STATS 4106 - Mathematical Statistics - Honours

North Terrace Campus - Semester 1 - 2022

Statistical methods used in practice are based on a foundation of statistical theory. One branch of this theory uses the tools of probability to establish important distributional results that are used throughout statistics. Another major branch of statistical theory is statistical inference. It deals with issues such as how do we define a "good" estimator or hypothesis test, how do we recognise one and how do we construct one? This course is concerned with the fundamental theory of random variables and statistical inference. Topics covered are: calculus of distributions, moments, moment generating functions; multivariate distributions, marginal and conditional distributions, conditional expectation and variance operators, change of variable, multivariate normal distribution, exact distributions arising in statistics; weak convergence, convergence in distribution, weak law of large numbers, central limit theorem; statistical inference, likelihood, score and information; estimation, minimum variance unbiased estimation, the Cramer-Rao lower bound, exponential families, sufficient statistics, the Rao-Blackwell theorem, efficiency, consistency, maximum likelihood estimators, large sample properties; tests of hypotheses, most powerful tests, the Neyman-Pearson lemma, likelihood ratio, score and Wald tests, large sample properties.

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Course Details

Course Code	STATS 4106
Course	Mathematical Statistics - Honours
Coordinating Unit	Mathematical Sciences
Term	Semester 1
Level	Undergraduate
Location/s	North Terrace Campus
Units	3
Contact	Up to 3 hours per week
Available for Study Abroad and Exchange
Prerequisites	(MATHS 1012 and STATS 2107) or (MATHS 2201 or MATHS 2106 and MATHS 2202 or MATHS 2107)
Assumed Knowledge	STATS 2107
Restrictions	Honours students only
Assessment	ongoing assessment, exam

Course Staff

Course Coordinator: Dr Melissa Humphries

Course Timetable

The full timetable of all activities for this course can be accessed from .

Course Learning Outcomes

On successful completion of this course students will be able to:
1. demonstrate knowledge of, and properties of, statistical models in common use,
2. understand the basic principles underlying statistical inference (estimation and hypothesis testing),
3. be able to construct tests and estimators, and derive their properties,
4. demonstrate knowledge of applicable large sample theory of estimators and tests.

University Graduate Attributes

This course will provide students with an opportunity to develop the Graduate Attribute(s) specified below:

University Graduate Attribute	Course Learning Outcome(s)
Attribute 1: Deep discipline knowledge and intellectual breadth Graduates have comprehensive knowledge and understanding of their subject area, the ability to engage with different traditions of thought, and the ability to apply their knowledge in practice including in multi-disciplinary or multi-professional contexts.	All
Attribute 2: Creative and critical thinking, and problem solving Graduates are effective problems-solvers, able to apply critical, creative and evidence-based thinking to conceive innovative responses to future challenges.	All
Attribute 4: Professionalism and leadership readiness Graduates engage in professional behaviour and have the potential to be entrepreneurial and take leadership roles in their chosen occupations or careers and communities.	1,2,3
Attribute 8: Self-awareness and emotional intelligence Graduates are self-aware and reflective; they are flexible and resilient and have the capacity to accept and give constructive feedback; they act with integrity and take responsibility for their actions.	1,2

Learning Resources

Required Resources

A set of lecture notes will be provided.

Recommended Resources

Recommended textbooks:

Mathematical Statistics with Applications (7th ed.), by D.D. Wackerly, W. Mendenhall, and R.L. Scheaffer, Duxbury Press.
Mathematical Statistics and Data Analysis (3rd ed.), by J.A. Rice, Duxbury Press.

Useful textbooks:

Statistical Inference (2nd ed.), by G. Casella and R. L. Berger, Duxbury Press.
Modern Mathematical Statistics with Applications (2nd ed.), by J.L. Devore and K.N. Berk, Springer.

Online Learning

MyUni will be used for distributing lecture notes and assignments, as well as communicating with students.
Learning & Teaching Activities

Learning & Teaching Modes

This course relies on lectures as the primary delivery mechanism for the material. Tutorials supplement the lectures by providing exercises and example problems to enhance the understanding obtained through lectures. A sequence of written assignments provides assessment opportunities for students to gauge their progress and understanding.

Workload

The information below is provided as a guide to assist students in engaging appropriately with the course requirements.

