Principles of Mathematical Statistics - STAT6039
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STAT6039 Principles of Mathematical Statistics A first course in mathematical statistics with emphasis on applications; probability, random variables, moment generating functions and correlation, sampling distributions, estimation of parameters by the methods of moments and maximum likelihood, hypothesis testing, the central limit theorem, simple linear regression. Mode of Delivery Intensive (online and in-person) Prerequisites This session is for students enrolled in a Data Analytics certification program (e.g., MADA, GDip ADA), who must also have completed STAT7055. Incompatible Courses None Course Convener: Grace Chiu Phone: 02 6125 7292 Email: grace.chiu@anu.edu.au Office hours for student via Wattle’s Adobe Connect live sessions; hours consultation: (regular plus by-appointment) to be announced on Wattle course page Research Interests Bayesian inference; environmental and ecological statistics; environmetrics; hierarchical modelling; statistical modelling; policy analytics Summer Session 1 Jan-Mar 2018
COURSE OVERVIEW Learning Outcomes Upon successful completion of the requirements for this course, students should have achieved an understanding of and facility in the following topics: • Introductory probability including combinatorics and Bayes’ theorem • Discrete random variables and their probability distributions • Continuous random variables and their probability distributions • Multivariate random variables and their probability distributions • Sampling distributions and the central limit theorem • The method of moments and maximum likelihood estimation • Confidence estimation and hypothesis testing • Simple linear regression Assessment Summary Assessment Task Value Date 1. Assignment 1 15% Due on Wattle no earlier than 2018-01-29 (precise (Turnitin) release and due dates to be announced). 2. Midterm exam 30% Administered in-person on 2018-02-14 in Week 5. (in-person) (redeemable by Allowed materials: paper-based reference materials (e.g., texts, notes, dictionary), calculator final exam ) (any type without capability of electronic communications), pen(cils) not in red, erasers. 3. Assignment 2 15% Due on Wattle no earlier than 2018-03-05 (precise (Turnitin) release and due dates to be announced). 4. Final exam 40% Released and due on Wattle no earlier than 2018- (Turinitin) 03-15 – precise release and due times to be decided through student survey. Research-Led Teaching This course elaborates as well as builds upon the statistical principles to which you have been exposed in introductory statistics courses. The contents and activities in this course are designed to help you to build a mathematical foundation towards proper handling of data that arise in real-life settings, thus preparing you for the remainder of your academic program and life in the work force. Course contents and activities involve some statistical computing with R interfaced through R Studio. Additional articles (e.g., news reports, journal publications) will be discussed as examples and case studies in which research questions relevant to the course are tackled. The 30% weighting will be automatically moved to the final exam if this re-weighting results in a higher raw course grade for the student.
Feedback Staff Feedback “Feedback is not a unilateral act by tutors or trainers, but is a set of interlinked activities. “The overriding purpose of feedback is the refinement of the learner's capacity to use information to judge themselves in similar situations.” –– Prof. David Boud (2015). DOI: 10.1111/tct.12345 Feedback from the teaching staff will aim to facilitate the learner's ongoing self assessment of his/her progress in achieving the learning objectives of the course. To this end, the learner should converse real-time with the teaching staff through Wattle’s Adobe Connect live sessions during non-intensive weeks, and in-person during the intensive week. Limited written comments will also be provided through the grading of formal assessments. Note that (a) real-time and in-person consultation will be the only guarantee for staff feedback on the learner's progress, (b) when emailing or posting questions about technical ideas, the learner should expect limited effectiveness of any help provided by the teaching staff due to the limitation of email communication, and (c) in order to safeguard student privacy, staff members need to be sure that they are dealing with the right student, therefore course- related messages sent from non-ANU email accounts will be ignored. Student Feedback “Learning involves bridging the gap between desired and actual performance. “Effective learning requires dialogue. “Students need always to be positioned ... as pro-active learners who can initiate feedback-seeking behaviour.” –– Prof. David Boud (2015). DOI: 10.1111/tct.12345 ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. One of the key formal ways students have to provide feedback is through Student Experience of Learning Support (SELS) surveys. The feedback given in these surveys is anonymous and provides the Colleges, University Education Committee and Academic Board with opportunities to recognise excellent teaching, and opportunities for improvement. For more information on student surveys at ANU and reports on the feedback provided on ANU courses, go to http://unistats.anu.edu.au/surveys/selt/students/ and http://unistats.anu.edu.au/surveys/selt/results/learning/
Policies ANU has educational policies, procedures and guidelines, which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. You can find the University’s education policies and an explanatory glossary at: http://policies.anu.edu.au/ Students are expected to have read the Academic Misconduct Rule before the commencement of their course. Other key policies include: • Student Assessment (Coursework) • Student Surveys and Evaluations Required Resources • Course text: Mathematical Statistics with Applications in R, Second Edition by KM Ramachandran and CP Tsokos. o To be available for online viewing from the ANU Library. • Computing equipment during non-intensive weeks. o You must make your own arrangements to purchase such equipment or to access ANU on-campus computers which are preloaded with course-relevant software. o Using a tablet (e.g., iPad, Android tablets) for course-related computing is possible via a cloud computing account. o See the Wattle course page for instructions to obtain complimentary NeCTAR cloud computing accounts and course-relevant software. Additional course costs • Optional purchase of a stylus that allows you to input handwriting (e.g., mathematics) when asking technical questions to teaching staff via Wattle’s Adobe Connect live sessions. • Optional purchase of a hard copy of the course text above and/or solutions manual below (in light of paper-based reference materials being allowed during the midterm exam). Recommended Resources • Student Solutions Manual associated with the course text. o Available for online viewing from the ANU Library. • Other recommended resources will be listed on the Wattle course page.
