This unit is essentially an advanced version of STAT2011, with an emphasis on the mathematical techniques used to manipulate random variables and probability models. Common distributions including the Poisson, normal, beta and gamma families as well as the bivariate normal are introduced. Moment generating functions and convolution methods are used to understand the behaviour of sums of random variables. The method of moments and maximum likelihood techniques for fitting statistical distributions to data will be explored. The notions of conditional expectation and prediction will be covered as will be distributions related to the normal: chi^2, t and F. The unit has 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.
Unit details and rules
Unit code  STAT2911 

Academic unit  Mathematics and Statistics Academic Operations 
Credit points  6 
Prohibitions
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STAT2011 
Prerequisites
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(MATH1X21 or MATH1931 or MATH1X01 or MATH1906 or MATH1011) and a mark of 65 or greater in (DATA1X01 or MATH10X5 or MATH1905 or STAT1021 or ECMT1010 or BUSS1020) 
Corequisites
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None 
Assumed knowledge
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None 
Available to study abroad and exchange students  Yes 
Teaching staff
Coordinator  Uri Keich, uri.keich@sydney.edu.au 
