Inference II
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Type | Open |
---|---|
Level | 2 |
Credits | 20 |
Availability | Available in 2024/2025 |
Module Cap | None. |
Location | Durham |
Department | Mathematical Sciences |
Prerequisites
- Calculus I (Maths Hons) (MATH1081) or Calculus I (MATH1061), Linear Algebra I (Maths Hons) (MATH1091) or Linear Algebra I (MATH1071), Probability I (MATH1597) and Statistics I (MATH1617)
Corequisites
- None
Excluded Combinations of Modules
- None
Aims
- To introduce the main concepts underlying statistical inference and methods.
- To develop the statistical and mathematical foundations underlying classical statistical techniques, and develop the basis for the Bayesian approach to statistics
- To investigate and compare the frequentist and Bayesian approaches to statistical inference.
Content
- Frequentist inference for Normal data
- Likelihood methods, maximum likelihood, Fisher's information
- Likelihood ratio tests and optimal testing
- Goodness of fit and probability models
- Nonparametric methods
- Multivariate statistics and the multivariate Normal
- Statistical decision theory
- Bayesian methods, prior distributions and conjugacy
- Bayesian inference
Learning Outcomes
Subject-specific Knowledge:
- By the end of the module students will: be able to solve a range of predictable and unpredictable problems in statistical inference.
- have an awareness of the abstract theoretical concepts underlying statistics to a level appropriate to Level 2.
- have a knowledge and understanding of fundamental theories of these subjects demonstrated through one or more of the following topic areas: statistical inference, frequentist and likelihood methods, Bayesian statistics.
Subject-specific Skills:
- Students will have the ability to undertake and defend the use of alternative mathematical skills in the following areas with minimal guidance: statistical modelling, statistical analysis of unseen data sets.
- Students will have enhanced mathematical skills in the following areas: Statistical computing with R.
Key Skills:
- Students will have basic mathematical skills in the following areas: problem solving, statistical modelling, data analysis, statistical computation.
Modes of Teaching, Learning and Assessment and how these contribute to the learning outcomes of the module
- Lectures demonstrate what is required to be learned and the application of the theory to practical examples.
- Problem classes show how to solve example problems in an ideal way, revealing also the thought processes behind such solutions.
- Computer practicals consolidate the studied material, explore theoretical ideas in practice, enhance practical understanding, and develop practical data analysis skills.
- Tutorials provide active problem-solving engagement and immediate feedback to the learning process.
- Assignments for self-study develop problem-solving skills and enable students to test and develop their knowledge and understanding.
- Formative assessments provide feedback to guide students in the correct development of their knowledge and skills in preparation for the summative assessment.
- The end-of-year examination assesses the knowledge acquired and the ability to solve predictable and unpredictable problems.
Teaching Methods and Learning Hours
Activity | Number | Frequency | Duration | Total | Monitored |
---|---|---|---|---|---|
Lectures | 52 | Three in weeks: 1, 2, 4, 6, 8, 10, 11, 12, 14, 16, 18, 20; two in weeks 3, 5, 7, 9, 13, 15, 17, 19. | 1 hour | 52 | |
Tutorials | 10 | Weeks 2, 4, 6, 8, 10, 12, 14, 16, 18, 20. | 1 hour | 10 | Yes |
Problem Classes | 8 | One in wks 3, 5, 7, 9, 13, 15, 17, 19. | 1 hour | 8 | |
Computer Practicals | 8 | Weeks 3, 5, 7, 9, 13, 15, 17 19. | 1 hour | 8 | Yes |
Preparation and reading | 122 | ||||
Total | 200 |
Summative Assessment
Component: Examination | Component Weighting: 100% | ||
---|---|---|---|
Element | Length / Duration | Element Weighting | Resit Opportunity |
Written Examination | 3 hours | 100 |
Formative Assessment
More information
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