COURSE SCHEDULE Selected lectures/tutorials are delivered and recorded live via Wattle’s Adobe Connect live sessions (times announced on Wattle). These and pre-recorded lectures/tutorials can be downloaded from Wattle as they become available. Period Summary of Activities Assessment Pre- • Probability Assignment 1 due intensive • Discrete random variables • Continuous random variables Jan 15 – • Multivariate random variables Feb 9 • Functions of random variables Intensive • Catch up Midterm exam • Sampling distributions and the central limit (redeemable) Feb 12– theorem 16 • Methods for point estimation • Interval estimation Post- • Catch up 1. Assignment 2 due intensive • Hypothesis testing 2. Final exam • Simple linear regression Feb 19 – Mar 16 ASSESSMENT REQUIREMENTS “It is necessary to look beyond the immediate task: acts of assessment must be designed to leave learners better equipped to learn further. “Learners need to develop a view about what constitutes quality work if they are to demonstrate it for themselves.” –– Prof. David Boud (2015). DOI: 10.1111/tct.12345 The ANU is using Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. For additional information regarding Turnitin please visit the ANU Online website. Students may choose not to submit assessment items through Turnitin. In this instance you will be required to submit, alongside the assessment item itself, copies of all references (texts, lecture notes, citations, etc.) included in the assessment item. As a further academic integrity control, students may be selected for a 15 minute individual oral examination of their written assessment submissions. Any student identified, either during the current semester or in retrospect, as having used ghost writing services will be investigated under the University’s Academic Misconduct Rule.
Assessment submission Online Submission: Each assignment and the final exam must be submitted as a single electronic file using Turnitin within the course Wattle site. Each of these assessments will require both statistical computing via R Studio and mathematical derivations (either handwritten or typeset using R Studio). If submitting handwritten mathematical derivations, ensure that your handwriting is legible, and scan the derivations (e.g., by using your smartphone camera) to be incorporated into your single electronic file. Prior to submission, you should practice using the Turnitin system here. Students can upload draft versions to the designated Turnitin web link on the Wattle course page, and change those drafts every 24 hours up until the due date. When you submit the final version of your assessment to Turnitin, you will be required to electronically sign a declaration as part of the submission of your assignment. Please keep a copy of the assignment for your records. Submissions outside of the designated Turnitin web link and/or after the due date will be ignored. Extensions and penalties Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. The Course Convener may grant extensions for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request it in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date. No submission of assessment tasks without an extension after the due date will be permitted. If an assessment task is not submitted by the due date, a mark of 0 will be awarded. Referencing requirements Appropriate scholarly referencing should be included in your assessments (except for the midterm exam). For more information, see http://www.anu.edu.au/students/learning- development/academic-integrity/how-referencing-works and the web links therein. Resubmission of assessments Resubmission of assessments is not allowed under any circumstance. Returning assignments Graded assignments should be available via Turnitin within 14 days after the due date. Verbal feedback via Adobe Connect may be requested separately. Scaling Your final mark for the course will be based on the raw marks allocated for each of your assessment items. However, your final mark may not be the same number as produced by that formula, as marks may be scaled. Any scaling applied will preserve the rank order of raw marks (i.e. if your raw mark exceeds that of another student, then your scaled mark will be no less than the scaled mark of that student), and may be either up or down.
Privacy Notice The ANU has made a number of third party, online, databases available for students to use. Use of each online database is conditional on student end users first agreeing to the database licensor’s terms of service and/or privacy policy. Students should read these carefully. In some cases student end users will be required to register an account with the database licensor and submit personal information, including their: first name; last name; ANU email address; and other information. In cases where student end users are asked to submit ‘content’ to a database, such as an assignment or short answers, the database licensor may only use the student’s ‘content’ in accordance with the terms of service – including any (copyright) licence the student grants to the database licensor. Any personal information or content a student submits may be stored by the licensor, potentially offshore, and will be used to process the database service in accordance with the licensors terms of service and/or privacy policy. If any student chooses not to agree to the database licensor’s terms of service or privacy policy, the student will not be able to access and use the database. In these circumstances students should contact their lecturer to enquire about alternative arrangements that are available. SUPPORT FOR STUDENTS The University offers a number of support services for students. Information on these is available online from http://students.anu.edu.au/studentlife/
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