Unit of study_

# STAT2011: Probability and Estimation Theory

This unit provides an introduction to probability, the concept of random variables, special distributions including the Binomial, Hypergeometric, Poisson, Normal, Geometric and Gamma and to statistical estimation. This unit will investigate univariate techniques in data analysis and for the most common statistical distributions that are used to model patterns of variability. You will learn the method of moments and maximum likelihood techniques for fitting statistical distributions to data. The unit will have weekly computer classes where you will learn to use a statistical computing package to perform simulations and carry out computer intensive estimation techniques like the bootstrap method. By doing this unit you will develop your statistical modelling skills and it will prepare you to learn more complicated statistical models.

Code STAT2011 Mathematics and Statistics Academic Operations 6
 Prerequisites: ? (MATH1X21 or MATH1931 or MATH1X01 or MATH1906 or MATH1011) and (DATA1X01 or MATH10X5 or MATH1905 or STAT1021 or ECMT1010 or BUSS1020) None STAT2911

At the completion of this unit, you should be able to:

• LO1. construct appropriate statistical models involving random variables for a range of modelling scenarios. Compute (or approximate with a computer if necessary) numerical characteristics of random variables in these models such as probabilities, expectations and variances
• LO2. fit such models in outcome 1. to data (as appropriate) by estimating any unknown parameters
• LO3. compute appropriate (both theoretically and computationally derived) measures of uncertainty for any parameter estimates
• LO4. assess the goodness of fit (as appropriate) of a fitted model
• LO5. apply certain mathematical results (e.g. inequalities, limiting results) to problems relating to statistical estimation theory
• LO6. prove certain mathematical results (e.g. inequalities, limiting results) used in the course.

## Unit outlines

Unit outlines will be available 1 week before the first day of teaching for the relevant session.