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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