Activity Quantity Workload Hours
Lectures 30 90
Tutorials 5 18
Assessments 14 48
Total 156

Learning Activities Summary

Lecture outline

1-3: Review of probability, random variables, density and mass functions, expectation, mean, variance
4-6: Standard probability distributions (statistical models) and their properties
6-7: Exponential families of distributions; distribution and expectation of a function of a random variable
8-11: Joint distributions, covariance, correlation, independence of random variables, distributions of functions of jointly distributed random variables, conditional distributions, conditional means and variances
12-14: Sums of independent random variables, transformations of two or more jointly distributed random variables
14-15: Random vectors, the multivariate normal distribution and properties
16-19: Modes of convergence, laws of large numbers, central limit theorem, Jensen's inequality
20-22: Random samples, the chi-square, t, and F distributions and their roles in normal sampling, basic concepts of statistical inference, the likelihood principle, sufficient statistics
23-25: Basic concepts of estimation; method of moments, maximum likelhood, large sample properties (consistency, asymptotic normality), mean square eror, Rao-Blackwell theorem
26-27: Fisher information, the Cramer-Rao inequality, confidence intervals and properties
28-30: Hypothesis testing, types of errors, p-value, power, Neyman-Pearson lemma, uniformly most powerful tests, likelihood ratio tests, Wald tests, score tests

Tutorial outline: Tutorial material will be integrated into the lecture and assignment material

The University's policy on Assessment for Coursework Programs is based on the following four principles:

Assessment must encourage and reinforce learning.
Assessment must enable robust and fair judgements about student performance.
Assessment practices must be fair and equitable to students and give them the opportunity to demonstrate what they have learned.
Assessment must maintain academic standards.

Assessment Summary

Component	Weighting	Objectives
Assignments	30%	all
Quizzes	10%	all
Mid-semester Test	30%	all
End-of-semester Test	30%	all

There are three assignments in this course (each contribute 10% of final grade).
There are also 10 quizzes througout the course (1% each).
There will be a mid-semester test (30%) and an end of semester test (30% of final grade), times and dates TBA.

Assessment Related Requirements

An aggregate score of at least 50% is required to pass the course.

Assessment Detail

Five equally weighted (10% each) assigments, due at the end of weeks 3, 5, 7, 9, 12. The assignments will be distributed on Monday of weeks 2, 4, 6, 8, 11.

Submission

1. All written assignments are to be submitted online via MyUni.
2. Late assignments will not be accepted unless an extension has been arranged prior to the due date.

Course Grading

Grades for your performance in this course will be awarded in accordance with the following scheme:

M11 (Honours Mark Scheme)
Grade	Grade reflects following criteria for allocation of grade	Reported on Official Transcript
Fail	A mark between 1-49	F
Third Class	A mark between 50-59	3
Second Class Div B	A mark between 60-69	2B
Second Class Div A	A mark between 70-79	2A
First Class	A mark between 80-100	1
Result Pending	An interim result	RP
Continuing	Continuing	CN

Further details of the grades/results can be obtained from Examinations.

Grade Descriptors are available which provide a general guide to the standard of work that is expected at each grade level. More information at Assessment for Coursework Programs.

Final results for this course will be made available through .

Student Feedback

The University places a high priority on approaches to learning and teaching that enhance the student experience. Feedback is sought from students in a variety of ways including on-going engagement with staff, the use of online discussion boards and the use of Student Experience of Learning and Teaching (SELT) surveys as well as GOS surveys and Program reviews.

SELTs are an important source of information to inform individual teaching practice, decisions about teaching duties, and course and program curriculum design. They enable the University to assess how effectively its learning environments and teaching practices facilitate student engagement and learning outcomes. Under the current SELT Policy (http://www.adelaide.edu.au/policies/101/) course SELTs are mandated and must be conducted at the conclusion of each term/semester/trimester for every course offering. Feedback on issues raised through course SELT surveys is made available to enrolled students through various resources (e.g. MyUni). In addition aggregated course SELT data is available.
Student Support
Policies & Guidelines
This section contains links to relevant assessment-related policies and guidelines - all university policies.
Fraud Awareness

Students are reminded that in order to maintain the academic integrity of all programs and courses, the university has a zero-tolerance approach to students offering money or significant value goods or services to any staff member who is involved in their teaching or assessment. Students offering lecturers or tutors or professional staff anything more than a small token of appreciation is totally unacceptable, in any circumstances. Staff members are obliged to report all such incidents to their supervisor/manager, who will refer them for action under the university's student鈥檚 disciplinary procedures.

The 成人大片 is committed to regular reviews of the courses and programs it offers to students. The 成人大片 therefore reserves the right to discontinue or vary programs and courses without notice. Please read the important information contained in the disclaimer.

Authorised by:	Deputy Vice-Chancellor and Vice-President (Academic)
Maintained by:	Course Outlines Administrator

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