Unit name | Statistics 2 |
---|---|
Unit code | MATH20800 |
Credit points | 20 |
Level of study | I/5 |
Teaching block(s) |
Teaching Block 1 (weeks 1 - 12) |
Unit director | Professor. Andrieu |
Open unit status | Not open |
Pre-requisites |
MATH 11340, MATH11002 and MATH11003 |
Co-requisites |
None |
School/department | School of Mathematics |
Faculty | Faculty of Science |
Statistical inference deals with the interpretation of sets of data that contain some random variation. It is an essential tool for anyone contemplating a career in finance, commerce or industry. However, there are often no clear-cut answers to the natural questions of interest, and two contrasting approaches have been developed - the frequentist and the Bayesian. It is important to understand what questions can be answered by each method and how the methods differ. This unit will develop the ideas introduced in the latter part of the first year unit, using practical examples to clarify the underlying theoretical results, and will provide a foundation for students taking later applied statistics units. It will cover the principles, the techniques and the optimality properties of the two approaches to Estimation, Hypothesis Testing and Confidence Intervals. The only essential prerequisite is the first year unit in Probability and Statistics.
Aims:
To develop the theory and practice of basic statistical inference, and statistical calculation.
Unit homepage: http://www.maths.bris.ac.uk/~maxca/stats2/
Syllabus
Relation to Other Units
This unit develops the Level 1 Probability & Statistics material, and is a prerequisite for some statistics units at Levels 3 and M, namely Bayesian Modelling A, Generalised Linear Models, and Theory of Inference, and desirable for Linear Models.
By the end of the course the students should be able to:
Transferable Skills:
Three lectures a week, and one problems class. Weekly homework, and weekly/fortnightly office hours for statistics and for computing.
The final assessment mark will be made up as follows:
Practical Assignments
Three computer practicals are set (in roughly the fourth, seventh and tenth weeks), and the second and third count 10% each to the final assessed mark.
Deadlines: Practicals that are up to one day late will be docked 10% (ie one mark since each practical will be marked out of 10). Practicals more than one day late will score zero.
Examination
The examination in April consists of one 2 ½-hour paper consisting of FIVE questions; you should attempt FOUR. If you attempt more than four, your best four answers will be used for assessment. Candidates may bring one A4 double-sided sheet of notes into the exam. Calculators of the approved type (non-programmable, no text facility) are permitted in the examination. Statistical tables will be provided.
The main text is:
Also informative and useful:
Other reading will be given on the unit homepage (see Unit Aims).