Lecturer

Dr. R.M. Clark, Monash, Semester 1.

Syllabus

Point and interval estimation via likelihood; likelihood-ratio tests; use of pivotal quantities; sufficient statistics and Rao-Blackwell Theorem; ancillary statistics; computational aspects, including Newton-Raphson iteration, iteratively-reweighted least-squares, EM algorithm, profile likelihood.

Prerequisites

Fundamentals of estimation and hypothesis-testing at the level of Chapters 8, 9 and 10 of Wackerly, Mendenhall and Scheaffer, Mathematical Statistics with Applications (5th edition, 1996, Duxbury).

Generic skills

 

References

References

• Casella, G. and Berger, R.L. (2002) Statistical Inference (2nd edition), (Cambridge U.P.)
• Cox, D.R. and Hinkley, D.V. (1974) Theoretical Statistics, (Chapman and Hall).
• Pitman, E.J.G. (1979) Some basic theory for statistical inference (Chapman and Hall).
• Rice, J.A. (1995) Mathematical Statistics and Data Analysis (2nd edition) (Duxbury).

Last updated: 30 October 2002.