MATH5905 Statistical Inference

6 Units of Credit

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This course presents General interference theory based on maximum likelihood and on Bayes methods is reviewed. Estimation, confidence set construction and hypothesis testing are discussed within decision-theoretic framework. Computationally intensive methods such as bootstrap are discussed and are compared to asymptotic approximations such as saddlepoint and empirical likelihood. Pre-requisites 24 units of level III mathematics or a degree in a numerate discipline or permission of the Head of Department.